| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 631864.1816 | 702966.5771 | -71102.3954 | -130053.1882 | 145765.2583 | -275818.4466 |
| Total P&L (%) | 631.8642 | 702.9666 | -71.1024 | -130.0532 | 145.7653 | -275.8184 |
| Avg Daily Profit (%) | 0.3401 | 0.3783 | -0.0383 | 0 | 0.0484 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -241136 | -168168 | -156039 | -901505 | -495645 | -453504 |
| Profit Factor | 1.8842 | 3.0501 | 0.8087 | 0.9117 | 1.2005 | 0.63 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 46 | 18 | 28 | 44 | 18 | 26 |
| Losing Trades | 48 | 29 | 19 | 50 | 29 | 21 |
| Profitability (%) | 48.9362 | 38.2979 | 59.5745 | 46.8085 | 38.2979 | 55.3191 |
| Ratio Avg Win / Avg Loss | 1.9661 | 4.914 | 0.5488 | 1.036 | 1.9341 | 0.5089 |
| Largest Winning Trade | 864494 | 864494 | 51868 | 618858 | 618858 | 151471 |
| Largest Losing Trade | -141883 | -58898 | -141883 | -282606 | -191477 | -282606 |
| Avg Bars in Trades | 56 | 47 | 66 | 56 | 47 | 66 |
| Avg Bars in Winners | 78 | 71 | 82 | 79 | 79 | 79 |
| Avg Bars in Losers | 35 | 31 | 41 | 36 | 26 | 49 |
| Bars Traded | 5315 | 2213 | 3102 | 5315 | 2213 | 3102 |
| Profit Streak | 14.5556 | 0 | 16.2223 | 0 | 15.889 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 476614 | 393085 | -578386 | -580101 | -131566 | -580007 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1604217600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759728007269,
"expiration_time": 1764524736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 174
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 91,
"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": [
[
631864.1816420222,
702966.577054153,
-71102.3954121306,
-130053.1882427179,
145765.2583262783,
-275818.4465689961
],
[
631.864182,
702.966577,
-71.102395,
-130.053188,
145.765258,
-275.818447
],
[
0.340078,
0.378346,
-0.038268,
0,
0.048408,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-241136,
-168168,
-156039,
-901505,
-495645,
-453504
],
[
1.884165,
3.050076,
0.808735,
0.911684,
1.200481,
0.630026
],
[
94,
47,
47,
94,
47,
47
],
[
46,
18,
28,
44,
18,
26
],
[
48,
29,
19,
50,
29,
21
],
[
48.93617,
38.297872,
59.574468,
46.808511,
38.297872,
55.319149
],
[
1.966085,
4.914011,
0.548784,
1.036004,
1.934108,
0.508867
],
[
864494,
864494,
51868,
618858,
618858,
151471
],
[
-141883,
-58898,
-141883,
-282606,
-191477,
-282606
],
[
56,
47,
66,
56,
47,
66
],
[
78,
71,
82,
79,
79,
79
],
[
35,
31,
41,
36,
26,
49
],
[
5315,
2213,
3102,
5315,
2213,
3102
],
[
14.55564,
0,
16.222306,
0,
15.888973,
0
],
[
1,
0,
2,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476614,
393085,
-578386,
-580101,
-131566,
-580007
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1604217600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759728007269,
"expiration_time": 1764524736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 174
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 91,
"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) |
|---|