| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -822475.4965 | -108998.7611 | -713476.7353 | -76952.4958 | 2079839.2528 | -2156791.7486 |
| Total P&L (%) | -822.4755 | -108.9988 | -713.4767 | -76.9525 | 2079.8393 | -2156.7917 |
| Avg Daily Profit (%) | -0.4415 | -0.0585 | -0.383 | -0.0787 | 0.1656 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -898233 | -199120 | -774913 | -2373399 | -542888 | -2785851 |
| Profit Factor | 0.3302 | 0.6088 | 0.2484 | 0.9818 | 2.915 | 0.3142 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 51 | 22 | 29 | 43 | 23 | 20 |
| Losing Trades | 20 | 13 | 7 | 28 | 12 | 16 |
| Profitability (%) | 71.831 | 62.8571 | 80.5556 | 60.5634 | 65.7143 | 55.5556 |
| Ratio Avg Win / Avg Loss | 0.1295 | 0.3597 | 0.06 | 0.6393 | 1.5209 | 0.2514 |
| Largest Winning Trade | 35538 | 35538 | 24083 | 991261 | 991261 | 580021 |
| Largest Losing Trade | -774913 | -48348 | -774913 | -930958 | -288155 | -930958 |
| Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
| Avg Bars in Winners | 13 | 12 | 13 | 54 | 64 | 42 |
| Avg Bars in Losers | 145 | 139 | 155 | 44 | 51 | 40 |
| Bars Traded | 3583 | 2092 | 1492 | 3583 | 2092 | 1492 |
| Profit Streak | 154.5987 | 154.5987 | 264.5987 | 154.5987 | 154.5987 | 264.5987 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -667416 | -577738 | -575441 | -668876 | 601885 | -578664 |
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604923200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760106125824,
"expiration_time": 1764926496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 42,
"offset": 92
}
}
} {
"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": [
[
-822475.4964753054,
-108998.7611359204,
-713476.7353393851,
-76952.4957555556,
2079839.2528107162,
-2156791.7485662717
],
[
-822.475496,
-108.998761,
-713.476735,
-76.952496,
2079.839253,
-2156.791749
],
[
-0.441479,
-0.058507,
-0.382972,
-0.078746,
0.16556,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-898233,
-199120,
-774913,
-2373399,
-542888,
-2785851
],
[
0.330174,
0.608773,
0.248408,
0.981813,
2.915042,
0.314237
],
[
71,
35,
36,
71,
35,
36
],
[
51,
22,
29,
43,
23,
20
],
[
20,
13,
7,
28,
12,
16
],
[
71.830986,
62.857143,
80.555556,
60.56338,
65.714286,
55.555556
],
[
0.12948,
0.35973,
0.05996,
0.63932,
1.520892,
0.25139
],
[
35538,
35538,
24083,
991261,
991261,
580021
],
[
-774913,
-48348,
-774913,
-930958,
-288155,
-930958
],
[
50,
59,
41,
50,
59,
41
],
[
13,
12,
13,
54,
64,
42
],
[
145,
139,
155,
44,
51,
40
],
[
3583,
2092,
1492,
3583,
2092,
1492
],
[
154.598678,
154.598678,
264.598678,
154.598678,
154.598679,
264.598678
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-667416,
-577738,
-575441,
-668876,
601885,
-578664
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604923200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760106125824,
"expiration_time": 1764926496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 42,
"offset": 92
}
}
}
| # | 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) |
|---|