| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 499887.6148 | 358634.3652 | 141253.2495 | 694322.0449 | 68116.2688 | 626205.7761 |
| Total P&L (%) | 499.8876 | 358.6344 | 141.2533 | 694.322 | 68.1163 | 626.2058 |
| Avg Daily Profit (%) | 0.2702 | 0.1939 | 0.0764 | 0.1121 | 0.0281 | 0.1072 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109277 | -111249 | -93164 | -461410 | -439976 | -260877 |
| Profit Factor | 1.6125 | 1.7412 | 1.4251 | 1.1815 | 1.0287 | 1.4304 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
| Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
| Profitability (%) | 50 | 44.8276 | 55.1724 | 50 | 44.8276 | 55.1724 |
| Ratio Avg Win / Avg Loss | 1.6125 | 2.143 | 1.1579 | 1.1815 | 1.2661 | 1.1622 |
| Largest Winning Trade | 105821 | 105821 | 55539 | 464235 | 464235 | 241976 |
| Largest Losing Trade | -36803 | -36803 | -31317 | -186719 | -155813 | -186719 |
| Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
| Avg Bars in Winners | 41 | 38 | 43 | 41 | 38 | 43 |
| Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
| Bars Traded | 5463 | 2451 | 3012 | 5463 | 2451 | 3012 |
| Profit Streak | 0 | 0 | 14.4499 | 0 | 0 | 14.4499 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438656 | 317305 | -89213 | -62952 | -346469 | -47597 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601193600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027669239,
"expiration_time": 1763812800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 70,
"offset": 0
}
},
"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": [
[
499887.6147512939,
358634.3652033964,
141253.2495478975,
694322.0448954311,
68116.2687643494,
626205.7761310822
],
[
499.887615,
358.634365,
141.25325,
694.322045,
68.116269,
626.205776
],
[
0.27021,
0.193856,
0.076353,
0.11208,
0.028084,
0.107228
],
[
10,
10,
10,
10,
10,
10
],
[
-109277,
-111249,
-93164,
-461410,
-439976,
-260877
],
[
1.612458,
1.741161,
1.425055,
1.181466,
1.028727,
1.430387
],
[
174,
87,
87,
174,
87,
87
],
[
87,
39,
48,
87,
39,
48
],
[
87,
48,
39,
87,
48,
39
],
[
50,
44.827586,
55.172414,
50,
44.827586,
55.172414
],
[
1.612458,
2.142967,
1.157857,
1.181466,
1.266125,
1.162189
],
[
105821,
105821,
55539,
464235,
464235,
241976
],
[
-36803,
-36803,
-31317,
-186719,
-155813,
-186719
],
[
31,
28,
34,
31,
28,
34
],
[
41,
38,
43,
41,
38,
43
],
[
21,
19,
23,
21,
19,
23
],
[
5463,
2451,
3012,
5463,
2451,
3012
],
[
0,
0,
14.449875,
0,
0,
14.449875
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438656,
317305,
-89213,
-62952,
-346469,
-47597
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5550,
"evaluation_days": 1850,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601193600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759027669239,
"expiration_time": 1763812800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 70,
"offset": 0
}
},
"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) |
|---|