| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 586181.9498 | 479224.1807 | 106957.7691 | 312767.7966 | 221704.061 | 91063.7357 |
| Total P&L (%) | 586.182 | 479.2242 | 106.9578 | 312.7678 | 221.7041 | 91.0637 |
| Avg Daily Profit (%) | 0.3161 | 0.2584 | 0.0577 | 0.0765 | 0.063 | 0.0349 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119998 | -103183 | -107619 | -412799 | -390583 | -309191 |
| Profit Factor | 1.8965 | 2.3628 | 1.3539 | 1.1783 | 1.2315 | 1.1144 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
| Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Profitability (%) | 50.9091 | 45.4545 | 56.3636 | 50.9091 | 45.4545 | 56.3636 |
| Ratio Avg Win / Avg Loss | 1.8287 | 2.8353 | 1.0482 | 1.1363 | 1.4779 | 0.8627 |
| Largest Winning Trade | 406550 | 406550 | 60286 | 376841 | 376841 | 153209 |
| Largest Losing Trade | -52109 | -52109 | -51360 | -222892 | -222892 | -127460 |
| Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
| Avg Bars in Winners | 42 | 34 | 49 | 42 | 34 | 49 |
| Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
| Bars Traded | 3570 | 1528 | 2042 | 3570 | 1528 | 2042 |
| Profit Streak | 0 | 0 | 52.0935 | 0 | 0 | 52.0935 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 469460 | -168924 | -293247 | -114770 | -290650 | -420384 |
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604102400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371280802,
"expiration_time": 1764170064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
586181.9497918942,
479224.1807360554,
106957.7690558388,
312767.7966265525,
221704.0609558626,
91063.7356706897
],
[
586.18195,
479.224181,
106.957769,
312.767797,
221.704061,
91.063736
],
[
0.316086,
0.258412,
0.057675,
0.076477,
0.063027,
0.034918
],
[
10,
10,
10,
10,
10,
10
],
[
-119998,
-103183,
-107619,
-412799,
-390583,
-309191
],
[
1.89647,
2.362768,
1.353903,
1.178349,
1.231544,
1.114375
],
[
110,
55,
55,
110,
55,
55
],
[
56,
25,
31,
56,
25,
31
],
[
54,
30,
24,
54,
30,
24
],
[
50.909091,
45.454545,
56.363636,
50.909091,
45.454545,
56.363636
],
[
1.828739,
2.835322,
1.048183,
1.136265,
1.477853,
0.862742
],
[
406550,
406550,
60286,
376841,
376841,
153209
],
[
-52109,
-52109,
-51360,
-222892,
-222892,
-127460
],
[
32,
27,
37,
32,
27,
37
],
[
42,
34,
49,
42,
34,
49
],
[
21,
22,
21,
21,
22,
21
],
[
3570,
1528,
2042,
3570,
1528,
2042
],
[
0,
0,
52.093528,
0,
0,
52.093528
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469460,
-168924,
-293247,
-114770,
-290650,
-420384
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3709,
"evaluation_days": 1854.5,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1604102400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759371280802,
"expiration_time": 1764170064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|