| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 703107.8919 | 639976.9756 | 63130.9163 | 110102.7635 | 7712.096 | 102390.6675 |
| Total P&L (%) | 703.1079 | 639.977 | 63.1309 | 110.1028 | 7.7121 | 102.3907 |
| Avg Daily Profit (%) | 0.3797 | 0.3456 | 0.0341 | 0.0401 | 0.004 | 0.0381 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -171551 | -108481 | -75083 | -939800 | -1021866 | -389505 |
| Profit Factor | 1.9557 | 2.4191 | 1.2218 | 1.0303 | 1.0033 | 1.078 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
| Profitability (%) | 37.931 | 32.7586 | 43.1034 | 37.931 | 32.7586 | 43.1034 |
| Ratio Avg Win / Avg Loss | 3.2003 | 4.9655 | 1.6127 | 1.686 | 2.0595 | 1.4229 |
| Largest Winning Trade | 518293 | 518293 | 56098 | 895534 | 895534 | 255548 |
| Largest Losing Trade | -58600 | -58600 | -21279 | -330663 | -330663 | -210884 |
| Avg Bars in Trades | 187 | 209 | 165 | 187 | 209 | 165 |
| Avg Bars in Winners | 284 | 351 | 233 | 284 | 351 | 233 |
| Avg Bars in Losers | 127 | 140 | 112 | 127 | 140 | 112 |
| Bars Traded | 21737 | 12163 | 9574 | 21737 | 12163 | 9574 |
| Profit Streak | 0 | 0 | 51.7338 | 0 | 0 | 51.7338 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320502 | -173147 | -328842 | -329781 | -756028 | -458535 |
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22222,
"evaluation_days": 1851.83,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1601841600000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759253803684,
"expiration_time": 1765007942400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 117,
"offset": 249
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 40,
"offset": 0,
"std": 2.09342
}
}
} {
"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": [
[
703107.8919223037,
639976.9756460247,
63130.916276279,
110102.7634798643,
7712.0960104413,
102390.667469423
],
[
703.107892,
639.976976,
63.130916,
110.102763,
7.712096,
102.390667
],
[
0.379683,
0.345592,
0.034091,
0.0401,
0.004012,
0.038079
],
[
10,
10,
10,
10,
10,
10
],
[
-171551,
-108481,
-75083,
-939800,
-1021866,
-389505
],
[
1.955743,
2.419077,
1.221757,
1.030327,
1.003328,
1.077978
],
[
116,
58,
58,
116,
58,
58
],
[
44,
19,
25,
44,
19,
25
],
[
72,
39,
33,
72,
39,
33
],
[
37.931034,
32.758621,
43.103448,
37.931034,
32.758621,
43.103448
],
[
3.200306,
4.965474,
1.612719,
1.685989,
2.059462,
1.42293
],
[
518293,
518293,
56098,
895534,
895534,
255548
],
[
-58600,
-58600,
-21279,
-330663,
-330663,
-210884
],
[
187,
209,
165,
187,
209,
165
],
[
284,
351,
233,
284,
351,
233
],
[
127,
140,
112,
127,
140,
112
],
[
21737,
12163,
9574,
21737,
12163,
9574
],
[
0,
0,
51.733839,
0,
0,
51.733839
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320502,
-173147,
-328842,
-329781,
-756028,
-458535
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22222,
"evaluation_days": 1851.83,
"actual_first_datapoint_time": 1599213600000,
"first_datapoint_time": 1601841600000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759253803684,
"expiration_time": 1765007942400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 117,
"offset": 249
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 40,
"offset": 0,
"std": 2.09342
}
}
}
| # | 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) |
|---|