| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1320522.2829 | 1171834.5278 | 148687.7551 | 1008961.0027 | -945602.6441 | 1954563.6468 |
| Total P&L (%) | 1320.5223 | 1171.8345 | 148.6878 | 1008.961 | -945.6026 | 1954.5636 |
| Avg Daily Profit (%) | 0.7124 | 0.6321 | 0.0802 | 0.1299 | 0 | 0.1632 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126735 | -155777 | -66439 | -4075799 | -4251284 | -1922229 |
| Profit Factor | 3.4691 | 4.5636 | 1.7219 | 1.0777 | 0.8835 | 1.4016 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
| Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
| Profitability (%) | 48.4211 | 36.1702 | 60.4167 | 48.4211 | 36.1702 | 60.4167 |
| Ratio Avg Win / Avg Loss | 3.6954 | 8.0534 | 1.1281 | 1.148 | 1.5591 | 0.9183 |
| Largest Winning Trade | 1165340 | 1165340 | 52578 | 2100364 | 2100364 | 891082 |
| Largest Losing Trade | -36740 | -36740 | -34984 | -1261600 | -950067 | -1261600 |
| Avg Bars in Trades | 72 | 83 | 61 | 72 | 83 | 61 |
| Avg Bars in Winners | 99 | 157 | 65 | 99 | 157 | 65 |
| Avg Bars in Losers | 46 | 40 | 55 | 46 | 40 | 55 |
| Bars Traded | 6851 | 3902 | 2949 | 6851 | 3902 | 2949 |
| Profit Streak | 77.3224 | 78.8224 | 77.3224 | 77.3224 | 78.8224 | 77.3224 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 707599 | 520808 | -81711 | -153664 | -582739 | 315285 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7415,
"evaluation_days": 1853.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604232000000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759347852751,
"expiration_time": 1764146520000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 178,
"offset": 56
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 211,
"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": [
[
1320522.28285822,
1171834.5277517226,
148687.7551064969,
1008961.0026570247,
-945602.6441179782,
1954563.646775007
],
[
1320.522283,
1171.834528,
148.687755,
1008.961003,
-945.602644,
1954.563647
],
[
0.712352,
0.632143,
0.080209,
0.129876,
0,
0.163189
],
[
10,
10,
10,
10,
10,
10
],
[
-126735,
-155777,
-66439,
-4075799,
-4251284,
-1922229
],
[
3.469131,
4.563574,
1.72187,
1.07771,
0.883498,
1.401586
],
[
95,
47,
48,
95,
47,
48
],
[
46,
17,
29,
46,
17,
29
],
[
49,
30,
19,
49,
30,
19
],
[
48.421053,
36.170213,
60.416667,
48.421053,
36.170213,
60.416667
],
[
3.695379,
8.053367,
1.128122,
1.147995,
1.559114,
0.91828
],
[
1165340,
1165340,
52578,
2100364,
2100364,
891082
],
[
-36740,
-36740,
-34984,
-1261600,
-950067,
-1261600
],
[
72,
83,
61,
72,
83,
61
],
[
99,
157,
65,
99,
157,
65
],
[
46,
40,
55,
46,
40,
55
],
[
6851,
3902,
2949,
6851,
3902,
2949
],
[
77.32237,
78.82237,
77.32237,
77.32237,
78.82237,
77.32237
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
707599,
520808,
-81711,
-153664,
-582739,
315285
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7415,
"evaluation_days": 1853.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604232000000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759347852751,
"expiration_time": 1764146520000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 178,
"offset": 56
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 211,
"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) |
|---|