| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -557187.0058 | 151030.2713 | -708217.2771 | -588732.1571 | 2444936.5533 | -3033668.7104 |
| Total P&L (%) | -557.187 | 151.0303 | -708.2173 | -588.7322 | 2444.9366 | -3033.6687 |
| Avg Daily Profit (%) | -0.3018 | 0.0818 | -0.3835 | 0 | 0.1754 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -923293 | -194606 | -877362 | -4268920 | -2565302 | -3564150 |
| Profit Factor | 0.6091 | 1.4108 | 0.3304 | 0.9277 | 1.7431 | 0.3753 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 34 | 16 | 18 | 39 | 22 | 17 |
| Losing Trades | 38 | 20 | 18 | 33 | 14 | 19 |
| Profitability (%) | 47.2222 | 44.4444 | 50 | 54.1667 | 61.1111 | 47.2222 |
| Ratio Avg Win / Avg Loss | 0.6807 | 1.7635 | 0.3304 | 0.785 | 1.1093 | 0.4195 |
| Largest Winning Trade | 147478 | 147478 | 55089 | 1316104 | 1316104 | 498166 |
| Largest Losing Trade | -862898 | -48138 | -862898 | -1732181 | -970076 | -1732181 |
| Avg Bars in Trades | 98 | 115 | 82 | 98 | 115 | 82 |
| Avg Bars in Winners | 73 | 62 | 82 | 103 | 146 | 47 |
| Avg Bars in Losers | 121 | 157 | 82 | 93 | 65 | 114 |
| Bars Traded | 7121 | 4141 | 2980 | 7121 | 4141 | 2980 |
| Profit Streak | 0 | 0 | 0 | 18.2356 | 18.2356 | 82.7356 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -665635 | -84039 | -580780 | -662671 | 432827 | -580898 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759016360105,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 237,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
-557187.0057891062,
151030.2713335155,
-708217.2771226217,
-588732.1570593395,
2444936.5533048827,
-3033668.710364222
],
[
-557.187006,
151.030271,
-708.217277,
-588.732157,
2444.936553,
-3033.66871
],
[
-0.301753,
0.081793,
-0.383546,
0,
0.175442,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-923293,
-194606,
-877362,
-4268920,
-2565302,
-3564150
],
[
0.609068,
1.410791,
0.330367,
0.927733,
1.743114,
0.375335
],
[
72,
36,
36,
72,
36,
36
],
[
34,
16,
18,
39,
22,
17
],
[
38,
20,
18,
33,
14,
19
],
[
47.222222,
44.444444,
50,
54.166667,
61.111111,
47.222222
],
[
0.680723,
1.763489,
0.330367,
0.785005,
1.109254,
0.419492
],
[
147478,
147478,
55089,
1316104,
1316104,
498166
],
[
-862898,
-48138,
-862898,
-1732181,
-970076,
-1732181
],
[
98,
115,
82,
98,
115,
82
],
[
73,
62,
82,
103,
146,
47
],
[
121,
157,
82,
93,
65,
114
],
[
7121,
4141,
2980,
7121,
4141,
2980
],
[
0,
0,
0,
18.235649,
18.235649,
82.735649
],
[
0,
0,
0,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-665635,
-84039,
-580780,
-662671,
432827,
-580898
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759016360105,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 237,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|