| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1256777.7783 | 1164455.2081 | 92322.5702 | 422398.7902 | 761641.3145 | -339242.5243 |
| Total P&L (%) | 1256.7778 | 1164.4552 | 92.3226 | 422.3988 | 761.6413 | -339.2425 |
| Avg Daily Profit (%) | 0.6778 | 0.628 | 0.0498 | 0.0892 | 0.1162 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -223114 | -117909 | -128851 | -1318229 | -702881 | -751761 |
| Profit Factor | 2.8618 | 4.7361 | 1.2541 | 1.1422 | 1.552 | 0.7868 |
| Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
| Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
| Losing Trades | 140 | 69 | 71 | 140 | 69 | 71 |
| Profitability (%) | 29.6482 | 31 | 28.2828 | 29.6482 | 31 | 28.2828 |
| Ratio Avg Win / Avg Loss | 6.7907 | 10.5417 | 3.18 | 2.7102 | 3.4544 | 1.9951 |
| Largest Winning Trade | 1206746 | 1206746 | 69696 | 1326719 | 1326719 | 186414 |
| Largest Losing Trade | -42357 | -24496 | -42357 | -171871 | -171871 | -170410 |
| Avg Bars in Trades | 53 | 45 | 62 | 53 | 45 | 62 |
| Avg Bars in Winners | 140 | 113 | 169 | 140 | 113 | 169 |
| Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
| Bars Traded | 10739 | 4528 | 6211 | 10739 | 4528 | 6211 |
| Profit Streak | 20.4749 | 25.9749 | 0 | 20.4749 | 25.9749 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354688 | 455054 | -141138 | -144627 | -41351 | -593636 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11125,
"evaluation_days": 1854.17,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602129600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404234750,
"expiration_time": 1764198000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 34,
"offset": 170
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 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": [
[
1256777.778306141,
1164455.2081015129,
92322.5702046285,
422398.7902165368,
761641.3144862058,
-339242.5242696691
],
[
1256.777778,
1164.455208,
92.32257,
422.39879,
761.641314,
-339.242524
],
[
0.677812,
0.62802,
0.049792,
0.089204,
0.11622,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-223114,
-117909,
-128851,
-1318229,
-702881,
-751761
],
[
2.861786,
4.736136,
1.254077,
1.142172,
1.55199,
0.786805
],
[
199,
100,
99,
199,
100,
99
],
[
59,
31,
28,
59,
31,
28
],
[
140,
69,
71,
140,
69,
71
],
[
29.648241,
31,
28.282828,
29.648241,
31,
28.282828
],
[
6.790679,
10.541722,
3.17998,
2.710239,
3.45443,
1.995112
],
[
1206746,
1206746,
69696,
1326719,
1326719,
186414
],
[
-42357,
-24496,
-42357,
-171871,
-171871,
-170410
],
[
53,
45,
62,
53,
45,
62
],
[
140,
113,
169,
140,
113,
169
],
[
17,
14,
20,
17,
14,
20
],
[
10739,
4528,
6211,
10739,
4528,
6211
],
[
20.474939,
25.974939,
0,
20.474939,
25.974939,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354688,
455054,
-141138,
-144627,
-41351,
-593636
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11125,
"evaluation_days": 1854.17,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602129600000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759404234750,
"expiration_time": 1764198000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 34,
"offset": 170
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 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) |
|---|