| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 263184.5356 | 165662.9787 | 97521.5569 | 188776.7501 | -49076.0652 | 237852.8154 |
| Total P&L (%) | 263.1845 | 165.663 | 97.5216 | 188.7768 | -49.0761 | 237.8528 |
| Avg Daily Profit (%) | 0.2527 | 0.159 | 0.0936 | 0.1019 | -0.0648 | 0.1169 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95964 | -57879 | -54173 | -566992 | -408500 | -208196 |
| Profit Factor | 1.4168 | 1.5227 | 1.3101 | 1.1008 | 0.9552 | 1.306 |
| Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
| Winning Trades | 154 | 73 | 81 | 154 | 73 | 81 |
| Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
| Profitability (%) | 71.6279 | 68.2243 | 75 | 71.6279 | 68.2243 | 75 |
| Ratio Avg Win / Avg Loss | 0.5612 | 0.7092 | 0.4367 | 0.436 | 0.4449 | 0.4353 |
| Largest Winning Trade | 35216 | 35216 | 23433 | 74337 | 74337 | 65740 |
| Largest Losing Trade | -52514 | -50305 | -52514 | -385244 | -385244 | -181710 |
| Avg Bars in Trades | 113 | 115 | 112 | 113 | 115 | 112 |
| Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
| Avg Bars in Losers | 218 | 207 | 230 | 218 | 207 | 230 |
| Bars Traded | 24461 | 12341 | 12120 | 24461 | 12341 | 12120 |
| Profit Streak | 27.8149 | 42.4816 | 27.8149 | 27.8149 | 42.4816 | 27.8149 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454777 | 393129 | -65238 | -162878 | -576906 | -34167 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670335200000,
"first_datapoint_time": 1671030000000,
"last_datapoint_time": 1760335200000,
"evaluation_time": 1760337210531,
"expiration_time": 1766815200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 194,
"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": [
[
263184.5355618967,
165662.978700884,
97521.5568610127,
188776.7501457299,
-49076.0652266806,
237852.81537241
],
[
263.184536,
165.662979,
97.521557,
188.77675,
-49.076065,
237.852815
],
[
0.252656,
0.159036,
0.09362,
0.101858,
-0.064763,
0.116942
],
[
10,
10,
10,
10,
10,
10
],
[
-95964,
-57879,
-54173,
-566992,
-408500,
-208196
],
[
1.416803,
1.522705,
1.310083,
1.1008,
0.955201,
1.306001
],
[
215,
107,
108,
215,
107,
108
],
[
154,
73,
81,
154,
73,
81
],
[
61,
34,
27,
61,
34,
27
],
[
71.627907,
68.224299,
75,
71.627907,
68.224299,
75
],
[
0.561201,
0.709205,
0.436694,
0.436031,
0.444888,
0.435334
],
[
35216,
35216,
23433,
74337,
74337,
65740
],
[
-52514,
-50305,
-52514,
-385244,
-385244,
-181710
],
[
113,
115,
112,
113,
115,
112
],
[
72,
72,
72,
72,
72,
72
],
[
218,
207,
230,
218,
207,
230
],
[
24461,
12341,
12120,
24461,
12341,
12120
],
[
27.814937,
42.481603,
27.814937,
27.814937,
42.481603,
27.814937
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454777,
393129,
-65238,
-162878,
-576906,
-34167
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670335200000,
"first_datapoint_time": 1671030000000,
"last_datapoint_time": 1760335200000,
"evaluation_time": 1760337210531,
"expiration_time": 1766815200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 194,
"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) |
|---|