| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 446858.3461 | 336101.0369 | 110757.3092 | 79435.9991 | -5638.5884 | 85074.5875 |
| Total P&L (%) | 446.8583 | 336.101 | 110.7573 | 79.436 | -5.6386 | 85.0746 |
| Avg Daily Profit (%) | 0.2805 | 0.211 | 0.0695 | 0.0367 | -0.0036 | 0.0386 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -173932 | -128173 | -72096 | -798690 | -636949 | -284463 |
| Profit Factor | 1.7256 | 1.9329 | 1.4334 | 1.0484 | 0.9947 | 1.1491 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
| Profitability (%) | 49.6124 | 53.125 | 46.1538 | 49.6124 | 53.125 | 46.1538 |
| Ratio Avg Win / Avg Loss | 1.7525 | 1.7055 | 1.6723 | 1.0648 | 0.8777 | 1.3406 |
| Largest Winning Trade | 301773 | 301773 | 53544 | 427805 | 427805 | 147246 |
| Largest Losing Trade | -57253 | -57253 | -40779 | -220503 | -220503 | -79056 |
| Avg Bars in Trades | 46 | 63 | 29 | 46 | 63 | 29 |
| Avg Bars in Winners | 40 | 42 | 38 | 40 | 42 | 38 |
| Avg Bars in Losers | 52 | 87 | 22 | 52 | 87 | 22 |
| Bars Traded | 6027 | 4088 | 1939 | 6027 | 4088 | 1939 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 423747 | -127389 | -231283 | -310996 | -719553 | -331021 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6373,
"evaluation_days": 1593.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1626004800000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759572850248,
"expiration_time": 1763687304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 116,
"offset": 14,
"scalar": 2
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 189
}
}
} {
"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": [
[
446858.3461301527,
336101.0368878705,
110757.3092422819,
79435.9990577333,
-5638.5884278379,
85074.5874855708
],
[
446.858346,
336.101037,
110.757309,
79.435999,
-5.638588,
85.074587
],
[
0.28047,
0.210953,
0.069517,
0.036702,
-0.003643,
0.038645
],
[
10,
10,
10,
10,
10,
10
],
[
-173932,
-128173,
-72096,
-798690,
-636949,
-284463
],
[
1.725587,
1.932888,
1.43336,
1.048373,
0.994737,
1.149056
],
[
129,
64,
65,
129,
64,
65
],
[
64,
34,
30,
64,
34,
30
],
[
65,
30,
35,
65,
30,
35
],
[
49.612403,
53.125,
46.153846,
49.612403,
53.125,
46.153846
],
[
1.752549,
1.70549,
1.672254,
1.064754,
0.877709,
1.340566
],
[
301773,
301773,
53544,
427805,
427805,
147246
],
[
-57253,
-57253,
-40779,
-220503,
-220503,
-79056
],
[
46,
63,
29,
46,
63,
29
],
[
40,
42,
38,
40,
42,
38
],
[
52,
87,
22,
52,
87,
22
],
[
6027,
4088,
1939,
6027,
4088,
1939
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
423747,
-127389,
-231283,
-310996,
-719553,
-331021
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6373,
"evaluation_days": 1593.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1626004800000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759572850248,
"expiration_time": 1763687304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 116,
"offset": 14,
"scalar": 2
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 189
}
}
}
| # | 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) |
|---|