| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1190513.3336 | 1178577.8949 | 11935.4388 | -38809.8355 | 43516.0535 | -82325.889 |
| Total P&L (%) | 1190.5133 | 1178.5779 | 11.9354 | -38.8098 | 43.5161 | -82.3259 |
| Avg Daily Profit (%) | 0.6431 | 0.6367 | 0.0064 | -0.0265 | 0.0195 | -0.0936 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161317 | -159568 | -62072 | -1490914 | -1292414 | -235206 |
| Profit Factor | 3.0147 | 3.8365 | 1.068 | 0.9848 | 1.0214 | 0.8399 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
| Profitability (%) | 45.5882 | 35.2941 | 55.8824 | 45.5882 | 35.2941 | 55.8824 |
| Ratio Avg Win / Avg Loss | 3.5982 | 7.0335 | 0.8432 | 1.1754 | 1.8726 | 0.663 |
| Largest Winning Trade | 1335931 | 1335931 | 27961 | 1335931 | 1335931 | 116173 |
| Largest Losing Trade | -52686 | -52686 | -32309 | -739946 | -739946 | -135445 |
| Avg Bars in Trades | 151 | 217 | 85 | 151 | 217 | 85 |
| Avg Bars in Winners | 182 | 313 | 99 | 182 | 313 | 99 |
| Avg Bars in Losers | 125 | 165 | 67 | 125 | 165 | 67 |
| Bars Traded | 10299 | 7399 | 2900 | 10299 | 7399 | 2900 |
| 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 | -97909 | 467116 | -436371 | -694604 | -370305 | -580032 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11107,
"evaluation_days": 1851.17,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1603656000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759141944648,
"expiration_time": 1763931024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 134,
"offset": 176
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 86,
"offset": 0,
"std": 3.85983
}
}
} {
"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": [
[
1190513.3336427254,
1178577.8948900478,
11935.4387526776,
-38809.8355220881,
43516.0534737296,
-82325.8889958178
],
[
1190.513334,
1178.577895,
11.935439,
-38.809836,
43.516053,
-82.325889
],
[
0.643114,
0.636666,
0.006448,
-0.02653,
0.019518,
-0.093576
],
[
10,
10,
10,
10,
10,
10
],
[
-161317,
-159568,
-62072,
-1490914,
-1292414,
-235206
],
[
3.014704,
3.83646,
1.068046,
0.984766,
1.021399,
0.839859
],
[
68,
34,
34,
68,
34,
34
],
[
31,
12,
19,
31,
12,
19
],
[
37,
22,
15,
37,
22,
15
],
[
45.588235,
35.294118,
55.882353,
45.588235,
35.294118,
55.882353
],
[
3.598196,
7.03351,
0.843194,
1.175366,
1.872566,
0.663047
],
[
1335931,
1335931,
27961,
1335931,
1335931,
116173
],
[
-52686,
-52686,
-32309,
-739946,
-739946,
-135445
],
[
151,
217,
85,
151,
217,
85
],
[
182,
313,
99,
182,
313,
99
],
[
125,
165,
67,
125,
165,
67
],
[
10299,
7399,
2900,
10299,
7399,
2900
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97909,
467116,
-436371,
-694604,
-370305,
-580032
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11107,
"evaluation_days": 1851.17,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1603656000000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759141944648,
"expiration_time": 1763931024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 134,
"offset": 176
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 86,
"offset": 0,
"std": 3.85983
}
}
}
| # | 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) |
|---|