| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 821532.7488 | 725999.3509 | 95533.3978 | 314693.0853 | 265562.0926 | 49130.9926 |
| Total P&L (%) | 821.5327 | 725.9994 | 95.5334 | 314.6931 | 265.5621 | 49.131 |
| Avg Daily Profit (%) | 0.4437 | 0.3921 | 0.0516 | 0.0769 | 0.07 | 0.0216 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118580 | -140005 | -69952 | -487878 | -463061 | -282809 |
| Profit Factor | 2.5813 | 3.7153 | 1.3789 | 1.2118 | 1.3537 | 1.0668 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 45.0704 | 40 | 50 | 45.0704 | 40 | 50 |
| Ratio Avg Win / Avg Loss | 3.1459 | 5.5729 | 1.3789 | 1.4768 | 2.0306 | 1.0668 |
| Largest Winning Trade | 716671 | 716671 | 45761 | 544475 | 544475 | 111369 |
| Largest Losing Trade | -48628 | -48628 | -37248 | -203039 | -203039 | -202914 |
| Avg Bars in Trades | 96 | 104 | 89 | 96 | 104 | 89 |
| Avg Bars in Winners | 126 | 154 | 105 | 126 | 154 | 105 |
| Avg Bars in Losers | 72 | 71 | 72 | 72 | 71 | 72 |
| Bars Traded | 6864 | 3657 | 3207 | 6864 | 3657 | 3207 |
| 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 | -78151 | 454824 | -123445 | -183986 | -101800 | -312462 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603972800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759152715846,
"expiration_time": 1763946288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 34,
"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": [
[
821532.7487620772,
725999.3509355051,
95533.3978265722,
314693.0852564014,
265562.0926078552,
49130.9926485461
],
[
821.532749,
725.999351,
95.533398,
314.693085,
265.562093,
49.130993
],
[
0.443712,
0.392114,
0.051598,
0.076852,
0.070036,
0.021588
],
[
10,
10,
10,
10,
10,
10
],
[
-118580,
-140005,
-69952,
-487878,
-463061,
-282809
],
[
2.581274,
3.715255,
1.378859,
1.21176,
1.353711,
1.066818
],
[
71,
35,
36,
71,
35,
36
],
[
32,
14,
18,
32,
14,
18
],
[
39,
21,
18,
39,
21,
18
],
[
45.070423,
40,
50,
45.070423,
40,
50
],
[
3.145927,
5.572882,
1.378859,
1.476832,
2.030567,
1.066818
],
[
716671,
716671,
45761,
544475,
544475,
111369
],
[
-48628,
-48628,
-37248,
-203039,
-203039,
-202914
],
[
96,
104,
89,
96,
104,
89
],
[
126,
154,
105,
126,
154,
105
],
[
72,
71,
72,
72,
71,
72
],
[
6864,
3657,
3207,
6864,
3657,
3207
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-78151,
454824,
-123445,
-183986,
-101800,
-312462
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1851.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603972800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759152715846,
"expiration_time": 1763946288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 222,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 34,
"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) |
|---|