| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313109.3206 | 297938.5878 | 15170.7327 | -132758.4899 | -19621.4323 | -113137.0576 |
| Total P&L (%) | 313.1093 | 297.9386 | 15.1707 | -132.7585 | -19.6214 | -113.1371 |
| Avg Daily Profit (%) | 0.1977 | 0.1881 | 0.0096 | 0 | -0.0138 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206378 | -118824 | -151020 | -324166 | -123319 | -268875 |
| Profit Factor | 1.2449 | 1.442 | 1.0251 | 0.8165 | 0.9378 | 0.7227 |
| Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
| Winning Trades | 137 | 64 | 73 | 101 | 55 | 46 |
| Losing Trades | 100 | 54 | 46 | 136 | 63 | 73 |
| Profitability (%) | 57.8059 | 54.2373 | 61.3445 | 42.616 | 46.6102 | 38.6555 |
| Ratio Avg Win / Avg Loss | 0.9087 | 1.2167 | 0.6459 | 1.0995 | 1.0742 | 1.1469 |
| Largest Winning Trade | 251870 | 251870 | 37116 | 79940 | 35850 | 79940 |
| Largest Losing Trade | -127574 | -53217 | -127574 | -163877 | -54211 | -163877 |
| Avg Bars in Trades | 12 | 15 | 10 | 12 | 15 | 10 |
| Avg Bars in Winners | 11 | 12 | 9 | 15 | 18 | 11 |
| Avg Bars in Losers | 15 | 18 | 11 | 11 | 12 | 10 |
| Bars Traded | 3063 | 1804 | 1259 | 3063 | 1804 | 1259 |
| Profit Streak | 12.8883 | 36.3883 | 12.8883 | 0 | 0 | 0 |
| Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334524 | 361720 | -382624 | -580464 | -580392 | -583483 |
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3168,
"evaluation_days": 1584,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1625270400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759007945667,
"expiration_time": 1762820928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
313109.3205724296,
297938.5878253211,
15170.7327471086,
-132758.4898837915,
-19621.4323174996,
-113137.0575662919
],
[
313.109321,
297.938588,
15.170733,
-132.75849,
-19.621432,
-113.137058
],
[
0.19767,
0.188093,
0.009577,
0,
-0.013788,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-206378,
-118824,
-151020,
-324166,
-123319,
-268875
],
[
1.244851,
1.442019,
1.025086,
0.816533,
0.937828,
0.722711
],
[
237,
118,
119,
237,
118,
119
],
[
137,
64,
73,
101,
55,
46
],
[
100,
54,
46,
136,
63,
73
],
[
57.805907,
54.237288,
61.344538,
42.616034,
46.610169,
38.655462
],
[
0.90865,
1.216704,
0.645945,
1.09949,
1.074239,
1.146911
],
[
251870,
251870,
37116,
79940,
35850,
79940
],
[
-127574,
-53217,
-127574,
-163877,
-54211,
-163877
],
[
12,
15,
10,
12,
15,
10
],
[
11,
12,
9,
15,
18,
11
],
[
15,
18,
11,
11,
12,
10
],
[
3063,
1804,
1259,
3063,
1804,
1259
],
[
12.88826,
36.38826,
12.88826,
0,
0,
0
],
[
2,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334524,
361720,
-382624,
-580464,
-580392,
-583483
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3168,
"evaluation_days": 1584,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1625270400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759007945667,
"expiration_time": 1762820928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|