| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276290.4538 | 142091.2273 | 134199.2264 | -522336.0812 | -207759.6211 | -314576.4601 |
| Total P&L (%) | 276.2905 | 142.0912 | 134.1992 | -522.3361 | -207.7596 | -314.5765 |
| Avg Daily Profit (%) | 0.1729 | 0.0889 | 0.084 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135399 | -80769 | -141286 | -1638999 | -1016020 | -1199493 |
| Profit Factor | 1.4878 | 1.5481 | 1.4369 | 0.8583 | 0.871 | 0.8484 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 86 | 40 | 46 | 45 | 23 | 22 |
| Losing Trades | 25 | 16 | 9 | 66 | 33 | 33 |
| Profitability (%) | 77.4775 | 71.4286 | 83.6364 | 40.5405 | 41.0714 | 40 |
| Ratio Avg Win / Avg Loss | 0.4325 | 0.6192 | 0.2811 | 1.2588 | 1.2497 | 1.2726 |
| Largest Winning Trade | 50012 | 50012 | 39106 | 361597 | 361597 | 244520 |
| Largest Losing Trade | -132300 | -43945 | -132300 | -942136 | -276212 | -942136 |
| Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
| Avg Bars in Winners | 16 | 12 | 19 | 43 | 39 | 48 |
| Avg Bars in Losers | 62 | 55 | 75 | 15 | 14 | 15 |
| Bars Traded | 2968 | 1395 | 1573 | 2968 | 1395 | 1573 |
| Profit Streak | 89.3217 | 89.3217 | 121.8217 | 0 | 0 | 0 |
| Trades During Streak | 16 | 8 | 8 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 471238 | -249738 | -255590 | -582217 | -762361 | -762777 |
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3196,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1629720000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759952591887,
"expiration_time": 1764066816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 182,
"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": [
[
276290.4537647963,
142091.2273224703,
134199.2264423259,
-522336.0812209902,
-207759.6210918913,
-314576.4601290989
],
[
276.290454,
142.091227,
134.199226,
-522.336081,
-207.759621,
-314.57646
],
[
0.172898,
0.088918,
0.083979,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-135399,
-80769,
-141286,
-1638999,
-1016020,
-1199493
],
[
1.487814,
1.548107,
1.436924,
0.858266,
0.870997,
0.848385
],
[
111,
56,
55,
111,
56,
55
],
[
86,
40,
46,
45,
23,
22
],
[
25,
16,
9,
66,
33,
33
],
[
77.477477,
71.428571,
83.636364,
40.540541,
41.071429,
40
],
[
0.432504,
0.619243,
0.281137,
1.258791,
1.249692,
1.272577
],
[
50012,
50012,
39106,
361597,
361597,
244520
],
[
-132300,
-43945,
-132300,
-942136,
-276212,
-942136
],
[
26,
24,
28,
26,
24,
28
],
[
16,
12,
19,
43,
39,
48
],
[
62,
55,
75,
15,
14,
15
],
[
2968,
1395,
1573,
2968,
1395,
1573
],
[
89.321665,
89.321665,
121.821665,
0,
0,
0
],
[
16,
8,
8,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471238,
-249738,
-255590,
-582217,
-762361,
-762777
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3196,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1629720000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759952591887,
"expiration_time": 1764066816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 182,
"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) |
|---|