| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 383134.9743 | 316895.5811 | 66239.3933 | -829593.958 | -327945.4336 | -501648.5244 |
| Total P&L (%) | 383.135 | 316.8956 | 66.2394 | -829.594 | -327.9454 | -501.6485 |
| Avg Daily Profit (%) | 0.242 | 0.2001 | 0.0418 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99307 | -109212 | -73766 | -1051400 | -858848 | -658943 |
| Profit Factor | 1.6135 | 2.0181 | 1.2115 | 0.7441 | 0.8093 | 0.6704 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 42 | 18 | 24 | 27 | 17 | 10 |
| Losing Trades | 28 | 17 | 11 | 43 | 18 | 25 |
| Profitability (%) | 60 | 51.4286 | 68.5714 | 38.5714 | 48.5714 | 28.5714 |
| Ratio Avg Win / Avg Loss | 1.0757 | 1.906 | 0.5553 | 1.185 | 0.8569 | 1.6761 |
| Largest Winning Trade | 265734 | 265734 | 53619 | 494156 | 208799 | 494156 |
| Largest Losing Trade | -170923 | -59847 | -170923 | -411916 | -411916 | -232583 |
| Avg Bars in Trades | 128 | 170 | 86 | 128 | 170 | 86 |
| Avg Bars in Winners | 88 | 122 | 63 | 190 | 220 | 139 |
| Avg Bars in Losers | 188 | 220 | 137 | 89 | 122 | 65 |
| Bars Traded | 9000 | 5962 | 3038 | 9000 | 5962 | 3038 |
| Profit Streak | 72.4276 | 72.4276 | 106.4276 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -86313 | 438870 | -136446 | -682333 | -581343 | -592083 |
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1624118400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759011347190,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 137,
"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": [
[
383134.9743326863,
316895.5810787815,
66239.3932539048,
-829593.9579720494,
-327945.4336048488,
-501648.5243672004
],
[
383.134974,
316.895581,
66.239393,
-829.593958,
-327.945434,
-501.648524
],
[
0.241955,
0.200124,
0.041831,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-99307,
-109212,
-73766,
-1051400,
-858848,
-658943
],
[
1.613535,
2.018121,
1.211481,
0.744098,
0.809307,
0.670421
],
[
70,
35,
35,
70,
35,
35
],
[
42,
18,
24,
27,
17,
10
],
[
28,
17,
11,
43,
18,
25
],
[
60,
51.428571,
68.571429,
38.571429,
48.571429,
28.571429
],
[
1.07569,
1.906003,
0.555262,
1.185045,
0.856913,
1.676051
],
[
265734,
265734,
53619,
494156,
208799,
494156
],
[
-170923,
-59847,
-170923,
-411916,
-411916,
-232583
],
[
128,
170,
86,
128,
170,
86
],
[
88,
122,
63,
190,
220,
139
],
[
188,
220,
137,
89,
122,
65
],
[
9000,
5962,
3038,
9000,
5962,
3038
],
[
72.427629,
72.427629,
106.427629,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-86313,
438870,
-136446,
-682333,
-581343,
-592083
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1624118400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759011347190,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 137,
"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) |
|---|