| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 284145.4586 | 142184.3971 | 141961.0615 | -8375.5974 | -288546.8617 | 280171.2642 |
| Total P&L (%) | 284.1455 | 142.1844 | 141.9611 | -8.3756 | -288.5469 | 280.1713 |
| Avg Daily Profit (%) | 0.1776 | 0.0888 | 0.0887 | -0.0055 | 0 | 0.0835 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129819 | -90563 | -112031 | -669528 | -518346 | -368082 |
| Profit Factor | 1.4612 | 1.4448 | 1.4788 | 0.9956 | 0.7428 | 1.3539 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
| Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
| Profitability (%) | 71.5517 | 63.7931 | 79.3103 | 71.5517 | 63.7931 | 79.3103 |
| Ratio Avg Win / Avg Loss | 0.5809 | 0.82 | 0.3858 | 0.3959 | 0.4216 | 0.3532 |
| Largest Winning Trade | 44310 | 44310 | 36337 | 111649 | 67633 | 111649 |
| Largest Losing Trade | -80463 | -40700 | -80463 | -314069 | -271122 | -314069 |
| Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
| Avg Bars in Winners | 23 | 15 | 29 | 23 | 15 | 29 |
| Avg Bars in Losers | 76 | 71 | 84 | 76 | 71 | 84 |
| Bars Traded | 4479 | 2085 | 2394 | 4479 | 2085 | 2394 |
| Profit Streak | 63.1217 | 63.1217 | 73.455 | 63.1217 | 63.1217 | 73.455 |
| Trades During Streak | 15 | 7 | 8 | 15 | 7 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 430414 | -251719 | -249672 | -575653 | -757456 | -257400 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4801,
"evaluation_days": 1600.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1628611200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760151311054,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 234,
"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": [
[
284145.4586365592,
142184.3970993162,
141961.0615372428,
-8375.597446011,
-288546.8616617926,
280171.2642157815
],
[
284.145459,
142.184397,
141.961062,
-8.375597,
-288.546862,
280.171264
],
[
0.177554,
0.088847,
0.088707,
-0.005466,
0,
0.083483
],
[
10,
10,
10,
10,
10,
10
],
[
-129819,
-90563,
-112031,
-669528,
-518346,
-368082
],
[
1.46115,
1.444821,
1.478751,
0.995622,
0.742756,
1.353924
],
[
116,
58,
58,
116,
58,
58
],
[
83,
37,
46,
83,
37,
46
],
[
33,
21,
12,
33,
21,
12
],
[
71.551724,
63.793103,
79.310345,
71.551724,
63.793103,
79.310345
],
[
0.580939,
0.820034,
0.385761,
0.39585,
0.421564,
0.353197
],
[
44310,
44310,
36337,
111649,
67633,
111649
],
[
-80463,
-40700,
-80463,
-314069,
-271122,
-314069
],
[
38,
35,
41,
38,
35,
41
],
[
23,
15,
29,
23,
15,
29
],
[
76,
71,
84,
76,
71,
84
],
[
4479,
2085,
2394,
4479,
2085,
2394
],
[
63.121656,
63.121656,
73.454989,
63.121656,
63.121656,
73.454989
],
[
15,
7,
8,
15,
7,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
430414,
-251719,
-249672,
-575653,
-757456,
-257400
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4801,
"evaluation_days": 1600.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1628611200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760151311054,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 234,
"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) |
|---|