| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 837778.3837 | 672526.1951 | 165252.1886 | 1941373.173 | -103869.2561 | 2045242.4291 |
| Total P&L (%) | 837.7784 | 672.5262 | 165.2522 | 1941.3732 | -103.8693 | 2045.2424 |
| Avg Daily Profit (%) | 0.4521 | 0.3629 | 0.0892 | 0.1629 | 0 | 0.1656 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98070 | -85499 | -52950 | -1693815 | -1399048 | -1155982 |
| Profit Factor | 2.8554 | 3.9049 | 1.751 | 1.2909 | 0.9718 | 1.6831 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
| Profitability (%) | 42.8571 | 36.9565 | 48.8889 | 42.8571 | 36.9565 | 48.8889 |
| Ratio Avg Win / Avg Loss | 3.8071 | 6.6613 | 1.8306 | 1.7212 | 1.6577 | 1.7596 |
| Largest Winning Trade | 576887 | 576887 | 58477 | 977738 | 977738 | 835335 |
| Largest Losing Trade | -25428 | -24692 | -25428 | -556669 | -556669 | -505183 |
| Avg Bars in Trades | 78 | 60 | 97 | 78 | 60 | 97 |
| Avg Bars in Winners | 123 | 89 | 148 | 123 | 89 | 148 |
| Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
| Bars Traded | 7157 | 2781 | 4376 | 7157 | 2781 | 4376 |
| 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 | 471907 | 411241 | -70944 | 227699 | -582999 | 380383 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7412,
"evaluation_days": 1853,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602871200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759292332495,
"expiration_time": 1764079776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 171,
"offset": 0
}
},
"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": [
[
837778.3837176829,
672526.1951299652,
165252.1885877176,
1941373.1729934888,
-103869.2560832832,
2045242.4290767726
],
[
837.778384,
672.526195,
165.252189,
1941.373173,
-103.869256,
2045.242429
],
[
0.45212,
0.362939,
0.089181,
0.162907,
0,
0.16559
],
[
10,
10,
10,
10,
10,
10
],
[
-98070,
-85499,
-52950,
-1693815,
-1399048,
-1155982
],
[
2.855357,
3.904901,
1.751039,
1.290888,
0.971774,
1.683104
],
[
91,
46,
45,
91,
46,
45
],
[
39,
17,
22,
39,
17,
22
],
[
52,
29,
23,
52,
29,
23
],
[
42.857143,
36.956522,
48.888889,
42.857143,
36.956522,
48.888889
],
[
3.807142,
6.661302,
1.830632,
1.721184,
1.657732,
1.759609
],
[
576887,
576887,
58477,
977738,
977738,
835335
],
[
-25428,
-24692,
-25428,
-556669,
-556669,
-505183
],
[
78,
60,
97,
78,
60,
97
],
[
123,
89,
148,
123,
89,
148
],
[
45,
43,
47,
45,
43,
47
],
[
7157,
2781,
4376,
7157,
2781,
4376
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471907,
411241,
-70944,
227699,
-582999,
380383
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7412,
"evaluation_days": 1853,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602871200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759292332495,
"expiration_time": 1764079776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 171,
"offset": 0
}
},
"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) |
|---|