| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 658732.8745 | 596681.1538 | 62051.7207 | 30847.7625 | 49956.153 | -19108.3905 |
| Total P&L (%) | 658.7329 | 596.6812 | 62.0517 | 30.8478 | 49.9562 | -19.1084 |
| Avg Daily Profit (%) | 0.3559 | 0.3224 | 0.0335 | 0.0145 | 0.0219 | -0.0115 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169729 | -179092 | -35801 | -459133 | -411632 | -152371 |
| Profit Factor | 2.1731 | 2.7001 | 1.2947 | 1.0269 | 1.0677 | 0.9533 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 46.0317 | 45.1613 | 46.875 | 46.0317 | 45.1613 | 46.875 |
| Ratio Avg Win / Avg Loss | 2.5478 | 3.2787 | 1.4673 | 1.2039 | 1.2965 | 1.0804 |
| Largest Winning Trade | 619362 | 619362 | 47553 | 432269 | 432269 | 63225 |
| Largest Losing Trade | -56979 | -56979 | -30207 | -185814 | -185814 | -87553 |
| Avg Bars in Trades | 52 | 73 | 32 | 52 | 73 | 32 |
| Avg Bars in Winners | 58 | 76 | 42 | 58 | 76 | 42 |
| Avg Bars in Losers | 47 | 71 | 23 | 47 | 71 | 23 |
| Bars Traded | 3314 | 2284 | 1030 | 3314 | 2284 | 1030 |
| Profit Streak | 0 | 167.5285 | 0 | 0 | 167.5285 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139038 | 464162 | -149834 | -519966 | -312362 | -580358 |
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3702,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1608638400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759063264535,
"expiration_time": 1763858592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 1.11756
}
}
} {
"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": [
[
658732.8745383564,
596681.1538047123,
62051.7207336442,
30847.7624823187,
49956.1530154008,
-19108.3905330821
],
[
658.732875,
596.681154,
62.051721,
30.847762,
49.956153,
-19.108391
],
[
0.355879,
0.322356,
0.033523,
0.014526,
0.021892,
-0.011456
],
[
10,
10,
10,
10,
10,
10
],
[
-169729,
-179092,
-35801,
-459133,
-411632,
-152371
],
[
2.173122,
2.700106,
1.294707,
1.026889,
1.067691,
0.953305
],
[
63,
31,
32,
63,
31,
32
],
[
29,
14,
15,
29,
14,
15
],
[
34,
17,
17,
34,
17,
17
],
[
46.031746,
45.16129,
46.875,
46.031746,
45.16129,
46.875
],
[
2.547798,
3.2787,
1.467334,
1.203939,
1.296482,
1.080413
],
[
619362,
619362,
47553,
432269,
432269,
63225
],
[
-56979,
-56979,
-30207,
-185814,
-185814,
-87553
],
[
52,
73,
32,
52,
73,
32
],
[
58,
76,
42,
58,
76,
42
],
[
47,
71,
23,
47,
71,
23
],
[
3314,
2284,
1030,
3314,
2284,
1030
],
[
0,
167.528525,
0,
0,
167.528525,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139038,
464162,
-149834,
-519966,
-312362,
-580358
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3702,
"evaluation_days": 1851,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1608638400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759063264535,
"expiration_time": 1763858592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 16,
"offset": 0,
"std": 1.11756
}
}
}
| # | 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) |
|---|