| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 637187.6172 | 554393.9666 | 82793.6506 | 213168.2224 | -23240.0691 | 236408.2915 |
| Total P&L (%) | 637.1876 | 554.394 | 82.7937 | 213.1682 | -23.2401 | 236.4083 |
| Avg Daily Profit (%) | 0.3452 | 0.3004 | 0.0449 | 0.0619 | -0.0143 | 0.0657 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133158 | -132876 | -78723 | -487608 | -597226 | -240483 |
| Profit Factor | 2.1178 | 2.6847 | 1.3436 | 1.1164 | 0.9793 | 1.3325 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
| Profitability (%) | 42.1053 | 34.2105 | 50 | 42.1053 | 34.2105 | 50 |
| Ratio Avg Win / Avg Loss | 2.912 | 5.1629 | 1.3436 | 1.535 | 1.8832 | 1.3325 |
| Largest Winning Trade | 495753 | 495753 | 59427 | 492454 | 492454 | 214486 |
| Largest Losing Trade | -41423 | -40102 | -41423 | -164786 | -150344 | -164786 |
| Avg Bars in Trades | 280 | 244 | 316 | 280 | 244 | 316 |
| Avg Bars in Winners | 428 | 394 | 451 | 428 | 394 | 451 |
| Avg Bars in Losers | 172 | 165 | 180 | 172 | 165 | 180 |
| Bars Traded | 21281 | 9272 | 12009 | 21281 | 9272 | 12009 |
| Profit Streak | 0 | 53.3832 | 0 | 0 | 53.3832 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -43541 | 319502 | -132634 | -258541 | -583142 | -104845 |
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22149,
"evaluation_days": 1845.75,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1601460000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758820312441,
"expiration_time": 1764463420800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 189,
"offset": 124
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 132,
"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": [
[
637187.6172413292,
554393.9666303443,
82793.6506109856,
213168.2224240449,
-23240.069122704,
236408.2915467489
],
[
637.187617,
554.393967,
82.793651,
213.168222,
-23.240069,
236.408292
],
[
0.345219,
0.300362,
0.044856,
0.061868,
-0.014329,
0.065749
],
[
10,
10,
10,
10,
10,
10
],
[
-133158,
-132876,
-78723,
-487608,
-597226,
-240483
],
[
2.11781,
2.684722,
1.343598,
1.116398,
0.979257,
1.332495
],
[
76,
38,
38,
76,
38,
38
],
[
32,
13,
19,
32,
13,
19
],
[
44,
25,
19,
44,
25,
19
],
[
42.105263,
34.210526,
50,
42.105263,
34.210526,
50
],
[
2.911989,
5.162926,
1.343598,
1.535047,
1.883186,
1.332495
],
[
495753,
495753,
59427,
492454,
492454,
214486
],
[
-41423,
-40102,
-41423,
-164786,
-150344,
-164786
],
[
280,
244,
316,
280,
244,
316
],
[
428,
394,
451,
428,
394,
451
],
[
172,
165,
180,
172,
165,
180
],
[
21281,
9272,
12009,
21281,
9272,
12009
],
[
0,
53.383246,
0,
0,
53.383246,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-43541,
319502,
-132634,
-258541,
-583142,
-104845
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22149,
"evaluation_days": 1845.75,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1601460000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758820312441,
"expiration_time": 1764463420800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 189,
"offset": 124
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 132,
"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) |
|---|