| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1282782.9962 | 1195178.2715 | 87604.7246 | -606867.7547 | 1897943.1797 | -2504810.9344 |
| Total P&L (%) | 1282.783 | 1195.1783 | 87.6047 | -606.8678 | 1897.9432 | -2504.8109 |
| Avg Daily Profit (%) | 0.6887 | 0.6417 | 0.047 | 0 | 0.1609 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -205910 | -97433 | -158329 | -5374146 | -1185987 | -5360596 |
| Profit Factor | 3.0027 | 4.8614 | 1.2647 | 0.9427 | 1.5593 | 0.6523 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 59 | 24 | 35 | 60 | 27 | 33 |
| Losing Trades | 52 | 32 | 20 | 51 | 29 | 22 |
| Profitability (%) | 53.1532 | 42.8571 | 63.6364 | 54.0541 | 48.2143 | 60 |
| Ratio Avg Win / Avg Loss | 2.6465 | 6.4818 | 0.7227 | 0.8013 | 1.6749 | 0.4349 |
| Largest Winning Trade | 1221591 | 1221591 | 47385 | 1569956 | 1569956 | 623065 |
| Largest Losing Trade | -128408 | -34375 | -128408 | -3894198 | -484681 | -3894198 |
| Avg Bars in Trades | 64 | 54 | 73 | 64 | 54 | 73 |
| Avg Bars in Winners | 91 | 78 | 99 | 92 | 84 | 99 |
| Avg Bars in Losers | 33 | 37 | 28 | 31 | 27 | 35 |
| Bars Traded | 7138 | 3078 | 4059 | 7138 | 3078 | 4059 |
| Profit Streak | 0 | 0 | 6.4552 | 3.2052 | 5.7052 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 671548 | -163326 | -309487 | -580912 | -169563 | -759537 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7450,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1605614400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760115328581,
"expiration_time": 1764925200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 84,
"offset": 206
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1282782.9961779173,
1195178.2715309819,
87604.7246469361,
-606867.7546919943,
1897943.1796923915,
-2504810.9343843847
],
[
1282.782996,
1195.178272,
87.604725,
-606.867755,
1897.94318,
-2504.810934
],
[
0.688743,
0.641706,
0.047036,
0,
0.160919,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-205910,
-97433,
-158329,
-5374146,
-1185987,
-5360596
],
[
3.002742,
4.861351,
1.264675,
0.942733,
1.559345,
0.652301
],
[
111,
56,
55,
111,
56,
55
],
[
59,
24,
35,
60,
27,
33
],
[
52,
32,
20,
51,
29,
22
],
[
53.153153,
42.857143,
63.636364,
54.054054,
48.214286,
60
],
[
2.646485,
6.481801,
0.722671,
0.801323,
1.674852,
0.434867
],
[
1221591,
1221591,
47385,
1569956,
1569956,
623065
],
[
-128408,
-34375,
-128408,
-3894198,
-484681,
-3894198
],
[
64,
54,
73,
64,
54,
73
],
[
91,
78,
99,
92,
84,
99
],
[
33,
37,
28,
31,
27,
35
],
[
7138,
3078,
4059,
7138,
3078,
4059
],
[
0,
0,
6.455192,
3.205192,
5.705192,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
671548,
-163326,
-309487,
-580912,
-169563,
-759537
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7450,
"evaluation_days": 1862.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1605614400000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760115328581,
"expiration_time": 1764925200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 84,
"offset": 206
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|