| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 960725.2242 | 799636.7649 | 161088.4592 | 1311937.4184 | -1183526.2362 | 2495463.6546 |
| Total P&L (%) | 960.7252 | 799.6368 | 161.0885 | 1311.9374 | -1183.5262 | 2495.4637 |
| Avg Daily Profit (%) | 0.5172 | 0.4305 | 0.0867 | 0.1426 | 0 | 0.1755 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90095 | -76445 | -48821 | -3364657 | -2067103 | -1465335 |
| Profit Factor | 2.4996 | 3.1539 | 1.5979 | 1.1037 | 0.837 | 1.463 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
| Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
| Profitability (%) | 30.9353 | 22.8571 | 39.1304 | 30.9353 | 22.8571 | 39.1304 |
| Ratio Avg Win / Avg Loss | 5.5804 | 10.6445 | 2.4856 | 2.4641 | 2.8247 | 2.2758 |
| Largest Winning Trade | 734688 | 734688 | 47336 | 1482329 | 1482329 | 1059541 |
| Largest Losing Trade | -21826 | -20105 | -21826 | -678269 | -502788 | -678269 |
| Avg Bars in Trades | 51 | 44 | 58 | 51 | 44 | 58 |
| Avg Bars in Winners | 119 | 131 | 112 | 119 | 131 | 112 |
| Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
| Bars Traded | 7166 | 3120 | 4046 | 7166 | 3120 | 4046 |
| 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 | 304821 | -117682 | -180345 | -114582 | -711717 | -96166 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7430,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602396000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759683734888,
"expiration_time": 1764480240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
960725.2241659928,
799636.7649317022,
161088.4592342897,
1311937.418397812,
-1183526.236165059,
2495463.654562871
],
[
960.725224,
799.636765,
161.088459,
1311.937418,
-1183.526236,
2495.463655
],
[
0.517214,
0.430491,
0.086723,
0.142634,
0,
0.175462
],
[
10,
10,
10,
10,
10,
10
],
[
-90095,
-76445,
-48821,
-3364657,
-2067103,
-1465335
],
[
2.499569,
3.153928,
1.597904,
1.103719,
0.83696,
1.462998
],
[
139,
70,
69,
139,
70,
69
],
[
43,
16,
27,
43,
16,
27
],
[
96,
54,
42,
96,
54,
42
],
[
30.935252,
22.857143,
39.130435,
30.935252,
22.857143,
39.130435
],
[
5.580433,
10.644508,
2.485629,
2.464117,
2.824741,
2.275774
],
[
734688,
734688,
47336,
1482329,
1482329,
1059541
],
[
-21826,
-20105,
-21826,
-678269,
-502788,
-678269
],
[
51,
44,
58,
51,
44,
58
],
[
119,
131,
112,
119,
131,
112
],
[
21,
18,
24,
21,
18,
24
],
[
7166,
3120,
4046,
7166,
3120,
4046
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304821,
-117682,
-180345,
-114582,
-711717,
-96166
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7430,
"evaluation_days": 1857.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602396000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759683734888,
"expiration_time": 1764480240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|