| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 813246.2381 | 706283.1994 | 106963.0387 | 464029.7427 | 49378.8707 | 414650.8719 |
| Total P&L (%) | 813.2462 | 706.2832 | 106.963 | 464.0297 | 49.3789 | 414.6509 |
| Avg Daily Profit (%) | 0.4395 | 0.3817 | 0.0578 | 0.0935 | 0.0217 | 0.0886 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134159 | -124894 | -57146 | -719987 | -717015 | -349245 |
| Profit Factor | 2.2835 | 3.0513 | 1.3697 | 1.1266 | 1.0242 | 1.2549 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
| Profitability (%) | 33.913 | 27.5862 | 40.3509 | 33.913 | 27.5862 | 40.3509 |
| Ratio Avg Win / Avg Loss | 4.4498 | 8.0095 | 2.0248 | 2.1954 | 2.6886 | 1.8551 |
| Largest Winning Trade | 675846 | 675846 | 64752 | 695042 | 695042 | 361201 |
| Largest Losing Trade | -40748 | -27498 | -40748 | -278027 | -168458 | -278027 |
| Avg Bars in Trades | 186 | 159 | 213 | 186 | 159 | 213 |
| Avg Bars in Winners | 381 | 367 | 391 | 381 | 367 | 391 |
| Avg Bars in Losers | 85 | 80 | 92 | 85 | 80 | 92 |
| Bars Traded | 21416 | 9272 | 12144 | 21416 | 9272 | 12144 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305340 | -183329 | -297913 | -154179 | -556791 | -257581 |
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22203,
"evaluation_days": 1850.25,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1759111200000,
"evaluation_time": 1759119038712,
"expiration_time": 1764866217600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 103,
"offset": 169
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 115,
"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": [
[
813246.2381143346,
706283.1994403242,
106963.0386740103,
464029.742655635,
49378.8707217333,
414650.8719339018
],
[
813.246238,
706.283199,
106.963039,
464.029743,
49.378871,
414.650872
],
[
0.439533,
0.381723,
0.05781,
0.093541,
0.021692,
0.088585
],
[
10,
10,
10,
10,
10,
10
],
[
-134159,
-124894,
-57146,
-719987,
-717015,
-349245
],
[
2.283469,
3.051256,
1.369713,
1.126611,
1.024224,
1.254921
],
[
115,
58,
57,
115,
58,
57
],
[
39,
16,
23,
39,
16,
23
],
[
76,
42,
34,
76,
42,
34
],
[
33.913043,
27.586207,
40.350877,
33.913043,
27.586207,
40.350877
],
[
4.449838,
8.009546,
2.024793,
2.195447,
2.688588,
1.855101
],
[
675846,
675846,
64752,
695042,
695042,
361201
],
[
-40748,
-27498,
-40748,
-278027,
-168458,
-278027
],
[
186,
159,
213,
186,
159,
213
],
[
381,
367,
391,
381,
367,
391
],
[
85,
80,
92,
85,
80,
92
],
[
21416,
9272,
12144,
21416,
9272,
12144
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305340,
-183329,
-297913,
-154179,
-556791,
-257581
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22203,
"evaluation_days": 1850.25,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1759111200000,
"evaluation_time": 1759119038712,
"expiration_time": 1764866217600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 103,
"offset": 169
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 115,
"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) |
|---|