| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 395531.6849 | 328991.5447 | 66540.1401 | 75910.8724 | 146418.464 | -70507.5916 |
| Total P&L (%) | 395.5317 | 328.9915 | 66.5401 | 75.9109 | 146.4185 | -70.5076 |
| Avg Daily Profit (%) | 0.2123 | 0.1766 | 0.0357 | 0.0303 | 0.0484 | -0.0655 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124761 | -144582 | -92318 | -524448 | -524926 | -331580 |
| Profit Factor | 1.5362 | 1.8552 | 1.1885 | 1.0325 | 1.1189 | 0.9361 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
| Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
| Profitability (%) | 46.0177 | 39.2857 | 52.6316 | 46.0177 | 39.2857 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.8021 | 2.8672 | 1.0696 | 1.2112 | 1.7292 | 0.8425 |
| Largest Winning Trade | 241231 | 241231 | 53678 | 388086 | 388086 | 98645 |
| Largest Losing Trade | -41375 | -30563 | -41375 | -191384 | -191384 | -179902 |
| Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
| Avg Bars in Winners | 47 | 44 | 49 | 47 | 44 | 49 |
| Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
| Bars Traded | 3669 | 1671 | 1998 | 3669 | 1671 | 1998 |
| 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 | 328179 | -173002 | -338313 | -338400 | -400838 | -760492 |
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1600689600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760106118238,
"expiration_time": 1764926496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 200,
"offset": 0,
"std": 3.07729
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 24,
"offset": 0,
"std": 3.2826
}
}
} {
"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": [
[
395531.6848682362,
328991.5447346042,
66540.140133632,
75910.8724278615,
146418.4640387794,
-70507.591610918
],
[
395.531685,
328.991545,
66.54014,
75.910872,
146.418464,
-70.507592
],
[
0.212309,
0.176592,
0.035717,
0.030322,
0.048421,
-0.06552
],
[
10,
10,
10,
10,
10,
10
],
[
-124761,
-144582,
-92318,
-524448,
-524926,
-331580
],
[
1.536179,
1.855247,
1.188493,
1.032502,
1.118879,
0.936131
],
[
113,
56,
57,
113,
56,
57
],
[
52,
22,
30,
52,
22,
30
],
[
61,
34,
27,
61,
34,
27
],
[
46.017699,
39.285714,
52.631579,
46.017699,
39.285714,
52.631579
],
[
1.802056,
2.867199,
1.069644,
1.211204,
1.729177,
0.842518
],
[
241231,
241231,
53678,
388086,
388086,
98645
],
[
-41375,
-30563,
-41375,
-191384,
-191384,
-179902
],
[
32,
29,
35,
32,
29,
35
],
[
47,
44,
49,
47,
44,
49
],
[
19,
20,
19,
19,
20,
19
],
[
3669,
1671,
1998,
3669,
1671,
1998
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328179,
-173002,
-338313,
-338400,
-400838,
-760492
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3726,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1599177600000,
"first_datapoint_time": 1600689600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760106118238,
"expiration_time": 1764926496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 200,
"offset": 0,
"std": 3.07729
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 24,
"offset": 0,
"std": 3.2826
}
}
}
| # | 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) |
|---|