| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1026299.4644 | 837271.6367 | 189027.8277 | 2721206.7843 | -969025.8841 | 3690232.6683 |
| Total P&L (%) | 1026.2995 | 837.2716 | 189.0278 | 2721.2068 | -969.0259 | 3690.2327 |
| Avg Daily Profit (%) | 0.5531 | 0.4512 | 0.1019 | 0.1801 | 0 | 0.1961 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105950 | -118408 | -47060 | -2763682 | -2750916 | -1123056 |
| Profit Factor | 2.9906 | 3.5616 | 2.0016 | 1.2372 | 0.8727 | 1.9561 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
| Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
| Profitability (%) | 41.4141 | 30 | 53.0612 | 41.4141 | 30 | 53.0612 |
| Ratio Avg Win / Avg Loss | 4.2306 | 8.3104 | 1.7706 | 1.7502 | 2.0363 | 1.7304 |
| Largest Winning Trade | 740709 | 740709 | 54336 | 1349459 | 1349459 | 958227 |
| Largest Losing Trade | -26733 | -22204 | -26733 | -794205 | -647391 | -794205 |
| Avg Bars in Trades | 108 | 96 | 120 | 108 | 96 | 120 |
| Avg Bars in Winners | 175 | 195 | 163 | 175 | 195 | 163 |
| Avg Bars in Losers | 61 | 54 | 72 | 61 | 54 | 72 |
| Bars Traded | 10764 | 4846 | 5918 | 10764 | 4846 | 5918 |
| 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 | 492909 | -171186 | -52689 | 201742 | -766111 | 439663 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11134,
"evaluation_days": 1855.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759530875083,
"expiration_time": 1764331488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 60,
"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": [
[
1026299.4643946001,
837271.636660234,
189027.8277343654,
2721206.7842737213,
-969025.8840640516,
3690232.668337773
],
[
1026.299464,
837.271637,
189.027828,
2721.206784,
-969.025884,
3690.232668
],
[
0.553061,
0.451196,
0.101865,
0.180137,
0,
0.196079
],
[
10,
10,
10,
10,
10,
10
],
[
-105950,
-118408,
-47060,
-2763682,
-2750916,
-1123056
],
[
2.990566,
3.561613,
2.001586,
1.237213,
0.872697,
1.95612
],
[
99,
50,
49,
99,
50,
49
],
[
41,
15,
26,
41,
15,
26
],
[
58,
35,
23,
58,
35,
23
],
[
41.414141,
30,
53.061224,
41.414141,
30,
53.061224
],
[
4.230557,
8.310429,
1.770634,
1.750204,
2.036293,
1.730414
],
[
740709,
740709,
54336,
1349459,
1349459,
958227
],
[
-26733,
-22204,
-26733,
-794205,
-647391,
-794205
],
[
108,
96,
120,
108,
96,
120
],
[
175,
195,
163,
175,
195,
163
],
[
61,
54,
72,
61,
54,
72
],
[
10764,
4846,
5918,
10764,
4846,
5918
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
492909,
-171186,
-52689,
201742,
-766111,
439663
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11134,
"evaluation_days": 1855.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759530875083,
"expiration_time": 1764331488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 60,
"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) |
|---|