| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1270934.9369 | 1034355.8036 | 236579.1333 | 5802228.4734 | 1891076.0954 | 3911152.3779 |
| Total P&L (%) | 1270.9349 | 1034.3558 | 236.5791 | 5802.2285 | 1891.0761 | 3911.1524 |
| Avg Daily Profit (%) | 0.6821 | 0.5551 | 0.127 | 0.2191 | 0.1607 | 0.1983 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84904 | -79907 | -57298 | -3329003 | -1784521 | -1649290 |
| Profit Factor | 2.6734 | 4.0896 | 1.557 | 1.3626 | 1.2609 | 1.4469 |
| Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
| Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Losing Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
| Ratio Avg Win / Avg Loss | 2.6734 | 4.0896 | 1.557 | 1.3626 | 1.2609 | 1.4469 |
| Largest Winning Trade | 947385 | 947385 | 58508 | 2209374 | 1664995 | 2209374 |
| Largest Losing Trade | -45120 | -23735 | -45120 | -852249 | -778759 | -852249 |
| Avg Bars in Trades | 23 | 20 | 27 | 23 | 20 | 27 |
| Avg Bars in Winners | 31 | 26 | 35 | 31 | 26 | 35 |
| Avg Bars in Losers | 16 | 13 | 18 | 16 | 13 | 18 |
| Bars Traded | 7298 | 3119 | 4179 | 7298 | 3119 | 4179 |
| Profit Streak | 1.6813 | 1.9313 | 1.6813 | 1.6813 | 1.9313 | 1.6813 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 619790 | 597374 | -22574 | 310533 | 213831 | 258357 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7453,
"evaluation_days": 1863.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602352800000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760178064625,
"expiration_time": 1764991944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 146,
"na": 0.75575,
"nb": 0.89687,
"nc": 0.1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1270934.9369376982,
1034355.8035906213,
236579.1333470764,
5802228.473351134,
1891076.0954256572,
3911152.3779254733
],
[
1270.934937,
1034.355804,
236.579133,
5802.228473,
1891.076095,
3911.152378
],
[
0.682107,
0.555135,
0.126971,
0.2191,
0.160669,
0.198327
],
[
10,
10,
10,
10,
10,
10
],
[
-84904,
-79907,
-57298,
-3329003,
-1784521,
-1649290
],
[
2.673404,
4.089626,
1.557041,
1.36263,
1.260894,
1.446889
],
[
308,
154,
154,
308,
154,
154
],
[
154,
77,
77,
154,
77,
77
],
[
154,
77,
77,
154,
77,
77
],
[
50,
50,
50,
50,
50,
50
],
[
2.673404,
4.089626,
1.557041,
1.36263,
1.260894,
1.446889
],
[
947385,
947385,
58508,
2209374,
1664995,
2209374
],
[
-45120,
-23735,
-45120,
-852249,
-778759,
-852249
],
[
23,
20,
27,
23,
20,
27
],
[
31,
26,
35,
31,
26,
35
],
[
16,
13,
18,
16,
13,
18
],
[
7298,
3119,
4179,
7298,
3119,
4179
],
[
1.681303,
1.931303,
1.681303,
1.681303,
1.931304,
1.681304
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
619790,
597374,
-22574,
310533,
213831,
258357
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7453,
"evaluation_days": 1863.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602352800000,
"last_datapoint_time": 1760162400000,
"evaluation_time": 1760178064625,
"expiration_time": 1764991944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 146,
"na": 0.75575,
"nb": 0.89687,
"nc": 0.1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|