| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462444.5133 | 457860.1406 | 4584.3727 | -39185.1329 | 290619.3154 | -329804.4483 |
| Total P&L (%) | 462.4445 | 457.8601 | 4.5844 | -39.1851 | 290.6193 | -329.8044 |
| Avg Daily Profit (%) | 0.2485 | 0.2461 | 0.0025 | -0.0267 | 0.0733 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195155 | -168289 | -99385 | -1013155 | -686696 | -448815 |
| Profit Factor | 1.7817 | 2.512 | 1.0159 | 0.973 | 1.3619 | 0.4901 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 43.4783 | 40 | 47.0588 | 43.4783 | 40 | 47.0588 |
| Ratio Avg Win / Avg Loss | 2.3161 | 3.7681 | 1.1429 | 1.2649 | 2.0429 | 0.5514 |
| Largest Winning Trade | 474641 | 474641 | 59908 | 861222 | 861222 | 98682 |
| Largest Losing Trade | -57698 | -55658 | -57698 | -398499 | -360254 | -398499 |
| Avg Bars in Trades | 77 | 66 | 90 | 77 | 66 | 90 |
| Avg Bars in Winners | 114 | 104 | 123 | 114 | 104 | 123 |
| Avg Bars in Losers | 49 | 40 | 60 | 49 | 40 | 60 |
| Bars Traded | 5372 | 2312 | 3060 | 5372 | 2312 | 3060 |
| 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 | -97399 | 320568 | -559526 | -687925 | -97455 | -581939 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759968822076,
"expiration_time": 1764762048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 96,
"offset": 0,
"std": 3.46398
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 52,
"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": [
[
462444.5133151935,
457860.1405903975,
4584.3727247963,
-39185.1329154122,
290619.3154224834,
-329804.4483378958
],
[
462.444513,
457.860141,
4.584373,
-39.185133,
290.619315,
-329.804448
],
[
0.248537,
0.246073,
0.002464,
-0.026725,
0.073257,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-195155,
-168289,
-99385,
-1013155,
-686696,
-448815
],
[
1.781653,
2.512039,
1.015873,
0.972974,
1.361901,
0.490144
],
[
69,
35,
34,
69,
35,
34
],
[
30,
14,
16,
30,
14,
16
],
[
39,
21,
18,
39,
21,
18
],
[
43.478261,
40,
47.058824,
43.478261,
40,
47.058824
],
[
2.316148,
3.768059,
1.142857,
1.264866,
2.042851,
0.551412
],
[
474641,
474641,
59908,
861222,
861222,
98682
],
[
-57698,
-55658,
-57698,
-398499,
-360254,
-398499
],
[
77,
66,
90,
77,
66,
90
],
[
114,
104,
123,
114,
104,
123
],
[
49,
40,
60,
49,
40,
60
],
[
5372,
2312,
3060,
5372,
2312,
3060
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97399,
320568,
-559526,
-687925,
-97455,
-581939
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5582,
"evaluation_days": 1860.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759968822076,
"expiration_time": 1764762048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 96,
"offset": 0,
"std": 3.46398
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 52,
"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) |
|---|