| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -930914.2431 | -38461.3057 | -892452.9374 | -84170.8697 | 2990666.5274 | -3074837.3971 |
| Total P&L (%) | -930.9142 | -38.4613 | -892.4529 | -84.1709 | 2990.6665 | -3074.8374 |
| Avg Daily Profit (%) | -0.5018 | -0.0207 | -0.481 | -0.0993 | 0.1851 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -1039431 | -184225 | -106838 | -4121251 | -1372752 | -3112874 |
| Profit Factor | 0.3854 | 0.8799 | 0.2528 | 0.99 | 1.9515 | 0.4128 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 66 | 31 | 35 | 38 | 21 | 17 |
| Losing Trades | 19 | 12 | 7 | 47 | 22 | 25 |
| Profitability (%) | 77.6471 | 72.093 | 83.3333 | 44.7059 | 48.8372 | 40.4762 |
| Ratio Avg Win / Avg Loss | 0.1109 | 0.3406 | 0.0506 | 1.2244 | 2.0444 | 0.6071 |
| Largest Winning Trade | 24775 | 24775 | 24317 | 1974150 | 1974150 | 1224600 |
| Largest Losing Trade | -992713 | -49334 | -992713 | -1188475 | -461700 | -1188475 |
| Avg Bars in Trades | 84 | 98 | 70 | 84 | 98 | 70 |
| Avg Bars in Winners | 27 | 26 | 29 | 109 | 131 | 82 |
| Avg Bars in Losers | 282 | 286 | 275 | 64 | 67 | 61 |
| Bars Traded | 7186 | 4244 | 2942 | 7186 | 4244 | 2942 |
| Profit Streak | 34.1027 | 56.8527 | 34.1027 | 34.1027 | 56.8527 | 34.1027 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575089 | -576402 | -575076 | -579343 | 456345 | -582993 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7421,
"evaluation_days": 1855.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759480076475,
"expiration_time": 1764280008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 230,
"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": [
[
-930914.2431095031,
-38461.3056780805,
-892452.9374314228,
-84170.8696558132,
2990666.5273977187,
-3074837.3970535314
],
[
-930.914243,
-38.461306,
-892.452937,
-84.17087,
2990.666527,
-3074.837397
],
[
-0.501773,
-0.020731,
-0.481042,
-0.099308,
0.185104,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-1039431,
-184225,
-106838,
-4121251,
-1372752,
-3112874
],
[
0.385383,
0.87987,
0.25284,
0.989955,
1.951503,
0.41282
],
[
85,
43,
42,
85,
43,
42
],
[
66,
31,
35,
38,
21,
17
],
[
19,
12,
7,
47,
22,
25
],
[
77.647059,
72.093023,
83.333333,
44.705882,
48.837209,
40.47619
],
[
0.110944,
0.340595,
0.050568,
1.224419,
2.044432,
0.607088
],
[
24775,
24775,
24317,
1974150,
1974150,
1224600
],
[
-992713,
-49334,
-992713,
-1188475,
-461700,
-1188475
],
[
84,
98,
70,
84,
98,
70
],
[
27,
26,
29,
109,
131,
82
],
[
282,
286,
275,
64,
67,
61
],
[
7186,
4244,
2942,
7186,
4244,
2942
],
[
34.102737,
56.852737,
34.102737,
34.102737,
56.852737,
34.102737
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575089,
-576402,
-575076,
-579343,
456345,
-582993
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7421,
"evaluation_days": 1855.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604145600000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759480076475,
"expiration_time": 1764280008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 230,
"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) |
|---|