| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 455561.4363 | 322732.6097 | 132828.8265 | 141853.5154 | -174288.1022 | 316141.6175 |
| Total P&L (%) | 455.5614 | 322.7326 | 132.8288 | 141.8535 | -174.2881 | 316.1416 |
| Avg Daily Profit (%) | 0.2877 | 0.2038 | 0.0839 | 0.0558 | 0 | 0.0901 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157109 | -160530 | -84788 | -798407 | -824535 | -294694 |
| Profit Factor | 1.2796 | 1.3575 | 1.1827 | 1.0321 | 0.9348 | 1.1816 |
| Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
| Winning Trades | 254 | 112 | 142 | 254 | 112 | 142 |
| Losing Trades | 258 | 144 | 114 | 258 | 144 | 114 |
| Profitability (%) | 49.6094 | 43.75 | 55.4688 | 49.6094 | 43.75 | 55.4688 |
| Ratio Avg Win / Avg Loss | 1.2997 | 1.7454 | 0.9495 | 1.0484 | 1.2019 | 0.9486 |
| Largest Winning Trade | 99305 | 99305 | 47246 | 265659 | 265659 | 112308 |
| Largest Losing Trade | -47977 | -45654 | -47977 | -305156 | -305156 | -162412 |
| Avg Bars in Trades | 18 | 25 | 11 | 18 | 25 | 11 |
| Avg Bars in Winners | 16 | 22 | 11 | 16 | 22 | 11 |
| Avg Bars in Losers | 20 | 27 | 11 | 20 | 27 | 11 |
| Bars Traded | 9462 | 6506 | 2956 | 9462 | 6506 | 2956 |
| Profit Streak | 22.2421 | 22.9087 | 22.2421 | 22.2421 | 22.9087 | 22.2421 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 455051 | 319311 | -99342 | -299295 | -579441 | -92266 |
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1622232000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966513477,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 23,
"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": [
[
455561.4362538741,
322732.6097157114,
132828.8265381631,
141853.5153733927,
-174288.1021696356,
316141.6175430282
],
[
455.561436,
322.73261,
132.828827,
141.853515,
-174.288102,
316.141618
],
[
0.287693,
0.20381,
0.083883,
0.055788,
0,
0.090085
],
[
10,
10,
10,
10,
10,
10
],
[
-157109,
-160530,
-84788,
-798407,
-824535,
-294694
],
[
1.279558,
1.357537,
1.182727,
1.03213,
0.934833,
1.181642
],
[
512,
256,
256,
512,
256,
256
],
[
254,
112,
142,
254,
112,
142
],
[
258,
144,
114,
258,
144,
114
],
[
49.609375,
43.75,
55.46875,
49.609375,
43.75,
55.46875
],
[
1.299708,
1.745404,
0.949513,
1.048384,
1.201929,
0.948642
],
[
99305,
99305,
47246,
265659,
265659,
112308
],
[
-47977,
-45654,
-47977,
-305156,
-305156,
-162412
],
[
18,
25,
11,
18,
25,
11
],
[
16,
22,
11,
16,
22,
11
],
[
20,
27,
11,
20,
27,
11
],
[
9462,
6506,
2956,
9462,
6506,
2956
],
[
22.242054,
22.908721,
22.242054,
22.242054,
22.908721,
22.242054
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
455051,
319311,
-99342,
-299295,
-579441,
-92266
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1622232000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966513477,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 23,
"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) |
|---|