| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 306099.9987 | 251961.0415 | 54138.9573 | -41706.0894 | -46953.697 | 5247.6077 |
| Total P&L (%) | 306.1 | 251.961 | 54.139 | -41.7061 | -46.9537 | 5.2476 |
| Avg Daily Profit (%) | 0.1642 | 0.1352 | 0.029 | -0.0289 | -0.034 | 0.0027 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162481 | -71472 | -103422 | -292934 | -169424 | -131690 |
| Profit Factor | 1.3993 | 1.8564 | 1.1146 | 0.9512 | 0.8791 | 1.0112 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Profitability (%) | 51.0417 | 52.0833 | 50 | 51.0417 | 52.0833 | 50 |
| Ratio Avg Win / Avg Loss | 1.3422 | 1.7079 | 1.1146 | 0.9124 | 0.8088 | 1.0112 |
| Largest Winning Trade | 116174 | 116174 | 54367 | 67488 | 45043 | 67488 |
| Largest Losing Trade | -78958 | -34968 | -78958 | -82186 | -82186 | -81461 |
| Avg Bars in Trades | 74 | 43 | 105 | 74 | 43 | 105 |
| Avg Bars in Winners | 83 | 45 | 122 | 83 | 45 | 122 |
| Avg Bars in Losers | 65 | 40 | 88 | 65 | 40 | 88 |
| Bars Traded | 7151 | 2066 | 5085 | 7151 | 2066 | 5085 |
| Profit Streak | 69.1445 | 0 | 84.3945 | 69.1445 | 0 | 84.3945 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 322376 | -8719 | -248954 | -579828 | -580419 | -562442 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7457,
"evaluation_days": 1864.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760261282335,
"expiration_time": 1765080936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 164,
"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": [
[
306099.9987499834,
251961.0414513205,
54138.9572986629,
-41706.089366253,
-46953.6970222373,
5247.6076559843
],
[
306.099999,
251.961041,
54.138957,
-41.706089,
-46.953697,
5.247608
],
[
0.164195,
0.135154,
0.029041,
-0.028944,
-0.034003,
0.002744
],
[
10,
10,
10,
10,
10,
10
],
[
-162481,
-71472,
-103422,
-292934,
-169424,
-131690
],
[
1.3993,
1.856409,
1.114608,
0.951243,
0.879128,
1.011239
],
[
96,
48,
48,
96,
48,
48
],
[
49,
25,
24,
49,
25,
24
],
[
47,
23,
24,
47,
23,
24
],
[
51.041667,
52.083333,
50,
51.041667,
52.083333,
50
],
[
1.342186,
1.707897,
1.114608,
0.912416,
0.808798,
1.011239
],
[
116174,
116174,
54367,
67488,
45043,
67488
],
[
-78958,
-34968,
-78958,
-82186,
-82186,
-81461
],
[
74,
43,
105,
74,
43,
105
],
[
83,
45,
122,
83,
45,
122
],
[
65,
40,
88,
65,
40,
88
],
[
7151,
2066,
5085,
7151,
2066,
5085
],
[
69.144471,
0,
84.394471,
69.144471,
0,
84.394471
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322376,
-8719,
-248954,
-579828,
-580419,
-562442
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7457,
"evaluation_days": 1864.25,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1602720000000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760261282335,
"expiration_time": 1765080936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 164,
"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) |
|---|