| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1170334.3059 | 1032543.9442 | 137790.3617 | 705730.1044 | 528328.48 | 177401.6244 |
| Total P&L (%) | 1170.3343 | 1032.5439 | 137.7904 | 705.7301 | 528.3285 | 177.4016 |
| Avg Daily Profit (%) | 0.6338 | 0.5592 | 0.0746 | 0.1131 | 0.0996 | 0.0553 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102082 | -129426 | -68808 | -4815387 | -3991713 | -2856679 |
| Profit Factor | 3.2447 | 5.2255 | 1.4974 | 1.0532 | 1.0933 | 1.0233 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
| Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
| Profitability (%) | 51.2195 | 41.4634 | 60.9756 | 51.2195 | 41.4634 | 60.9756 |
| Ratio Avg Win / Avg Loss | 3.0902 | 7.3772 | 0.9583 | 1.003 | 1.5435 | 0.6549 |
| Largest Winning Trade | 989958 | 989958 | 62136 | 2549645 | 2549645 | 1402580 |
| Largest Losing Trade | -56103 | -30807 | -56103 | -2707024 | -852259 | -2707024 |
| Avg Bars in Trades | 85 | 91 | 80 | 85 | 91 | 80 |
| Avg Bars in Winners | 106 | 122 | 95 | 106 | 122 | 95 |
| Avg Bars in Losers | 64 | 69 | 56 | 64 | 69 | 56 |
| Bars Traded | 7047 | 3756 | 3291 | 7047 | 3756 | 3291 |
| Profit Streak | 65.9638 | 99.7138 | 65.9638 | 65.9638 | 99.7138 | 65.9638 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 370785 | 588391 | -91669 | -211310 | -179147 | -313631 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758971275091,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 116,
"offset": 140
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 186,
"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": [
[
1170334.3058621967,
1032543.9441663041,
137790.3616958932,
705730.1043753778,
528328.4799943026,
177401.6243810743
],
[
1170.334306,
1032.543944,
137.790362,
705.730104,
528.32848,
177.401624
],
[
0.633812,
0.55919,
0.074622,
0.113066,
0.099583,
0.055271
],
[
10,
10,
10,
10,
10,
10
],
[
-102082,
-129426,
-68808,
-4815387,
-3991713,
-2856679
],
[
3.244704,
5.225527,
1.497407,
1.053182,
1.093277,
1.023324
],
[
82,
41,
41,
82,
41,
41
],
[
42,
17,
25,
42,
17,
25
],
[
40,
24,
16,
40,
24,
16
],
[
51.219512,
41.463415,
60.97561,
51.219512,
41.463415,
60.97561
],
[
3.090194,
7.377215,
0.958341,
1.00303,
1.54345,
0.654927
],
[
989958,
989958,
62136,
2549645,
2549645,
1402580
],
[
-56103,
-30807,
-56103,
-2707024,
-852259,
-2707024
],
[
85,
91,
80,
85,
91,
80
],
[
106,
122,
95,
106,
122,
95
],
[
64,
69,
56,
64,
69,
56
],
[
7047,
3756,
3291,
7047,
3756,
3291
],
[
65.963832,
99.713832,
65.963832,
65.963832,
99.713832,
65.963832
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370785,
588391,
-91669,
-211310,
-179147,
-313631
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7386,
"evaluation_days": 1846.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1604707200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758971275091,
"expiration_time": 1763501328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 116,
"offset": 140
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 186,
"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) |
|---|