| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 387319.3398 | 396142.7945 | -8823.4546 | -59684.6877 | 438325.3764 | -498010.0641 |
| Total P&L (%) | 387.3193 | 396.1428 | -8.8235 | -59.6847 | 438.3254 | -498.0101 |
| Avg Daily Profit (%) | 0.2096 | 0.2144 | -0.0048 | -0.0491 | 0.0911 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -219183 | -183845 | -98446 | -865601 | -391580 | -543845 |
| Profit Factor | 1.5162 | 2.0352 | 0.976 | 0.9563 | 1.7884 | 0.3859 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
| Profitability (%) | 44.7619 | 41.5094 | 48.0769 | 44.7619 | 41.5094 | 48.0769 |
| Ratio Avg Win / Avg Loss | 1.8711 | 2.8677 | 1.0541 | 1.1802 | 2.52 | 0.4168 |
| Largest Winning Trade | 436423 | 436423 | 54868 | 722412 | 722412 | 69509 |
| Largest Losing Trade | -55667 | -48368 | -55667 | -494293 | -190403 | -494293 |
| Avg Bars in Trades | 51 | 49 | 52 | 51 | 49 | 52 |
| Avg Bars in Winners | 74 | 76 | 72 | 74 | 76 | 72 |
| Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
| Bars Traded | 5361 | 2627 | 2734 | 5361 | 2627 | 2734 |
| Profit Streak | 0 | 0 | 12.4723 | 0 | 0 | 12.4723 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304621 | -171745 | -759298 | -580869 | -251266 | -760965 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5544,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856804390,
"expiration_time": 1763634816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 26,
"offset": 76
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 120,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
387319.339810896,
396142.7944529032,
-8823.4546420073,
-59684.6877362909,
438325.3763652261,
-498010.0641015175
],
[
387.31934,
396.142794,
-8.823455,
-59.684688,
438.325376,
-498.010064
],
[
0.209588,
0.214363,
-0.004775,
-0.049146,
0.091129,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-219183,
-183845,
-98446,
-865601,
-391580,
-543845
],
[
1.51623,
2.035157,
0.975997,
0.956339,
1.788401,
0.385948
],
[
105,
53,
52,
105,
53,
52
],
[
47,
22,
25,
47,
22,
25
],
[
58,
31,
27,
58,
31,
27
],
[
44.761905,
41.509434,
48.076923,
44.761905,
41.509434,
48.076923
],
[
1.871092,
2.867721,
1.054077,
1.180163,
2.52002,
0.416823
],
[
436423,
436423,
54868,
722412,
722412,
69509
],
[
-55667,
-48368,
-55667,
-494293,
-190403,
-494293
],
[
51,
49,
52,
51,
49,
52
],
[
74,
76,
72,
74,
76,
72
],
[
32,
30,
33,
32,
30,
33
],
[
5361,
2627,
2734,
5361,
2627,
2734
],
[
0,
0,
12.472273,
0,
0,
12.472273
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304621,
-171745,
-759298,
-580869,
-251266,
-760965
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5544,
"evaluation_days": 1848,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758856804390,
"expiration_time": 1763634816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 26,
"offset": 76
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 120,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|