| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1027956.2985 | 914114.4468 | 113841.8517 | 997226.2015 | 472367.1135 | 524859.088 |
| Total P&L (%) | 1027.9563 | 914.1144 | 113.8419 | 997.2262 | 472.3671 | 524.8591 |
| Avg Daily Profit (%) | 0.5567 | 0.4951 | 0.0617 | 0.1298 | 0.0945 | 0.0993 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122050 | -90240 | -42945 | -3270359 | -2266908 | -1099598 |
| Profit Factor | 4.0394 | 5.82 | 1.7663 | 1.1502 | 1.1267 | 1.1803 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 18 | 10 | 8 | 18 | 10 | 8 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 30.5085 | 33.3333 | 27.5862 | 30.5085 | 33.3333 | 27.5862 |
| Ratio Avg Win / Avg Loss | 9.2009 | 11.6401 | 4.6365 | 2.62 | 2.2535 | 3.0983 |
| Largest Winning Trade | 907036 | 907036 | 80246 | 1579127 | 1579127 | 1086641 |
| Largest Losing Trade | -27257 | -27257 | -20001 | -872808 | -586238 | -872808 |
| Avg Bars in Trades | 121 | 90 | 153 | 121 | 90 | 153 |
| Avg Bars in Winners | 315 | 202 | 456 | 315 | 202 | 456 |
| Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
| Bars Traded | 7151 | 2704 | 4447 | 7151 | 2704 | 4447 |
| 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 | -169180 | 447368 | -125724 | -260820 | -153293 | -99547 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759016364527,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 18,
"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": [
[
1027956.2985058497,
914114.4467740259,
113841.8517318235,
997226.2014722889,
472367.1134928759,
524859.0879794126
],
[
1027.956299,
914.114447,
113.841852,
997.226201,
472.367113,
524.859088
],
[
0.556705,
0.495053,
0.061653,
0.129809,
0.094527,
0.099283
],
[
10,
10,
10,
10,
10,
10
],
[
-122050,
-90240,
-42945,
-3270359,
-2266908,
-1099598
],
[
4.0394,
5.820043,
1.766293,
1.15024,
1.126747,
1.18032
],
[
59,
30,
29,
59,
30,
29
],
[
18,
10,
8,
18,
10,
8
],
[
41,
20,
21,
41,
20,
21
],
[
30.508475,
33.333333,
27.586207,
30.508475,
33.333333,
27.586207
],
[
9.200855,
11.640086,
4.63652,
2.61999,
2.253493,
3.09834
],
[
907036,
907036,
80246,
1579127,
1579127,
1086641
],
[
-27257,
-27257,
-20001,
-872808,
-586238,
-872808
],
[
121,
90,
153,
121,
90,
153
],
[
315,
202,
456,
315,
202,
456
],
[
35,
33,
37,
35,
33,
37
],
[
7151,
2704,
4447,
7151,
2704,
4447
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-169180,
447368,
-125724,
-260820,
-153293,
-99547
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759016364527,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 18,
"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) |
|---|