| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 637282.2661 | 468679.1033 | 168603.1628 | -4832030.4491 | 7708256.189 | -12540286.638 |
| Total P&L (%) | 637.2823 | 468.6791 | 168.6032 | -4832.0304 | 7708.2562 | -12540.2866 |
| Avg Daily Profit (%) | 0.3418 | 0.2514 | 0.0904 | 0 | 0.234 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206468 | -80563 | -143852 | -19652886 | -1975623 | -21874773 |
| Profit Factor | 2.2512 | 3.3 | 1.5518 | 0.8488 | 2.543 | 0.5349 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 45 | 22 | 23 | 41 | 22 | 19 |
| Losing Trades | 29 | 15 | 14 | 33 | 15 | 18 |
| Profitability (%) | 60.8108 | 59.4595 | 62.1622 | 55.4054 | 59.4595 | 51.3514 |
| Ratio Avg Win / Avg Loss | 1.4508 | 2.25 | 0.9446 | 0.6832 | 1.7338 | 0.5067 |
| Largest Winning Trade | 236715 | 236715 | 53000 | 3580095 | 3335317 | 3580095 |
| Largest Losing Trade | -143852 | -30867 | -143852 | -19652886 | -1332570 | -19652886 |
| Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
| Avg Bars in Winners | 80 | 62 | 97 | 83 | 67 | 102 |
| Avg Bars in Losers | 63 | 55 | 71 | 61 | 48 | 71 |
| Bars Traded | 5450 | 2208 | 3242 | 5450 | 2208 | 3242 |
| Profit Streak | 75.0689 | 117.0689 | 75.0689 | 0 | 0 | 0 |
| Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -53155 | 610316 | -69314 | -648577 | 518696 | -580597 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602864000000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760261956383,
"expiration_time": 1765088352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 248,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
637282.2660510297,
468679.1032755503,
168603.1627754798,
-4832030.449073689,
7708256.188951515,
-12540286.638025204
],
[
637.282266,
468.679103,
168.603163,
-4832.030449,
7708.256189,
-12540.286638
],
[
0.341829,
0.251393,
0.090436,
0,
0.234018,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-206468,
-80563,
-143852,
-19652886,
-1975623,
-21874773
],
[
2.251241,
3.299976,
1.551812,
0.848793,
2.542963,
0.534868
],
[
74,
37,
37,
74,
37,
37
],
[
45,
22,
23,
41,
22,
19
],
[
29,
15,
14,
33,
15,
18
],
[
60.810811,
59.459459,
62.162162,
55.405405,
59.459459,
51.351351
],
[
1.4508,
2.249984,
0.944581,
0.683175,
1.733838,
0.506717
],
[
236715,
236715,
53000,
3580095,
3335317,
3580095
],
[
-143852,
-30867,
-143852,
-19652886,
-1332570,
-19652886
],
[
73,
59,
87,
73,
59,
87
],
[
80,
62,
97,
83,
67,
102
],
[
63,
55,
71,
61,
48,
71
],
[
5450,
2208,
3242,
5450,
2208,
3242
],
[
75.06894,
117.06894,
75.06894,
0,
0,
0
],
[
6,
3,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53155,
610316,
-69314,
-648577,
518696,
-580597
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1602864000000,
"last_datapoint_time": 1760256000000,
"evaluation_time": 1760261956383,
"expiration_time": 1765088352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 248,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|