| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 974966.1914 | 892806.7733 | 82159.4181 | 298505.3102 | 384686.0676 | -86180.7574 |
| Total P&L (%) | 974.9662 | 892.8068 | 82.1594 | 298.5053 | 384.6861 | -86.1808 |
| Avg Daily Profit (%) | 0.525 | 0.4807 | 0.0442 | 0.0745 | 0.085 | -0.1065 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138922 | -69865 | -76305 | -737160 | -498736 | -466473 |
| Profit Factor | 2.7597 | 4.2963 | 1.2901 | 1.0861 | 1.2294 | 0.9519 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 39.5062 | 41.4634 | 37.5 | 39.5062 | 41.4634 | 37.5 |
| Ratio Avg Win / Avg Loss | 4.2257 | 6.0653 | 2.1502 | 1.6631 | 1.7356 | 1.5865 |
| Largest Winning Trade | 889646 | 889646 | 58600 | 675222 | 675222 | 363313 |
| Largest Losing Trade | -40584 | -40344 | -40584 | -311928 | -311928 | -273556 |
| Avg Bars in Trades | 88 | 66 | 110 | 88 | 66 | 110 |
| Avg Bars in Winners | 150 | 97 | 209 | 150 | 97 | 209 |
| Avg Bars in Losers | 47 | 45 | 50 | 47 | 45 | 50 |
| Bars Traded | 7158 | 2742 | 4416 | 7158 | 2742 | 4416 |
| 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 | -4277 | 519546 | -137522 | -238602 | -81969 | -582833 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7429,
"evaluation_days": 1857.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759646540855,
"expiration_time": 1764457992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
974966.1913819117,
892806.7732907541,
82159.4180911578,
298505.3101890302,
384686.0675629665,
-86180.7573739365
],
[
974.966191,
892.806773,
82.159418,
298.50531,
384.686068,
-86.180757
],
[
0.524952,
0.480714,
0.044237,
0.074468,
0.085018,
-0.106504
],
[
10,
10,
10,
10,
10,
10
],
[
-138922,
-69865,
-76305,
-737160,
-498736,
-466473
],
[
2.75967,
4.296254,
1.290104,
1.08608,
1.229389,
0.951875
],
[
81,
41,
40,
81,
41,
40
],
[
32,
17,
15,
32,
17,
15
],
[
49,
24,
25,
49,
24,
25
],
[
39.506173,
41.463415,
37.5,
39.506173,
41.463415,
37.5
],
[
4.225745,
6.0653,
2.150173,
1.66306,
1.735608,
1.586458
],
[
889646,
889646,
58600,
675222,
675222,
363313
],
[
-40584,
-40344,
-40584,
-311928,
-311928,
-273556
],
[
88,
66,
110,
88,
66,
110
],
[
150,
97,
209,
150,
97,
209
],
[
47,
45,
50,
47,
45,
50
],
[
7158,
2742,
4416,
7158,
2742,
4416
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-4277,
519546,
-137522,
-238602,
-81969,
-582833
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7429,
"evaluation_days": 1857.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603540800000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759646540855,
"expiration_time": 1764457992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 202,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|