| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 183980.3862 | 292541.3879 | -108561.0017 | 62014.2329 | 87255.8451 | -25241.6121 |
| Total P&L (%) | 183.9804 | 292.5414 | -108.561 | 62.0142 | 87.2558 | -25.2416 |
| Avg Daily Profit (%) | 0.1157 | 0.184 | -0.0683 | 0.0304 | 0.0395 | -0.0183 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -398217 | -117911 | -398280 | -290721 | -92724 | -254886 |
| Profit Factor | 1.1131 | 1.4675 | 0.8915 | 1.0833 | 1.2881 | 0.9429 |
| Total Trades | 349 | 175 | 174 | 349 | 175 | 174 |
| Winning Trades | 259 | 128 | 131 | 221 | 116 | 105 |
| Losing Trades | 90 | 47 | 43 | 128 | 59 | 69 |
| Profitability (%) | 74.212 | 73.1429 | 75.2874 | 63.3238 | 66.2857 | 60.3448 |
| Ratio Avg Win / Avg Loss | 0.3868 | 0.5388 | 0.2926 | 0.6274 | 0.6552 | 0.6196 |
| Largest Winning Trade | 60422 | 60422 | 48101 | 75818 | 60422 | 75818 |
| Largest Losing Trade | -316550 | -52244 | -316550 | -116790 | -81537 | -116790 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 8 | 7 | 8 | 9 | 9 | 9 |
| Avg Bars in Losers | 29 | 28 | 30 | 20 | 19 | 20 |
| Bars Traded | 4689 | 2307 | 2382 | 4689 | 2307 | 2382 |
| Profit Streak | 4.0292 | 4.0292 | 69.3625 | 4.0292 | 4.0292 | 69.3625 |
| Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -130736 | 373366 | -575281 | -279360 | -139279 | -577218 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4769,
"evaluation_days": 1589.67,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1623715200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759250523355,
"expiration_time": 1763339616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 64,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
183980.3861984665,
292541.3878893557,
-108561.001690889,
62014.2329279488,
87255.8450508463,
-25241.6121228974
],
[
183.980386,
292.541388,
-108.561002,
62.014233,
87.255845,
-25.241612
],
[
0.115735,
0.184026,
-0.068292,
0.030358,
0.039469,
-0.018298
],
[
10,
10,
10,
10,
10,
10
],
[
-398217,
-117911,
-398280,
-290721,
-92724,
-254886
],
[
1.113128,
1.46748,
0.891496,
1.08327,
1.28812,
0.942879
],
[
349,
175,
174,
349,
175,
174
],
[
259,
128,
131,
221,
116,
105
],
[
90,
47,
43,
128,
59,
69
],
[
74.212034,
73.142857,
75.287356,
63.323782,
66.285714,
60.344828
],
[
0.386801,
0.53884,
0.292628,
0.627414,
0.655164,
0.619606
],
[
60422,
60422,
48101,
75818,
60422,
75818
],
[
-316550,
-52244,
-316550,
-116790,
-81537,
-116790
],
[
13,
13,
13,
13,
13,
13
],
[
8,
7,
8,
9,
9,
9
],
[
29,
28,
30,
20,
19,
20
],
[
4689,
2307,
2382,
4689,
2307,
2382
],
[
4.029205,
4.029205,
69.362539,
4.029205,
4.029205,
69.362539
],
[
2,
1,
7,
2,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-130736,
373366,
-575281,
-279360,
-139279,
-577218
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4769,
"evaluation_days": 1589.67,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1623715200000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759250523355,
"expiration_time": 1763339616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 64,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|