| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 707121.34 | 607900.6143 | 99220.7257 | 321587.1193 | 606643.3271 | -285056.2078 |
| Total P&L (%) | 707.1213 | 607.9006 | 99.2207 | 321.5871 | 606.6433 | -285.0562 |
| Avg Daily Profit (%) | 0.3806 | 0.3272 | 0.0534 | 0.0775 | 0.1053 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138175 | -77614 | -87880 | -1163428 | -705057 | -984020 |
| Profit Factor | 2.2927 | 3.1013 | 1.385 | 1.075 | 1.2895 | 0.8698 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Profitability (%) | 44.7761 | 38.2353 | 51.5152 | 44.7761 | 38.2353 | 51.5152 |
| Ratio Avg Win / Avg Loss | 2.8276 | 5.0098 | 1.3035 | 1.3259 | 2.083 | 0.8187 |
| Largest Winning Trade | 548904 | 548904 | 61513 | 802195 | 802195 | 398751 |
| Largest Losing Trade | -56877 | -33753 | -56877 | -598890 | -382953 | -598890 |
| Avg Bars in Trades | 79 | 59 | 100 | 79 | 59 | 100 |
| Avg Bars in Winners | 111 | 67 | 145 | 111 | 67 | 145 |
| Avg Bars in Losers | 53 | 55 | 52 | 53 | 55 | 52 |
| Bars Traded | 5334 | 2032 | 3302 | 5334 | 2032 | 3302 |
| 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 | -109362 | 376484 | -120828 | -350799 | -55458 | -580606 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759728013794,
"expiration_time": 1764524736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 109,
"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": [
[
707121.3399877498,
607900.6143045619,
99220.7256831879,
321587.1192792291,
606643.3270649979,
-285056.2077857685
],
[
707.12134,
607.900614,
99.220726,
321.587119,
606.643327,
-285.056208
],
[
0.380582,
0.32718,
0.053402,
0.077471,
0.105295,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-138175,
-77614,
-87880,
-1163428,
-705057,
-984020
],
[
2.292662,
3.101306,
1.384978,
1.075044,
1.289476,
0.869817
],
[
67,
34,
33,
67,
34,
33
],
[
30,
13,
17,
30,
13,
17
],
[
37,
21,
16,
37,
21,
16
],
[
44.776119,
38.235294,
51.515152,
44.776119,
38.235294,
51.515152
],
[
2.827617,
5.009803,
1.303509,
1.325888,
2.083,
0.818651
],
[
548904,
548904,
61513,
802195,
802195,
398751
],
[
-56877,
-33753,
-56877,
-598890,
-382953,
-598890
],
[
79,
59,
100,
79,
59,
100
],
[
111,
67,
145,
111,
67,
145
],
[
53,
55,
52,
53,
55,
52
],
[
5334,
2032,
3302,
5334,
2032,
3302
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109362,
376484,
-120828,
-350799,
-55458,
-580606
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5574,
"evaluation_days": 1858,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602806400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759728013794,
"expiration_time": 1764524736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 109,
"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) |
|---|