| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 540862.9088 | 385974.7503 | 154888.1585 | 663379.8709 | 916713.6977 | -253333.8268 |
| Total P&L (%) | 540.8629 | 385.9748 | 154.8882 | 663.3799 | 916.7137 | -253.3338 |
| Avg Daily Profit (%) | 0.2905 | 0.2073 | 0.0832 | 0.1092 | 0.1247 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136183 | -107089 | -80026 | -3675382 | -2171726 | -3262541 |
| Profit Factor | 1.7397 | 1.9394 | 1.4835 | 1.0528 | 1.1474 | 0.9601 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 58.2734 | 59.4203 | 57.1429 | 58.2734 | 59.4203 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.2457 | 1.3245 | 1.1127 | 0.7538 | 0.7836 | 0.7201 |
| Largest Winning Trade | 116570 | 116570 | 37869 | 1622708 | 1622708 | 575022 |
| Largest Losing Trade | -78072 | -51864 | -78072 | -3212870 | -645757 | -3212870 |
| Avg Bars in Trades | 76 | 91 | 61 | 76 | 91 | 61 |
| Avg Bars in Winners | 63 | 63 | 62 | 63 | 63 | 62 |
| Avg Bars in Losers | 95 | 132 | 60 | 95 | 132 | 60 |
| Bars Traded | 10655 | 6334 | 4321 | 10655 | 6334 | 4321 |
| Profit Streak | 56.0078 | 0 | 168.8411 | 56.0078 | 0 | 168.8411 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 468013 | -90203 | -172568 | -208864 | -186737 | -672678 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11170,
"evaluation_days": 1861.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602360000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760055070388,
"expiration_time": 1764865440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 212,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
540862.9087971757,
385974.750303359,
154888.1584938171,
663379.870949992,
916713.6977359683,
-253333.8267859754
],
[
540.862909,
385.97475,
154.888158,
663.379871,
916.713698,
-253.333827
],
[
0.290526,
0.207327,
0.083199,
0.10924,
0.124652,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-136183,
-107089,
-80026,
-3675382,
-2171726,
-3262541
],
[
1.739688,
1.939379,
1.48354,
1.052785,
1.147366,
0.960086
],
[
139,
69,
70,
139,
69,
70
],
[
81,
41,
40,
81,
41,
40
],
[
58,
28,
30,
58,
28,
30
],
[
58.273381,
59.42029,
57.142857,
58.273381,
59.42029,
57.142857
],
[
1.245702,
1.324454,
1.112655,
0.753846,
0.783567,
0.720065
],
[
116570,
116570,
37869,
1622708,
1622708,
575022
],
[
-78072,
-51864,
-78072,
-3212870,
-645757,
-3212870
],
[
76,
91,
61,
76,
91,
61
],
[
63,
63,
62,
63,
63,
62
],
[
95,
132,
60,
95,
132,
60
],
[
10655,
6334,
4321,
10655,
6334,
4321
],
[
56.007759,
0,
168.841092,
56.007759,
0,
168.841092
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
468013,
-90203,
-172568,
-208864,
-186737,
-672678
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11170,
"evaluation_days": 1861.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602360000000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760055070388,
"expiration_time": 1764865440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 212,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|