| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 366899.4173 | 309368.5882 | 57530.8291 | 72265.6788 | -25797.3592 | 98063.038 |
| Total P&L (%) | 366.8994 | 309.3686 | 57.5308 | 72.2657 | -25.7974 | 98.063 |
| Avg Daily Profit (%) | 0.1979 | 0.1669 | 0.031 | 0.0293 | -0.0161 | 0.0369 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122389 | -100886 | -125374 | -542013 | -319538 | -415292 |
| Profit Factor | 1.4928 | 1.8552 | 1.1503 | 1.039 | 0.9716 | 1.1039 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
| Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
| Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
| Ratio Avg Win / Avg Loss | 1.7642 | 2.5973 | 1.1503 | 1.228 | 1.3602 | 1.1039 |
| Largest Winning Trade | 179442 | 179442 | 64428 | 220780 | 135294 | 220780 |
| Largest Losing Trade | -44448 | -30025 | -44448 | -285411 | -86521 | -285411 |
| Avg Bars in Trades | 45 | 35 | 55 | 45 | 35 | 55 |
| Avg Bars in Winners | 63 | 45 | 78 | 63 | 45 | 78 |
| Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
| Bars Traded | 5466 | 2133 | 3333 | 5466 | 2133 | 3333 |
| Profit Streak | 0 | 0 | 32.7102 | 0 | 0 | 32.7102 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312266 | -161840 | -376128 | -332570 | -751810 | -418557 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5562,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601020800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759395760507,
"expiration_time": 1764168768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 63,
"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": [
[
366899.4173004132,
309368.5882367127,
57530.8290637007,
72265.6787966468,
-25797.3591740328,
98063.0379706797
],
[
366.899417,
309.368588,
57.530829,
72.265679,
-25.797359,
98.063038
],
[
0.197896,
0.166865,
0.031031,
0.029339,
-0.016092,
0.036868
],
[
10,
10,
10,
10,
10,
10
],
[
-122389,
-100886,
-125374,
-542013,
-319538,
-415292
],
[
1.492751,
1.855189,
1.150274,
1.039042,
0.971554,
1.103871
],
[
120,
60,
60,
120,
60,
60
],
[
55,
25,
30,
55,
25,
30
],
[
65,
35,
30,
65,
35,
30
],
[
45.833333,
41.666667,
50,
45.833333,
41.666667,
50
],
[
1.76416,
2.597264,
1.150274,
1.227959,
1.360175,
1.103871
],
[
179442,
179442,
64428,
220780,
135294,
220780
],
[
-44448,
-30025,
-44448,
-285411,
-86521,
-285411
],
[
45,
35,
55,
45,
35,
55
],
[
63,
45,
78,
63,
45,
78
],
[
30,
28,
33,
30,
28,
33
],
[
5466,
2133,
3333,
5466,
2133,
3333
],
[
0,
0,
32.710191,
0,
0,
32.710191
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312266,
-161840,
-376128,
-332570,
-751810,
-418557
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5562,
"evaluation_days": 1854,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601020800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759395760507,
"expiration_time": 1764168768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 63,
"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) |
|---|