| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 168673.5934 | 84012.1769 | 84661.4165 | 49224.4582 | -28167.6795 | 77392.1376 |
| Total P&L (%) | 168.6736 | 84.0122 | 84.6614 | 49.2245 | -28.1677 | 77.3921 |
| Avg Daily Profit (%) | 0.1619 | 0.0807 | 0.0813 | 0.0384 | -0.0318 | 0.055 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131879 | -58955 | -102573 | -182277 | -138671 | -90757 |
| Profit Factor | 1.2002 | 1.1896 | 1.2121 | 1.0607 | 0.9398 | 1.2257 |
| Total Trades | 577 | 289 | 288 | 577 | 289 | 288 |
| Winning Trades | 423 | 214 | 209 | 423 | 214 | 209 |
| Losing Trades | 154 | 75 | 79 | 154 | 75 | 79 |
| Profitability (%) | 73.3102 | 74.0484 | 72.5694 | 73.3102 | 74.0484 | 72.5694 |
| Ratio Avg Win / Avg Loss | 0.437 | 0.4169 | 0.4581 | 0.3862 | 0.3294 | 0.4633 |
| Largest Winning Trade | 28280 | 28280 | 21068 | 49238 | 31807 | 49238 |
| Largest Losing Trade | -59023 | -34975 | -59023 | -98958 | -98958 | -28234 |
| Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
| Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
| Avg Bars in Losers | 103 | 115 | 92 | 103 | 115 | 92 |
| Bars Traded | 24673 | 13080 | 11593 | 24673 | 13080 | 11593 |
| Profit Streak | 3.6188 | 3.6188 | 15.6605 | 3.6188 | 3.6188 | 15.6605 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 411876 | -95428 | -81198 | -292041 | -577276 | -116093 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669208400000,
"first_datapoint_time": 1669701600000,
"last_datapoint_time": 1759208400000,
"evaluation_time": 1759211465189,
"expiration_time": 1765688400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 138,
"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": [
[
168673.5934117271,
84012.1768909075,
84661.4165208197,
49224.4581538539,
-28167.6794808172,
77392.1376346711
],
[
168.673593,
84.012177,
84.661417,
49.224458,
-28.167679,
77.392138
],
[
0.161926,
0.080651,
0.081275,
0.038434,
-0.031755,
0.055041
],
[
10,
10,
10,
10,
10,
10
],
[
-131879,
-58955,
-102573,
-182277,
-138671,
-90757
],
[
1.200234,
1.189578,
1.212063,
1.060707,
0.939802,
1.225677
],
[
577,
289,
288,
577,
289,
288
],
[
423,
214,
209,
423,
214,
209
],
[
154,
75,
79,
154,
75,
79
],
[
73.310225,
74.048443,
72.569444,
73.310225,
74.048443,
72.569444
],
[
0.436965,
0.416908,
0.458148,
0.386168,
0.32937,
0.463294
],
[
28280,
28280,
21068,
49238,
31807,
49238
],
[
-59023,
-34975,
-59023,
-98958,
-98958,
-28234
],
[
42,
45,
40,
42,
45,
40
],
[
20,
20,
20,
20,
20,
20
],
[
103,
115,
92,
103,
115,
92
],
[
24673,
13080,
11593,
24673,
13080,
11593
],
[
3.61881,
3.61881,
15.660477,
3.61881,
3.61881,
15.660477
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411876,
-95428,
-81198,
-292041,
-577276,
-116093
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669208400000,
"first_datapoint_time": 1669701600000,
"last_datapoint_time": 1759208400000,
"evaluation_time": 1759211465189,
"expiration_time": 1765688400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 138,
"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) |
|---|