| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341866.1702 | 270752.1275 | 71114.0427 | -99314.0095 | 1043.067 | -100357.0764 |
| Total P&L (%) | 341.8662 | 270.7521 | 71.114 | -99.314 | 1.0431 | -100.3571 |
| Avg Daily Profit (%) | 0.214 | 0.1695 | 0.0445 | -0.3114 | 0.0007 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162465 | -100899 | -123838 | -4318 | -1459 | -3321 |
| Profit Factor | 1.5539 | 1.9078 | 1.223 | 0.0705 | 1.341 | 0.033 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 58.1081 | 51.3514 | 64.8649 | 58.1081 | 51.3514 | 64.8649 |
| Ratio Avg Win / Avg Loss | 1.1202 | 1.8074 | 0.6624 | 0.0508 | 1.2704 | 0.0179 |
| Largest Winning Trade | 286641 | 286641 | 44167 | 1587 | 1587 | 998 |
| Largest Losing Trade | -99732 | -60689 | -99732 | -99732 | -640 | -99732 |
| Avg Bars in Trades | 123 | 153 | 93 | 123 | 153 | 93 |
| Avg Bars in Winners | 94 | 110 | 81 | 94 | 110 | 81 |
| Avg Bars in Losers | 163 | 199 | 115 | 163 | 199 | 115 |
| Bars Traded | 9146 | 5685 | 3461 | 9146 | 5685 | 3461 |
| Profit Streak | 86.4876 | 86.4876 | 150.4876 | 86.4876 | 86.4876 | 150.4876 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -56577 | 450956 | -132183 | -646453 | -355283 | -577185 |
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9584,
"evaluation_days": 1597.33,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1624680000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759923729210,
"expiration_time": 1764050688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 146,
"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": [
[
341866.1701858374,
270752.1274664462,
71114.0427193913,
-99314.0094795648,
1043.0669611825,
-100357.0764407473
],
[
341.86617,
270.752127,
71.114043,
-99.314009,
1.043067,
-100.357076
],
[
0.214024,
0.169503,
0.044521,
-0.311413,
0.00065,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-162465,
-100899,
-123838,
-4318,
-1459,
-3321
],
[
1.553877,
1.907782,
1.222951,
0.070472,
1.341017,
0.033028
],
[
74,
37,
37,
74,
37,
37
],
[
43,
19,
24,
43,
19,
24
],
[
31,
18,
13,
31,
18,
13
],
[
58.108108,
51.351351,
64.864865,
58.108108,
51.351351,
64.864865
],
[
1.120237,
1.807372,
0.662432,
0.050806,
1.270437,
0.01789
],
[
286641,
286641,
44167,
1587,
1587,
998
],
[
-99732,
-60689,
-99732,
-99732,
-640,
-99732
],
[
123,
153,
93,
123,
153,
93
],
[
94,
110,
81,
94,
110,
81
],
[
163,
199,
115,
163,
199,
115
],
[
9146,
5685,
3461,
9146,
5685,
3461
],
[
86.487606,
86.487607,
150.487607,
86.487607,
86.487607,
150.487607
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-56577,
450956,
-132183,
-646453,
-355283,
-577185
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9584,
"evaluation_days": 1597.33,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1624680000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759923729210,
"expiration_time": 1764050688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 146,
"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) |
|---|