| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 470141.4158 | 360170.668 | 109970.7478 | 294222.7123 | 292724.6348 | 1498.0775 |
| Total P&L (%) | 470.1414 | 360.1707 | 109.9707 | 294.2227 | 292.7246 | 1.4981 |
| Avg Daily Profit (%) | 0.2545 | 0.195 | 0.0595 | 0.0743 | 0.0741 | 0.0008 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181929 | -109629 | -234011 | -849106 | -791965 | -383988 |
| Profit Factor | 1.3749 | 1.5603 | 1.1799 | 1.0947 | 1.1685 | 1.0011 |
| Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
| Winning Trades | 142 | 68 | 74 | 142 | 68 | 74 |
| Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
| Profitability (%) | 56.1265 | 53.9683 | 58.2677 | 56.1265 | 53.9683 | 58.2677 |
| Ratio Avg Win / Avg Loss | 1.0747 | 1.3308 | 0.8451 | 0.8557 | 0.9967 | 0.717 |
| Largest Winning Trade | 98287 | 98287 | 44135 | 474141 | 474141 | 124540 |
| Largest Losing Trade | -44586 | -40040 | -44586 | -205938 | -205938 | -162575 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 3681 | 1838 | 1843 | 3681 | 1838 | 1843 |
| Profit Streak | 21.4322 | 57.9322 | 21.4322 | 21.4322 | 57.9322 | 21.4322 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 434701 | 404020 | -136036 | -208361 | -128891 | -576819 |
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882141607,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.64699
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.29074,
"nb": 0.86361,
"nc": 0.66445
}
}
}
{
"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": [
[
470141.4157527104,
360170.6679707094,
109970.7477820013,
294222.7122532061,
292724.6347863642,
1498.0774668418
],
[
470.141416,
360.170668,
109.970748,
294.222712,
292.724635,
1.498077
],
[
0.254543,
0.195003,
0.05954,
0.074296,
0.07409,
0.000805
],
[
10,
10,
10,
10,
10,
10
],
[
-181929,
-109629,
-234011,
-849106,
-791965,
-383988
],
[
1.37488,
1.560282,
1.179904,
1.094665,
1.168502,
1.001093
],
[
253,
126,
127,
253,
126,
127
],
[
142,
68,
74,
142,
68,
74
],
[
111,
58,
53,
111,
58,
53
],
[
56.126482,
53.968254,
58.267717,
56.126482,
53.968254,
58.267717
],
[
1.07473,
1.330828,
0.845067,
0.855689,
0.996664,
0.716999
],
[
98287,
98287,
44135,
474141,
474141,
124540
],
[
-44586,
-40040,
-44586,
-205938,
-205938,
-162575
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
3681,
1838,
1843,
3681,
1838,
1843
],
[
21.432194,
57.932194,
21.432194,
21.432195,
57.932195,
21.432195
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
434701,
404020,
-136036,
-208361,
-128891,
-576819
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3694,
"evaluation_days": 1847,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758882141607,
"expiration_time": 1763502624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.64699
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.29074,
"nb": 0.86361,
"nc": 0.66445
}
}
}
| # | 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) |
|---|