| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 866226.9665 | 691139.9119 | 175087.0546 | 2107951.3217 | 19893.0021 | 2088058.3195 |
| Total P&L (%) | 866.227 | 691.1399 | 175.0871 | 2107.9513 | 19.893 | 2088.0583 |
| Avg Daily Profit (%) | 0.4677 | 0.3732 | 0.0945 | 0.1672 | 0.0098 | 0.1667 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82468 | -69902 | -85675 | -1622396 | -1415227 | -723746 |
| Profit Factor | 2.6017 | 3.391 | 1.6955 | 1.3115 | 1.0048 | 1.7941 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
| Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
| Profitability (%) | 44.1176 | 38.2353 | 50 | 44.1176 | 38.2353 | 50 |
| Ratio Avg Win / Avg Loss | 3.2955 | 5.4777 | 1.6955 | 1.6612 | 1.6232 | 1.7941 |
| Largest Winning Trade | 601157 | 601157 | 65684 | 1221106 | 1221106 | 1101250 |
| Largest Losing Trade | -30282 | -27382 | -30282 | -542274 | -542274 | -382951 |
| Avg Bars in Trades | 80 | 64 | 96 | 80 | 64 | 96 |
| Avg Bars in Winners | 129 | 105 | 147 | 129 | 105 | 147 |
| Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
| Bars Traded | 10958 | 4368 | 6590 | 10958 | 4368 | 6590 |
| 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 | 480962 | -98030 | -172722 | 255437 | -514864 | -98024 |
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11112,
"evaluation_days": 1852,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759210962777,
"expiration_time": 1764005184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 0,
"a": 0.29846
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
866226.9665100753,
691139.911946772,
175087.0545633028,
2107951.3216579026,
19893.0021183661,
2088058.3195395381
],
[
866.226967,
691.139912,
175.087055,
2107.951322,
19.893002,
2088.05832
],
[
0.467725,
0.373186,
0.094539,
0.167237,
0.009797,
0.166748
],
[
10,
10,
10,
10,
10,
10
],
[
-82468,
-69902,
-85675,
-1622396,
-1415227,
-723746
],
[
2.601718,
3.390967,
1.695485,
1.311481,
1.004808,
1.79405
],
[
136,
68,
68,
136,
68,
68
],
[
60,
26,
34,
60,
26,
34
],
[
76,
42,
34,
76,
42,
34
],
[
44.117647,
38.235294,
50,
44.117647,
38.235294,
50
],
[
3.295509,
5.477716,
1.695485,
1.661209,
1.623151,
1.79405
],
[
601157,
601157,
65684,
1221106,
1221106,
1101250
],
[
-30282,
-27382,
-30282,
-542274,
-542274,
-382951
],
[
80,
64,
96,
80,
64,
96
],
[
129,
105,
147,
129,
105,
147
],
[
42,
38,
46,
42,
38,
46
],
[
10958,
4368,
6590,
10958,
4368,
6590
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480962,
-98030,
-172722,
255437,
-514864,
-98024
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11112,
"evaluation_days": 1852,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759210962777,
"expiration_time": 1764005184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 0,
"a": 0.29846
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|