| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 383391.5342 | 317324.3976 | 66067.1366 | 9002.19 | 251799.6101 | -242797.4201 |
| Total P&L (%) | 383.3915 | 317.3244 | 66.0671 | 9.0022 | 251.7996 | -242.7974 |
| Avg Daily Profit (%) | 0.2069 | 0.1712 | 0.0357 | 0.0047 | 0.0679 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -146393 | -150960 | -153734 | -481597 | -338671 | -510741 |
| Profit Factor | 1.3305 | 1.5426 | 1.1149 | 1.0048 | 1.2955 | 0.7598 |
| Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
| Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
| Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
| Profitability (%) | 51.5038 | 46.6165 | 56.391 | 51.5038 | 46.6165 | 56.391 |
| Ratio Avg Win / Avg Loss | 1.2528 | 1.7665 | 0.8622 | 0.9462 | 1.4835 | 0.5875 |
| Largest Winning Trade | 136691 | 136691 | 29816 | 170645 | 170645 | 68402 |
| Largest Losing Trade | -58889 | -50335 | -58889 | -301657 | -124064 | -301657 |
| Avg Bars in Trades | 26 | 27 | 26 | 26 | 27 | 26 |
| Avg Bars in Winners | 25 | 23 | 26 | 25 | 23 | 26 |
| Avg Bars in Losers | 28 | 31 | 26 | 28 | 31 | 26 |
| Bars Traded | 7167 | 3686 | 3481 | 7167 | 3686 | 3481 |
| Profit Streak | 9.6842 | 0 | 13.4342 | 9.6842 | 0 | 13.4342 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377255 | 317272 | -239880 | -566729 | -103446 | -579270 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7412,
"evaluation_days": 1853,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603044000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759292716106,
"expiration_time": 1764079776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 168,
"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": [
[
383391.5342018424,
317324.3975955807,
66067.1366062618,
9002.190010344,
251799.6100716882,
-242797.420061344
],
[
383.391534,
317.324398,
66.067137,
9.00219,
251.79961,
-242.79742
],
[
0.206903,
0.171249,
0.035654,
0.004652,
0.067907,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-146393,
-150960,
-153734,
-481597,
-338671,
-510741
],
[
1.330477,
1.542556,
1.11485,
1.004833,
1.295479,
0.759757
],
[
266,
133,
133,
266,
133,
133
],
[
137,
62,
75,
137,
62,
75
],
[
129,
71,
58,
129,
71,
58
],
[
51.503759,
46.616541,
56.390977,
51.503759,
46.616541,
56.390977
],
[
1.252785,
1.766476,
0.862151,
0.946156,
1.483532,
0.587545
],
[
136691,
136691,
29816,
170645,
170645,
68402
],
[
-58889,
-50335,
-58889,
-301657,
-124064,
-301657
],
[
26,
27,
26,
26,
27,
26
],
[
25,
23,
26,
25,
23,
26
],
[
28,
31,
26,
28,
31,
26
],
[
7167,
3686,
3481,
7167,
3686,
3481
],
[
9.684214,
0,
13.434214,
9.684214,
0,
13.434214
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377255,
317272,
-239880,
-566729,
-103446,
-579270
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7412,
"evaluation_days": 1853,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603044000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759292716106,
"expiration_time": 1764079776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 168,
"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) |
|---|