| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -714478.874 | -19706.8859 | -694771.9881 | -87249.5531 | 2055408.3186 | -2142657.8717 |
| Total P&L (%) | -714.4789 | -19.7069 | -694.772 | -87.2496 | 2055.4083 | -2142.6579 |
| Avg Daily Profit (%) | -0.3848 | -0.0106 | -0.3742 | -0.1109 | 0.1655 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -899163 | -253298 | -814065 | -4540023 | -1698549 | -3551969 |
| Profit Factor | 0.6077 | 0.9616 | 0.4686 | 0.9917 | 1.4981 | 0.663 |
| Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
| Winning Trades | 150 | 68 | 82 | 94 | 53 | 41 |
| Losing Trades | 67 | 41 | 26 | 123 | 56 | 67 |
| Profitability (%) | 69.1244 | 62.3853 | 75.9259 | 43.318 | 48.6239 | 37.963 |
| Ratio Avg Win / Avg Loss | 0.2714 | 0.5798 | 0.1486 | 1.2976 | 1.5829 | 1.0835 |
| Largest Winning Trade | 40660 | 40660 | 27864 | 1880369 | 1820309 | 1880369 |
| Largest Losing Trade | -705419 | -47977 | -705419 | -1536091 | -926464 | -1536091 |
| Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
| Avg Bars in Winners | 18 | 16 | 19 | 44 | 42 | 46 |
| Avg Bars in Losers | 68 | 59 | 83 | 25 | 23 | 27 |
| Bars Traded | 7333 | 3569 | 3764 | 7333 | 3569 | 3764 |
| Profit Streak | 0 | 0 | 54.0256 | 0 | 0 | 54.0256 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577163 | -579436 | -575873 | -580574 | 336578 | -582526 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7427,
"evaluation_days": 1856.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599264000000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759624614776,
"expiration_time": 1764413496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.39967,
"nb": 0.33133,
"nc": 0.1
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 3,
"offset": 0,
"multiplier": 3.36345
}
}
} {
"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": [
[
-714478.8739967737,
-19706.8858809222,
-694771.9881158511,
-87249.5531205671,
2055408.3185518729,
-2142657.8716724403
],
[
-714.478874,
-19.706886,
-694.771988,
-87.249553,
2055.408319,
-2142.657872
],
[
-0.384801,
-0.010614,
-0.374187,
-0.110864,
0.16551,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-899163,
-253298,
-814065,
-4540023,
-1698549,
-3551969
],
[
0.607675,
0.961643,
0.46857,
0.991679,
1.498123,
0.663027
],
[
217,
109,
108,
217,
109,
108
],
[
150,
68,
82,
94,
53,
41
],
[
67,
41,
26,
123,
56,
67
],
[
69.124424,
62.385321,
75.925926,
43.317972,
48.623853,
37.962963
],
[
0.271428,
0.579814,
0.148571,
1.297622,
1.582923,
1.083483
],
[
40660,
40660,
27864,
1880369,
1820309,
1880369
],
[
-705419,
-47977,
-705419,
-1536091,
-926464,
-1536091
],
[
33,
32,
34,
33,
32,
34
],
[
18,
16,
19,
44,
42,
46
],
[
68,
59,
83,
25,
23,
27
],
[
7333,
3569,
3764,
7333,
3569,
3764
],
[
0,
0,
54.025634,
0,
0,
54.025634
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577163,
-579436,
-575873,
-580574,
336578,
-582526
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7427,
"evaluation_days": 1856.75,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1599264000000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759624614776,
"expiration_time": 1764413496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.39967,
"nb": 0.33133,
"nc": 0.1
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 3,
"offset": 0,
"multiplier": 3.36345
}
}
}
| # | 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) |
|---|