| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 208590.5497 | 140400.8328 | 68189.7168 | 55202.2589 | 40626.0423 | 14576.2167 |
| Total P&L (%) | 208.5906 | 140.4008 | 68.1897 | 55.2023 | 40.626 | 14.5762 |
| Avg Daily Profit (%) | 0.2002 | 0.1348 | 0.0655 | 0.0422 | 0.0327 | 0.0131 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150409 | -98362 | -73899 | -592110 | -351505 | -308187 |
| Profit Factor | 1.272 | 1.4006 | 1.1637 | 1.0308 | 1.0484 | 1.0153 |
| Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
| Winning Trades | 202 | 98 | 104 | 202 | 98 | 104 |
| Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
| Profitability (%) | 63.7224 | 62.0253 | 65.4088 | 63.7224 | 62.0253 | 65.4088 |
| Ratio Avg Win / Avg Loss | 0.7241 | 0.8575 | 0.6154 | 0.5868 | 0.6419 | 0.5369 |
| Largest Winning Trade | 47846 | 47846 | 30747 | 158497 | 158497 | 114280 |
| Largest Losing Trade | -57070 | -47253 | -57070 | -213396 | -112808 | -213396 |
| Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
| Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
| Avg Bars in Losers | 119 | 118 | 119 | 119 | 118 | 119 |
| Bars Traded | 24465 | 12365 | 12100 | 24465 | 12365 | 12100 |
| Profit Streak | 25.5748 | 32.4498 | 25.5748 | 25.5748 | 32.4498 | 25.5748 |
| Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396200 | -10696 | -143910 | -320734 | -316898 | -400384 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670137200000,
"first_datapoint_time": 1670536800000,
"last_datapoint_time": 1760137200000,
"evaluation_time": 1760140058383,
"expiration_time": 1766617200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 112,
"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": [
[
208590.5496718269,
140400.8328303034,
68189.7168415237,
55202.2589419658,
40626.0422565611,
14576.2166854047
],
[
208.59055,
140.400833,
68.189717,
55.202259,
40.626042,
14.576217
],
[
0.200246,
0.134784,
0.065462,
0.042206,
0.032735,
0.013064
],
[
10,
10,
10,
10,
10,
10
],
[
-150409,
-98362,
-73899,
-592110,
-351505,
-308187
],
[
1.271982,
1.400609,
1.163737,
1.030765,
1.048414,
1.01526
],
[
317,
158,
159,
317,
158,
159
],
[
202,
98,
104,
202,
98,
104
],
[
115,
60,
55,
115,
60,
55
],
[
63.722397,
62.025316,
65.408805,
63.722397,
62.025316,
65.408805
],
[
0.724148,
0.857516,
0.615438,
0.586822,
0.641886,
0.536916
],
[
47846,
47846,
30747,
158497,
158497,
114280
],
[
-57070,
-47253,
-57070,
-213396,
-112808,
-213396
],
[
77,
78,
76,
77,
78,
76
],
[
53,
53,
53,
53,
53,
53
],
[
119,
118,
119,
119,
118,
119
],
[
24465,
12365,
12100,
24465,
12365,
12100
],
[
25.57475,
32.44975,
25.57475,
25.57475,
32.44975,
25.57475
],
[
10,
5,
5,
10,
5,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396200,
-10696,
-143910,
-320734,
-316898,
-400384
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670137200000,
"first_datapoint_time": 1670536800000,
"last_datapoint_time": 1760137200000,
"evaluation_time": 1760140058383,
"expiration_time": 1766617200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 112,
"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) |
|---|