| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 402327.6068 | 351981.4047 | 50346.2021 | -65437.8424 | 42182.7341 | -107620.5766 |
| Total P&L (%) | 402.3276 | 351.9814 | 50.3462 | -65.4378 | 42.1827 | -107.6206 |
| Avg Daily Profit (%) | 0.2519 | 0.2204 | 0.0315 | -0.0665 | 0.022 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -212041 | -145634 | -111612 | -110099 | -14850 | -92492 |
| Profit Factor | 1.5698 | 2.0532 | 1.1354 | 0.7086 | 1.7789 | 0.3686 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
| Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Profitability (%) | 56.1224 | 53.0612 | 59.1837 | 56.1224 | 53.0612 | 59.1837 |
| Ratio Avg Win / Avg Loss | 1.2273 | 1.8163 | 0.783 | 0.554 | 1.5737 | 0.2542 |
| Largest Winning Trade | 301093 | 301093 | 49242 | 20421 | 20421 | 6779 |
| Largest Losing Trade | -86317 | -64142 | -86317 | -87155 | -6486 | -87155 |
| Avg Bars in Trades | 62 | 73 | 51 | 62 | 73 | 51 |
| Avg Bars in Winners | 52 | 57 | 46 | 52 | 57 | 46 |
| Avg Bars in Losers | 75 | 91 | 57 | 75 | 91 | 57 |
| Bars Traded | 6110 | 3605 | 2505 | 6110 | 3605 | 2505 |
| Profit Streak | 19.5308 | 0 | 46.0308 | 19.5308 | 0 | 46.0308 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410747 | 438890 | -223509 | -579165 | -161581 | -578933 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6388,
"evaluation_days": 1597,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1627192800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759884258718,
"expiration_time": 1764021024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 245,
"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": [
[
402327.6067932695,
351981.4046746942,
50346.2021185754,
-65437.8424303871,
42182.7341336212,
-107620.5765640083
],
[
402.327607,
351.981405,
50.346202,
-65.437842,
42.182734,
-107.620577
],
[
0.251927,
0.220402,
0.031525,
-0.066503,
0.02204,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-212041,
-145634,
-111612,
-110099,
-14850,
-92492
],
[
1.569802,
2.053178,
1.135385,
0.708643,
1.77892,
0.368576
],
[
98,
49,
49,
98,
49,
49
],
[
55,
26,
29,
55,
26,
29
],
[
43,
23,
20,
43,
23,
20
],
[
56.122449,
53.061224,
59.183673,
56.122449,
53.061224,
59.183673
],
[
1.2273,
1.816273,
0.783024,
0.55403,
1.57366,
0.25419
],
[
301093,
301093,
49242,
20421,
20421,
6779
],
[
-86317,
-64142,
-86317,
-87155,
-6486,
-87155
],
[
62,
73,
51,
62,
73,
51
],
[
52,
57,
46,
52,
57,
46
],
[
75,
91,
57,
75,
91,
57
],
[
6110,
3605,
2505,
6110,
3605,
2505
],
[
19.530772,
0,
46.030772,
19.530772,
0,
46.030772
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410747,
438890,
-223509,
-579165,
-161581,
-578933
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6388,
"evaluation_days": 1597,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1627192800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759884258718,
"expiration_time": 1764021024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 245,
"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) |
|---|