| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 265203.4451 | 166316.9148 | 98886.5303 | 10680.3926 | -4007.7744 | 14688.167 |
| Total P&L (%) | 265.2034 | 166.3169 | 98.8865 | 10.6804 | -4.0078 | 14.6882 |
| Avg Daily Profit (%) | 0.2546 | 0.1597 | 0.0949 | 0.0097 | -0.0039 | 0.0132 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138952 | -80044 | -117515 | -101380 | -70902 | -90194 |
| Profit Factor | 1.2574 | 1.2824 | 1.2241 | 1.018 | 0.9884 | 1.0597 |
| Total Trades | 561 | 281 | 280 | 561 | 281 | 280 |
| Winning Trades | 353 | 183 | 170 | 353 | 183 | 170 |
| Losing Trades | 208 | 98 | 110 | 208 | 98 | 110 |
| Profitability (%) | 62.9234 | 65.1246 | 60.7143 | 62.9234 | 65.1246 | 60.7143 |
| Ratio Avg Win / Avg Loss | 0.7409 | 0.6868 | 0.7921 | 0.5999 | 0.5293 | 0.6857 |
| Largest Winning Trade | 34169 | 29023 | 34169 | 30982 | 19647 | 30982 |
| Largest Losing Trade | -85521 | -48256 | -85521 | -58170 | -58170 | -56649 |
| Avg Bars in Trades | 44 | 55 | 33 | 44 | 55 | 33 |
| Avg Bars in Winners | 32 | 37 | 26 | 32 | 37 | 26 |
| Avg Bars in Losers | 65 | 89 | 44 | 65 | 89 | 44 |
| Bars Traded | 24922 | 15538 | 9384 | 24922 | 15538 | 9384 |
| 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 | 390646 | 304594 | -65980 | -522191 | -577903 | -349359 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669820400000,
"first_datapoint_time": 1670047200000,
"last_datapoint_time": 1759820400000,
"evaluation_time": 1759823968726,
"expiration_time": 1766300400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 36,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 13,
"offset": 51
}
}
} {
"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": [
[
265203.4450520729,
166316.9147573019,
98886.5302947708,
10680.3926450593,
-4007.7743580938,
14688.1670031532
],
[
265.203445,
166.316915,
98.88653,
10.680393,
-4.007774,
14.688167
],
[
0.254594,
0.159664,
0.094931,
0.009742,
-0.003927,
0.013157
],
[
10,
10,
10,
10,
10,
10
],
[
-138952,
-80044,
-117515,
-101380,
-70902,
-90194
],
[
1.257444,
1.282424,
1.224105,
1.018021,
0.988445,
1.059749
],
[
561,
281,
280,
561,
281,
280
],
[
353,
183,
170,
353,
183,
170
],
[
208,
98,
110,
208,
98,
110
],
[
62.923351,
65.124555,
60.714286,
62.923351,
65.124555,
60.714286
],
[
0.74093,
0.686763,
0.792068,
0.599854,
0.529331,
0.68572
],
[
34169,
29023,
34169,
30982,
19647,
30982
],
[
-85521,
-48256,
-85521,
-58170,
-58170,
-56649
],
[
44,
55,
33,
44,
55,
33
],
[
32,
37,
26,
32,
37,
26
],
[
65,
89,
44,
65,
89,
44
],
[
24922,
15538,
9384,
24922,
15538,
9384
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390646,
304594,
-65980,
-522191,
-577903,
-349359
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669820400000,
"first_datapoint_time": 1670047200000,
"last_datapoint_time": 1759820400000,
"evaluation_time": 1759823968726,
"expiration_time": 1766300400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 36,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 13,
"offset": 51
}
}
}
| # | 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) |
|---|