| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 857656.3059 | 740642.3573 | 117013.9486 | 50191.2483 | 374772.475 | -324581.2266 |
| Total P&L (%) | 857.6563 | 740.6424 | 117.0139 | 50.1912 | 374.7725 | -324.5812 |
| Avg Daily Profit (%) | 0.4612 | 0.3983 | 0.0629 | 0.0219 | 0.0838 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111359 | -76440 | -100802 | -981470 | -240155 | -872815 |
| Profit Factor | 2.5715 | 3.5143 | 1.4658 | 1.0279 | 1.5365 | 0.7052 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 50.5747 | 45.4545 | 55.814 | 50.5747 | 45.4545 | 55.814 |
| Ratio Avg Win / Avg Loss | 2.513 | 4.2171 | 1.1605 | 1.0045 | 1.8438 | 0.5583 |
| Largest Winning Trade | 643122 | 643122 | 55049 | 517216 | 517216 | 377012 |
| Largest Losing Trade | -90562 | -54452 | -90562 | -771617 | -159708 | -771617 |
| Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
| Avg Bars in Winners | 89 | 70 | 104 | 89 | 70 | 104 |
| Avg Bars in Losers | 32 | 37 | 26 | 32 | 37 | 26 |
| Bars Traded | 5313 | 2299 | 3013 | 5313 | 2299 | 3013 |
| Profit Streak | 10.5998 | 10.5998 | 37.5998 | 10.5998 | 10.5998 | 37.5998 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 596788 | 553615 | -106463 | -353406 | -79498 | -579428 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5579,
"evaluation_days": 1859.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1605715200000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759875826600,
"expiration_time": 1764673056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 226
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 193,
"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": [
[
857656.3059034164,
740642.3573243284,
117013.9485790883,
50191.2483452996,
374772.4749842826,
-324581.2266389827
],
[
857.656306,
740.642357,
117.013949,
50.191248,
374.772475,
-324.581227
],
[
0.461187,
0.398265,
0.062922,
0.021874,
0.083795,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-111359,
-76440,
-100802,
-981470,
-240155,
-872815
],
[
2.571486,
3.514287,
1.465842,
1.027889,
1.536522,
0.705229
],
[
87,
44,
43,
87,
44,
43
],
[
44,
20,
24,
44,
20,
24
],
[
43,
24,
19,
43,
24,
19
],
[
50.574713,
45.454545,
55.813953,
50.574713,
45.454545,
55.813953
],
[
2.513043,
4.217144,
1.160458,
1.004528,
1.843826,
0.558306
],
[
643122,
643122,
55049,
517216,
517216,
377012
],
[
-90562,
-54452,
-90562,
-771617,
-159708,
-771617
],
[
61,
52,
70,
61,
52,
70
],
[
89,
70,
104,
89,
70,
104
],
[
32,
37,
26,
32,
37,
26
],
[
5313,
2299,
3013,
5313,
2299,
3013
],
[
10.599845,
10.599845,
37.599845,
10.599845,
10.599845,
37.599845
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
596788,
553615,
-106463,
-353406,
-79498,
-579428
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5579,
"evaluation_days": 1859.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1605715200000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759875826600,
"expiration_time": 1764673056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 226
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 193,
"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) |
|---|