| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 614390.2565 | 559539.7498 | 54850.5067 | 128349.411 | 72474.3668 | 55875.0442 |
| Total P&L (%) | 614.3903 | 559.5398 | 54.8505 | 128.3494 | 72.4744 | 55.875 |
| Avg Daily Profit (%) | 0.3307 | 0.3012 | 0.0295 | 0.0445 | 0.0293 | 0.0239 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158960 | -117973 | -84499 | -491757 | -450388 | -278055 |
| Profit Factor | 2.1911 | 3.1719 | 1.2124 | 1.0929 | 1.0986 | 1.0864 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 35.5932 | 33.3333 | 37.931 | 35.5932 | 33.3333 | 37.931 |
| Ratio Avg Win / Avg Loss | 3.9648 | 6.3439 | 1.984 | 1.9776 | 2.1971 | 1.7777 |
| Largest Winning Trade | 562863 | 562863 | 65126 | 467165 | 467165 | 199147 |
| Largest Losing Trade | -49583 | -49583 | -31749 | -163049 | -163049 | -122310 |
| Avg Bars in Trades | 90 | 72 | 109 | 90 | 72 | 109 |
| Avg Bars in Winners | 168 | 136 | 197 | 168 | 136 | 197 |
| Avg Bars in Losers | 48 | 41 | 56 | 48 | 41 | 56 |
| Bars Traded | 5368 | 2187 | 3181 | 5368 | 2187 | 3181 |
| 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 | -172056 | 303683 | -158535 | -436171 | -271196 | -291026 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5573,
"evaluation_days": 1857.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1603353600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694045962,
"expiration_time": 1764495072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"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": [
[
614390.2564862558,
559539.7498342234,
54850.5066520322,
128349.4110201121,
72474.3667860198,
55875.0442340922
],
[
614.390256,
559.53975,
54.850507,
128.349411,
72.474367,
55.875044
],
[
0.330732,
0.301205,
0.029527,
0.044458,
0.029346,
0.023898
],
[
10,
10,
10,
10,
10,
10
],
[
-158960,
-117973,
-84499,
-491757,
-450388,
-278055
],
[
2.191056,
3.171942,
1.212422,
1.092867,
1.09857,
1.086384
],
[
59,
30,
29,
59,
30,
29
],
[
21,
10,
11,
21,
10,
11
],
[
38,
20,
18,
38,
20,
18
],
[
35.59322,
33.333333,
37.931034,
35.59322,
33.333333,
37.931034
],
[
3.964768,
6.343885,
1.983963,
1.977568,
2.197141,
1.777719
],
[
562863,
562863,
65126,
467165,
467165,
199147
],
[
-49583,
-49583,
-31749,
-163049,
-163049,
-122310
],
[
90,
72,
109,
90,
72,
109
],
[
168,
136,
197,
168,
136,
197
],
[
48,
41,
56,
48,
41,
56
],
[
5368,
2187,
3181,
5368,
2187,
3181
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-172056,
303683,
-158535,
-436171,
-271196,
-291026
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5573,
"evaluation_days": 1857.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1603353600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759694045962,
"expiration_time": 1764495072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"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) |
|---|