| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 722474.6556 | 721491.6321 | 983.0235 | -52465.6084 | -449436.1942 | 396970.5858 |
| Total P&L (%) | 722.4747 | 721.4916 | 0.983 | -52.4656 | -449.4362 | 396.9706 |
| Avg Daily Profit (%) | 0.3894 | 0.3889 | 0.0005 | -0.0401 | 0 | 0.0865 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -232492 | -171011 | -98516 | -1648716 | -1852223 | -585610 |
| Profit Factor | 1.4814 | 1.747 | 1.0018 | 0.9946 | 0.9295 | 1.1222 |
| Total Trades | 469 | 234 | 235 | 469 | 234 | 235 |
| Winning Trades | 176 | 90 | 86 | 176 | 90 | 86 |
| Losing Trades | 293 | 144 | 149 | 293 | 144 | 149 |
| Profitability (%) | 37.5267 | 38.4615 | 36.5957 | 37.5267 | 38.4615 | 36.5957 |
| Ratio Avg Win / Avg Loss | 2.4663 | 2.7952 | 1.7357 | 1.6557 | 1.4873 | 1.9443 |
| Largest Winning Trade | 775929 | 775929 | 42249 | 1014109 | 1014109 | 418580 |
| Largest Losing Trade | -24289 | -24289 | -21712 | -313624 | -313624 | -153485 |
| Avg Bars in Trades | 46 | 67 | 25 | 46 | 67 | 25 |
| Avg Bars in Winners | 74 | 105 | 42 | 74 | 105 | 42 |
| Avg Bars in Losers | 30 | 44 | 16 | 30 | 44 | 16 |
| Bars Traded | 21953 | 15871 | 6082 | 21953 | 15871 | 6082 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344185 | 329251 | -579532 | -580399 | -582929 | -166793 |
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22264,
"evaluation_days": 1855.33,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1600293600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759556284469,
"expiration_time": 1765321228800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 134,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 188,
"offset": 0,
"multiplier": 2.29075
}
}
} {
"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": [
[
722474.6555886875,
721491.6320779684,
983.0235107188,
-52465.60839189,
-449436.1941834632,
396970.5857915729
],
[
722.474656,
721.491632,
0.983024,
-52.465608,
-449.436194,
396.970586
],
[
0.389405,
0.388875,
0.00053,
-0.040077,
0,
0.086457
],
[
10,
10,
10,
10,
10,
10
],
[
-232492,
-171011,
-98516,
-1648716,
-1852223,
-585610
],
[
1.481449,
1.747023,
1.001838,
0.99455,
0.929536,
1.122194
],
[
469,
234,
235,
469,
234,
235
],
[
176,
90,
86,
176,
90,
86
],
[
293,
144,
149,
293,
144,
149
],
[
37.526652,
38.461538,
36.595745,
37.526652,
38.461538,
36.595745
],
[
2.466277,
2.795237,
1.735743,
1.6557,
1.487258,
1.944267
],
[
775929,
775929,
42249,
1014109,
1014109,
418580
],
[
-24289,
-24289,
-21712,
-313624,
-313624,
-153485
],
[
46,
67,
25,
46,
67,
25
],
[
74,
105,
42,
74,
105,
42
],
[
30,
44,
16,
30,
44,
16
],
[
21953,
15871,
6082,
21953,
15871,
6082
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344185,
329251,
-579532,
-580399,
-582929,
-166793
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22264,
"evaluation_days": 1855.33,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1600293600000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759556284469,
"expiration_time": 1765321228800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 134,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 188,
"offset": 0,
"multiplier": 2.29075
}
}
}
| # | 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) |
|---|