| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 832736.413 | 714605.1548 | 118131.2582 | 578493.1525 | 246117.0965 | 332376.056 |
| Total P&L (%) | 832.7364 | 714.6052 | 118.1313 | 578.4932 | 246.1171 | 332.3761 |
| Avg Daily Profit (%) | 0.4512 | 0.3872 | 0.064 | 0.1038 | 0.0673 | 0.0794 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103366 | -107116 | -69488 | -417970 | -393213 | -275234 |
| Profit Factor | 2.1922 | 2.7607 | 1.4037 | 1.1788 | 1.1318 | 1.2429 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
| Profitability (%) | 34.8485 | 30.303 | 39.3939 | 34.8485 | 30.303 | 39.3939 |
| Ratio Avg Win / Avg Loss | 4.0984 | 6.3495 | 2.1595 | 2.2038 | 2.6031 | 1.9122 |
| Largest Winning Trade | 676322 | 676322 | 64625 | 507763 | 507763 | 305930 |
| Largest Losing Trade | -27900 | -27900 | -17880 | -196057 | -123307 | -196057 |
| Avg Bars in Trades | 165 | 145 | 186 | 165 | 145 | 186 |
| Avg Bars in Winners | 323 | 320 | 325 | 323 | 320 | 325 |
| Avg Bars in Losers | 81 | 69 | 95 | 81 | 69 | 95 |
| Bars Traded | 21904 | 9611 | 12293 | 21904 | 9611 | 12293 |
| 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 | 317271 | -117212 | -234224 | -82312 | -309661 | -214734 |
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22149,
"evaluation_days": 1845.75,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1600495200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852065783,
"expiration_time": 1764463420800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 110,
"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": [
[
832736.4130462558,
714605.1548377658,
118131.2582084899,
578493.1524693611,
246117.0965168171,
332376.0559525439
],
[
832.736413,
714.605155,
118.131258,
578.493152,
246.117097,
332.376056
],
[
0.451164,
0.387162,
0.064002,
0.10379,
0.067291,
0.079356
],
[
10,
10,
10,
10,
10,
10
],
[
-103366,
-107116,
-69488,
-417970,
-393213,
-275234
],
[
2.192174,
2.760672,
1.403686,
1.178772,
1.13178,
1.242914
],
[
132,
66,
66,
132,
66,
66
],
[
46,
20,
26,
46,
20,
26
],
[
86,
46,
40,
86,
46,
40
],
[
34.848485,
30.30303,
39.393939,
34.848485,
30.30303,
39.393939
],
[
4.098412,
6.349546,
2.159516,
2.203791,
2.603093,
1.912176
],
[
676322,
676322,
64625,
507763,
507763,
305930
],
[
-27900,
-27900,
-17880,
-196057,
-123307,
-196057
],
[
165,
145,
186,
165,
145,
186
],
[
323,
320,
325,
323,
320,
325
],
[
81,
69,
95,
81,
69,
95
],
[
21904,
9611,
12293,
21904,
9611,
12293
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317271,
-117212,
-234224,
-82312,
-309661,
-214734
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22149,
"evaluation_days": 1845.75,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1600495200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852065783,
"expiration_time": 1764463420800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 110,
"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) |
|---|