| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 877162.4799 | 854409.5056 | 22752.9744 | -224629.9477 | 1244270.8904 | -1468900.8381 |
| Total P&L (%) | 877.1625 | 854.4095 | 22.753 | -224.6299 | 1244.2709 | -1468.9008 |
| Avg Daily Profit (%) | 0.4719 | 0.4597 | 0.0122 | 0 | 0.1399 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -250484 | -158734 | -136667 | -2677480 | -1099881 | -1731364 |
| Profit Factor | 2.1893 | 3.1227 | 1.0679 | 0.9356 | 1.8303 | 0.2613 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 41 | 16 | 25 | 52 | 31 | 21 |
| Losing Trades | 50 | 30 | 20 | 39 | 15 | 24 |
| Profitability (%) | 45.0549 | 34.7826 | 55.5556 | 57.1429 | 67.3913 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.6699 | 5.855 | 0.8543 | 0.7017 | 0.8856 | 0.2986 |
| Largest Winning Trade | 851604 | 851604 | 52844 | 1883019 | 1883019 | 133585 |
| Largest Losing Trade | -125042 | -51094 | -125042 | -1422785 | -1099881 | -1422785 |
| Avg Bars in Trades | 78 | 74 | 83 | 78 | 74 | 83 |
| Avg Bars in Winners | 113 | 128 | 104 | 61 | 63 | 57 |
| Avg Bars in Losers | 50 | 45 | 58 | 102 | 96 | 106 |
| Bars Traded | 7182 | 3407 | 3776 | 7182 | 3407 | 3776 |
| Profit Streak | 0 | 0 | 0 | 25.7256 | 25.7256 | 32.9756 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462494 | 373666 | -328237 | -578588 | -2300 | -581467 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7435,
"evaluation_days": 1858.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759793091396,
"expiration_time": 1764591480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 70,
"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": [
[
877162.4799338809,
854409.5055826203,
22752.9743512603,
-224629.9476882008,
1244270.8904162326,
-1468900.838104435
],
[
877.16248,
854.409506,
22.752974,
-224.629948,
1244.27089,
-1468.900838
],
[
0.47191,
0.459669,
0.012241,
0,
0.139893,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-250484,
-158734,
-136667,
-2677480,
-1099881,
-1731364
],
[
2.189328,
3.12267,
1.067917,
0.93558,
1.830328,
0.261268
],
[
91,
46,
45,
91,
46,
45
],
[
41,
16,
25,
52,
31,
21
],
[
50,
30,
20,
39,
15,
24
],
[
45.054945,
34.782609,
55.555556,
57.142857,
67.391304,
46.666667
],
[
2.669912,
5.855006,
0.854334,
0.701685,
0.885642,
0.298592
],
[
851604,
851604,
52844,
1883019,
1883019,
133585
],
[
-125042,
-51094,
-125042,
-1422785,
-1099881,
-1422785
],
[
78,
74,
83,
78,
74,
83
],
[
113,
128,
104,
61,
63,
57
],
[
50,
45,
58,
102,
96,
106
],
[
7182,
3407,
3776,
7182,
3407,
3776
],
[
0,
0,
0,
25.725595,
25.725595,
32.975595
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462494,
373666,
-328237,
-578588,
-2300,
-581467
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7435,
"evaluation_days": 1858.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602504000000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759793091396,
"expiration_time": 1764591480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 70,
"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) |
|---|