| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 431890.8941 | 302770.4765 | 129120.4176 | 317160.1375 | 460537.0623 | -143376.9247 |
| Total P&L (%) | 431.8909 | 302.7705 | 129.1204 | 317.1601 | 460.5371 | -143.3769 |
| Avg Daily Profit (%) | 0.2339 | 0.164 | 0.0699 | 0.0774 | 0.0934 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128533 | -148861 | -67973 | -912856 | -490047 | -508657 |
| Profit Factor | 1.8388 | 2.1475 | 1.5143 | 1.1336 | 1.4274 | 0.8894 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
| Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
| Profitability (%) | 55.2239 | 45.4545 | 64.7059 | 55.2239 | 45.4545 | 64.7059 |
| Ratio Avg Win / Avg Loss | 1.4909 | 2.577 | 0.826 | 0.9191 | 1.7128 | 0.4851 |
| Largest Winning Trade | 117934 | 117934 | 58955 | 658037 | 658037 | 250068 |
| Largest Losing Trade | -56088 | -47209 | -56088 | -415783 | -172566 | -415783 |
| Avg Bars in Trades | 102 | 74 | 129 | 102 | 74 | 129 |
| Avg Bars in Winners | 134 | 99 | 158 | 134 | 99 | 158 |
| Avg Bars in Losers | 62 | 54 | 74 | 62 | 54 | 74 |
| Bars Traded | 6855 | 2464 | 4391 | 6855 | 2464 | 4391 |
| Profit Streak | 0 | 137.2481 | 0 | 0 | 137.2481 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -110033 | 366313 | -97954 | -285212 | -67528 | -578888 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603800000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759039037239,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 205,
"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": [
[
431890.894118942,
302770.4764933317,
129120.4176256102,
317160.1375468287,
460537.0622872962,
-143376.9247404675
],
[
431.890894,
302.770476,
129.120418,
317.160138,
460.537062,
-143.376925
],
[
0.233897,
0.16397,
0.069927,
0.077382,
0.093395,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-128533,
-148861,
-67973,
-912856,
-490047,
-508657
],
[
1.838751,
2.147484,
1.514289,
1.133577,
1.427358,
0.889432
],
[
67,
33,
34,
67,
33,
34
],
[
37,
15,
22,
37,
15,
22
],
[
30,
18,
12,
30,
18,
12
],
[
55.223881,
45.454545,
64.705882,
55.223881,
45.454545,
64.705882
],
[
1.490879,
2.576981,
0.825976,
0.919116,
1.71283,
0.485145
],
[
117934,
117934,
58955,
658037,
658037,
250068
],
[
-56088,
-47209,
-56088,
-415783,
-172566,
-415783
],
[
102,
74,
129,
102,
74,
129
],
[
134,
99,
158,
134,
99,
158
],
[
62,
54,
74,
62,
54,
74
],
[
6855,
2464,
4391,
6855,
2464,
4391
],
[
0,
137.248116,
0,
0,
137.248116,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-110033,
366313,
-97954,
-285212,
-67528,
-578888
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603800000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759039037239,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 205,
"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) |
|---|