| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1313500.4432 | 1211541.8027 | 101958.6405 | 390971.3336 | -397439.1081 | 788410.4417 |
| Total P&L (%) | 1313.5004 | 1211.5418 | 101.9586 | 390.9713 | -397.4391 | 788.4104 |
| Avg Daily Profit (%) | 0.7081 | 0.6531 | 0.055 | 0.0858 | 0 | 0.1178 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124023 | -181262 | -66518 | -2380255 | -2697271 | -945066 |
| Profit Factor | 3.516 | 4.7027 | 1.5233 | 1.0631 | 0.8996 | 1.352 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 49.2754 | 47.0588 | 51.4286 | 49.2754 | 47.0588 | 51.4286 |
| Ratio Avg Win / Avg Loss | 3.6194 | 5.2906 | 1.4386 | 1.0943 | 1.0121 | 1.2769 |
| Largest Winning Trade | 1251884 | 1251884 | 42532 | 1073295 | 1073295 | 619713 |
| Largest Losing Trade | -39867 | -34425 | -39867 | -639809 | -639809 | -430987 |
| Avg Bars in Trades | 99 | 137 | 62 | 99 | 137 | 62 |
| Avg Bars in Winners | 122 | 166 | 82 | 122 | 166 | 82 |
| Avg Bars in Losers | 78 | 112 | 41 | 78 | 112 | 41 |
| Bars Traded | 6883 | 4685 | 2198 | 6883 | 4685 | 2198 |
| Profit Streak | 0 | 100.33 | 0 | 0 | 100.33 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -87472 | 679924 | -117897 | -336087 | -579712 | -34720 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7420,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602828000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759456514396,
"expiration_time": 1764257760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 169,
"offset": 0,
"a": 0.73647
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 165,
"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": [
[
1313500.4432294003,
1211541.8027387327,
101958.6404906673,
390971.333645902,
-397439.1080951474,
788410.4417410495
],
[
1313.500443,
1211.541803,
101.95864,
390.971334,
-397.439108,
788.410442
],
[
0.708086,
0.653122,
0.054964,
0.085817,
0,
0.117819
],
[
10,
10,
10,
10,
10,
10
],
[
-124023,
-181262,
-66518,
-2380255,
-2697271,
-945066
],
[
3.516008,
4.702715,
1.523258,
1.063075,
0.899611,
1.352049
],
[
69,
34,
35,
69,
34,
35
],
[
34,
16,
18,
34,
16,
18
],
[
35,
18,
17,
35,
18,
17
],
[
49.275362,
47.058824,
51.428571,
49.275362,
47.058824,
51.428571
],
[
3.61942,
5.290554,
1.438632,
1.094342,
1.012062,
1.276935
],
[
1251884,
1251884,
42532,
1073295,
1073295,
619713
],
[
-39867,
-34425,
-39867,
-639809,
-639809,
-430987
],
[
99,
137,
62,
99,
137,
62
],
[
122,
166,
82,
122,
166,
82
],
[
78,
112,
41,
78,
112,
41
],
[
6883,
4685,
2198,
6883,
4685,
2198
],
[
0,
100.330028,
0,
0,
100.330028,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87472,
679924,
-117897,
-336087,
-579712,
-34720
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7420,
"evaluation_days": 1855,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602828000000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759456514396,
"expiration_time": 1764257760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 169,
"offset": 0,
"a": 0.73647
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 165,
"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) |
|---|