| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 635363.8887 | 484557.8496 | 150806.0391 | 995551.7159 | 803541.7724 | 192009.9435 |
| Total P&L (%) | 635.3639 | 484.5579 | 150.806 | 995.5517 | 803.5418 | 192.0099 |
| Avg Daily Profit (%) | 0.3441 | 0.2624 | 0.0817 | 0.1297 | 0.1193 | 0.0581 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100984 | -97752 | -101905 | -454820 | -190768 | -494983 |
| Profit Factor | 1.8241 | 2.3999 | 1.355 | 1.4281 | 1.8119 | 1.1437 |
| Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
| Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
| Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
| Profitability (%) | 47.3373 | 44.7059 | 50 | 47.3373 | 44.7059 | 50 |
| Ratio Avg Win / Avg Loss | 2.0293 | 2.9683 | 1.355 | 1.5888 | 2.241 | 1.1437 |
| Largest Winning Trade | 271379 | 271379 | 63752 | 377484 | 377484 | 227001 |
| Largest Losing Trade | -58136 | -31980 | -58136 | -199851 | -104332 | -199851 |
| Avg Bars in Trades | 64 | 61 | 66 | 64 | 61 | 66 |
| Avg Bars in Winners | 87 | 76 | 96 | 87 | 76 | 96 |
| Avg Bars in Losers | 43 | 49 | 37 | 43 | 49 | 37 |
| Bars Traded | 10836 | 5231 | 5605 | 10836 | 5231 | 5605 |
| Profit Streak | 0 | 0 | 20.4842 | 0 | 0 | 20.4842 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 452885 | 372283 | -83256 | -17578 | -32286 | -177588 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11078,
"evaluation_days": 1846.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602489600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758901034036,
"expiration_time": 1763500896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 187,
"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": [
[
635363.8887206777,
484557.8495930419,
150806.0391276354,
995551.7158874583,
803541.7723728726,
192009.9435145863
],
[
635.363889,
484.55785,
150.806039,
995.551716,
803.541772,
192.009944
],
[
0.344123,
0.262444,
0.081679,
0.129738,
0.119289,
0.058057
],
[
10,
10,
10,
10,
10,
10
],
[
-100984,
-97752,
-101905,
-454820,
-190768,
-494983
],
[
1.82413,
2.399911,
1.354992,
1.42809,
1.811881,
1.143738
],
[
169,
85,
84,
169,
85,
84
],
[
80,
38,
42,
80,
38,
42
],
[
89,
47,
42,
89,
47,
42
],
[
47.337278,
44.705882,
50,
47.337278,
44.705882,
50
],
[
2.029345,
2.968311,
1.354992,
1.58875,
2.24101,
1.143738
],
[
271379,
271379,
63752,
377484,
377484,
227001
],
[
-58136,
-31980,
-58136,
-199851,
-104332,
-199851
],
[
64,
61,
66,
64,
61,
66
],
[
87,
76,
96,
87,
76,
96
],
[
43,
49,
37,
43,
49,
37
],
[
10836,
5231,
5605,
10836,
5231,
5605
],
[
0,
0,
20.48419,
0,
0,
20.48419
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452885,
372283,
-83256,
-17578,
-32286,
-177588
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11078,
"evaluation_days": 1846.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602489600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758901034036,
"expiration_time": 1763500896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 187,
"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) |
|---|