| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 342846.971 | 328492.7492 | 14354.2218 | -24296.8216 | -187353.8851 | 163057.0635 |
| Total P&L (%) | 342.847 | 328.4927 | 14.3542 | -24.2968 | -187.3539 | 163.0571 |
| Avg Daily Profit (%) | 0.1857 | 0.1779 | 0.0078 | -0.0151 | 0 | 0.0524 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172746 | -153828 | -38543 | -1344139 | -1316338 | -165515 |
| Profit Factor | 1.6915 | 1.8837 | 1.1157 | 0.9893 | 0.9005 | 1.4279 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Profitability (%) | 45.9016 | 50 | 41.9355 | 45.9016 | 50 | 41.9355 |
| Ratio Avg Win / Avg Loss | 1.9936 | 1.8837 | 1.5448 | 1.1659 | 0.9005 | 1.9771 |
| Largest Winning Trade | 132593 | 132593 | 27352 | 526198 | 526198 | 222439 |
| Largest Losing Trade | -82925 | -82925 | -19304 | -1146217 | -1146217 | -163949 |
| Avg Bars in Trades | 171 | 332 | 15 | 171 | 332 | 15 |
| Avg Bars in Winners | 143 | 255 | 14 | 143 | 255 | 14 |
| Avg Bars in Losers | 194 | 408 | 16 | 194 | 408 | 16 |
| Bars Traded | 10447 | 9966 | 481 | 10447 | 9966 | 481 |
| 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 | -156889 | 394584 | -307821 | -746704 | -580825 | -123862 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11078,
"evaluation_days": 1846.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1600776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879254592,
"expiration_time": 1763500896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 67,
"offset": 0,
"std": 1.39835
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 110,
"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": [
[
342846.9709620114,
328492.7491758407,
14354.2217861705,
-24296.8216039362,
-187353.8851127832,
163057.0635088471
],
[
342.846971,
328.492749,
14.354222,
-24.296822,
-187.353885,
163.057064
],
[
0.185691,
0.177917,
0.007774,
-0.015075,
0,
0.052399
],
[
10,
10,
10,
10,
10,
10
],
[
-172746,
-153828,
-38543,
-1344139,
-1316338,
-165515
],
[
1.69151,
1.883739,
1.115679,
0.98927,
0.900515,
1.427901
],
[
61,
30,
31,
61,
30,
31
],
[
28,
15,
13,
28,
15,
13
],
[
33,
15,
18,
33,
15,
18
],
[
45.901639,
50,
41.935484,
45.901639,
50,
41.935484
],
[
1.993565,
1.883739,
1.544786,
1.165925,
0.900515,
1.977094
],
[
132593,
132593,
27352,
526198,
526198,
222439
],
[
-82925,
-82925,
-19304,
-1146217,
-1146217,
-163949
],
[
171,
332,
15,
171,
332,
15
],
[
143,
255,
14,
143,
255,
14
],
[
194,
408,
16,
194,
408,
16
],
[
10447,
9966,
481,
10447,
9966,
481
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-156889,
394584,
-307821,
-746704,
-580825,
-123862
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11078,
"evaluation_days": 1846.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1600776000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758879254592,
"expiration_time": 1763500896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 67,
"offset": 0,
"std": 1.39835
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 110,
"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) |
|---|