| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 531591.4096 | 370396.7281 | 161194.6816 | 517571.4673 | 1045632.5083 | -528061.041 |
| Total P&L (%) | 531.5914 | 370.3967 | 161.1947 | 517.5715 | 1045.6325 | -528.061 |
| Avg Daily Profit (%) | 0.2879 | 0.2006 | 0.0873 | 0.0987 | 0.1322 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174066 | -89976 | -107160 | -1784510 | -1261915 | -1593899 |
| Profit Factor | 1.7486 | 2.2385 | 1.3922 | 1.0708 | 1.3682 | 0.8818 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 60.9589 | 58.9041 | 63.0137 | 60.9589 | 58.9041 | 63.0137 |
| Ratio Avg Win / Avg Loss | 1.1199 | 1.5617 | 0.8172 | 0.6858 | 0.9546 | 0.5176 |
| Largest Winning Trade | 85150 | 85150 | 55776 | 592695 | 592695 | 472545 |
| Largest Losing Trade | -83521 | -52477 | -83521 | -956116 | -956116 | -723171 |
| Avg Bars in Trades | 72 | 51 | 94 | 72 | 51 | 94 |
| Avg Bars in Winners | 67 | 46 | 86 | 67 | 46 | 86 |
| Avg Bars in Losers | 81 | 59 | 106 | 81 | 59 | 106 |
| Bars Traded | 10638 | 3775 | 6863 | 10638 | 3775 | 6863 |
| Profit Streak | 27.8831 | 0 | 33.8831 | 27.8831 | 0 | 33.8831 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 480267 | -58639 | -146870 | -202766 | -87865 | -650229 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11078,
"evaluation_days": 1846.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602432000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849098000,
"expiration_time": 1763500896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 225,
"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": [
[
531591.4096276353,
370396.7280573708,
161194.6815702641,
517571.4672523704,
1045632.5082697019,
-528061.0410173316
],
[
531.59141,
370.396728,
161.194682,
517.571467,
1045.632508,
-528.061041
],
[
0.287918,
0.200612,
0.087305,
0.098656,
0.132162,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174066,
-89976,
-107160,
-1784510,
-1261915,
-1593899
],
[
1.748641,
2.238493,
1.392196,
1.070844,
1.36821,
0.881761
],
[
146,
73,
73,
146,
73,
73
],
[
89,
43,
46,
89,
43,
46
],
[
57,
30,
27,
57,
30,
27
],
[
60.958904,
58.90411,
63.013699,
60.958904,
58.90411,
63.013699
],
[
1.119916,
1.56174,
0.817159,
0.685821,
0.954565,
0.517556
],
[
85150,
85150,
55776,
592695,
592695,
472545
],
[
-83521,
-52477,
-83521,
-956116,
-956116,
-723171
],
[
72,
51,
94,
72,
51,
94
],
[
67,
46,
86,
67,
46,
86
],
[
81,
59,
106,
81,
59,
106
],
[
10638,
3775,
6863,
10638,
3775,
6863
],
[
27.883079,
0,
33.883079,
27.883079,
0,
33.883079
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480267,
-58639,
-146870,
-202766,
-87865,
-650229
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11078,
"evaluation_days": 1846.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602432000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849098000,
"expiration_time": 1763500896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 225,
"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) |
|---|