| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 716635.4064 | 695191.4596 | 21443.9469 | 86.9517 | 72383.4699 | -72296.5183 |
| Total P&L (%) | 716.6354 | 695.1915 | 21.4439 | 0.087 | 72.3835 | -72.2965 |
| Avg Daily Profit (%) | 0.3845 | 0.373 | 0.0115 | 0 | 0.0292 | -0.0688 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144274 | -174744 | -102183 | -936047 | -880898 | -402273 |
| Profit Factor | 1.7778 | 2.4522 | 1.0484 | 1 | 1.0397 | 0.9568 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
| Profitability (%) | 37.1069 | 33.75 | 40.5063 | 37.1069 | 33.75 | 40.5063 |
| Ratio Avg Win / Avg Loss | 3.0131 | 4.8137 | 1.5399 | 1.695 | 2.0409 | 1.4054 |
| Largest Winning Trade | 714022 | 714022 | 58707 | 553651 | 553651 | 254481 |
| Largest Losing Trade | -35650 | -32563 | -35650 | -258041 | -252292 | -258041 |
| Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
| Avg Bars in Winners | 76 | 72 | 79 | 76 | 72 | 79 |
| Avg Bars in Losers | 27 | 22 | 33 | 27 | 22 | 33 |
| Bars Traded | 7280 | 3132 | 4148 | 7280 | 3132 | 4148 |
| 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 | 316971 | -11588 | -380179 | -582090 | -355350 | -609761 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7456,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602352800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760237262453,
"expiration_time": 1765058688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 137,
"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": [
[
716635.4064407246,
695191.4595882383,
21443.9468524862,
86.9516757449,
72383.4699263027,
-72296.5182505579
],
[
716.635406,
695.19146,
21.443947,
0.086952,
72.38347,
-72.296518
],
[
0.384461,
0.372957,
0.011504,
4.7e-5,
0.029218,
-0.06884
],
[
10,
10,
10,
10,
10,
10
],
[
-144274,
-174744,
-102183,
-936047,
-880898,
-402273
],
[
1.77775,
2.452246,
1.048437,
1.000025,
1.03972,
0.956839
],
[
159,
80,
79,
159,
80,
79
],
[
59,
27,
32,
59,
27,
32
],
[
100,
53,
47,
100,
53,
47
],
[
37.106918,
33.75,
40.506329,
37.106918,
33.75,
40.506329
],
[
3.013136,
4.813668,
1.539892,
1.694957,
2.040932,
1.405357
],
[
714022,
714022,
58707,
553651,
553651,
254481
],
[
-35650,
-32563,
-35650,
-258041,
-252292,
-258041
],
[
45,
39,
52,
45,
39,
52
],
[
76,
72,
79,
76,
72,
79
],
[
27,
22,
33,
27,
22,
33
],
[
7280,
3132,
4148,
7280,
3132,
4148
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316971,
-11588,
-380179,
-582090,
-355350,
-609761
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7456,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602352800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760237262453,
"expiration_time": 1765058688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 65,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 137,
"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) |
|---|