| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 395758.9333 | 367170.9239 | 28588.0095 | -44273.3823 | 158780.5102 | -203053.8925 |
| Total P&L (%) | 395.7589 | 367.1709 | 28.588 | -44.2734 | 158.7805 | -203.0539 |
| Avg Daily Profit (%) | 0.2492 | 0.2312 | 0.018 | -0.0368 | 0.0599 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171989 | -139433 | -143547 | -356439 | -120584 | -292805 |
| Profit Factor | 1.4446 | 1.888 | 1.06 | 0.9523 | 1.4688 | 0.6559 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Profitability (%) | 48.8 | 48.3871 | 49.2063 | 48.8 | 48.3871 | 49.2063 |
| Ratio Avg Win / Avg Loss | 1.5157 | 2.0139 | 1.0942 | 0.9992 | 1.5667 | 0.677 |
| Largest Winning Trade | 340962 | 340962 | 52996 | 105586 | 105586 | 85664 |
| Largest Losing Trade | -55920 | -41646 | -55920 | -210330 | -41897 | -210330 |
| Avg Bars in Trades | 147 | 170 | 124 | 147 | 170 | 124 |
| Avg Bars in Winners | 163 | 182 | 144 | 163 | 182 | 144 |
| Avg Bars in Losers | 131 | 159 | 104 | 131 | 159 | 104 |
| Bars Traded | 18388 | 10568 | 7820 | 18388 | 10568 | 7820 |
| Profit Streak | 13.5528 | 0 | 37.3862 | 13.5528 | 0 | 37.3862 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 381116 | -143336 | -473037 | -580311 | -265551 | -727222 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19061,
"evaluation_days": 1588.42,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623528000000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759173365004,
"expiration_time": 1764109411200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 224,
"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": [
[
395758.9333462847,
367170.9238558601,
28588.0094904244,
-44273.3822908708,
158780.5102428729,
-203053.8925337435
],
[
395.758933,
367.170924,
28.588009,
-44.273382,
158.78051,
-203.053893
],
[
0.249153,
0.231155,
0.017998,
-0.036804,
0.059877,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-171989,
-139433,
-143547,
-356439,
-120584,
-292805
],
[
1.444627,
1.887998,
1.059982,
0.952331,
1.468758,
0.655867
],
[
125,
62,
63,
125,
62,
63
],
[
61,
30,
31,
61,
30,
31
],
[
64,
32,
32,
64,
32,
32
],
[
48.8,
48.387097,
49.206349,
48.8,
48.387097,
49.206349
],
[
1.515674,
2.013865,
1.094175,
0.999167,
1.566675,
0.677024
],
[
340962,
340962,
52996,
105586,
105586,
85664
],
[
-55920,
-41646,
-55920,
-210330,
-41897,
-210330
],
[
147,
170,
124,
147,
170,
124
],
[
163,
182,
144,
163,
182,
144
],
[
131,
159,
104,
131,
159,
104
],
[
18388,
10568,
7820,
18388,
10568,
7820
],
[
13.552836,
0,
37.386169,
13.552836,
0,
37.386169
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
381116,
-143336,
-473037,
-580311,
-265551,
-727222
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19061,
"evaluation_days": 1588.42,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623528000000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759173365004,
"expiration_time": 1764109411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 224,
"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) |
|---|