| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1179546.3743 | 1047249.5591 | 132296.8151 | 798124.1405 | -92349.24 | 890473.3805 |
| Total P&L (%) | 1179.5464 | 1047.2496 | 132.2968 | 798.1241 | -92.3492 | 890.4734 |
| Avg Daily Profit (%) | 0.633 | 0.562 | 0.071 | 0.1179 | -0.1378 | 0.1231 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153401 | -114092 | -112444 | -2264597 | -1626936 | -1333771 |
| Profit Factor | 3.1772 | 5.0195 | 1.4704 | 1.1353 | 0.9668 | 1.2853 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
| Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Profitability (%) | 41.7476 | 38.4615 | 45.098 | 41.7476 | 38.4615 | 45.098 |
| Ratio Avg Win / Avg Loss | 4.4333 | 8.0312 | 1.7901 | 1.5841 | 1.5468 | 1.5648 |
| Largest Winning Trade | 1046782 | 1046782 | 64965 | 1046782 | 1046782 | 1044714 |
| Largest Losing Trade | -52845 | -20879 | -52845 | -606022 | -330128 | -606022 |
| Avg Bars in Trades | 69 | 68 | 71 | 69 | 68 | 71 |
| Avg Bars in Winners | 109 | 110 | 109 | 109 | 110 | 109 |
| Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
| Bars Traded | 7204 | 3543 | 3661 | 7204 | 3543 | 3661 |
| Profit Streak | 12.7105 | 16.2105 | 0 | 12.7105 | 16.2105 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 557566 | -165025 | -277872 | -108139 | -761966 | -209080 |
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7454,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603368000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760202187877,
"expiration_time": 1765014192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 80,
"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": [
[
1179546.3742882276,
1047249.5591403858,
132296.8151478409,
798124.1405402418,
-92349.2399591791,
890473.3804994214
],
[
1179.546374,
1047.249559,
132.296815,
798.124141,
-92.34924,
890.47338
],
[
0.632974,
0.56198,
0.070994,
0.117866,
-0.137837,
0.123124
],
[
10,
10,
10,
10,
10,
10
],
[
-153401,
-114092,
-112444,
-2264597,
-1626936,
-1333771
],
[
3.177223,
5.019518,
1.47043,
1.135304,
0.966757,
1.285341
],
[
103,
52,
51,
103,
52,
51
],
[
43,
20,
23,
43,
20,
23
],
[
60,
32,
28,
60,
32,
28
],
[
41.747573,
38.461538,
45.098039,
41.747573,
38.461538,
45.098039
],
[
4.433334,
8.031229,
1.790088,
1.584146,
1.546811,
1.564763
],
[
1046782,
1046782,
64965,
1046782,
1046782,
1044714
],
[
-52845,
-20879,
-52845,
-606022,
-330128,
-606022
],
[
69,
68,
71,
69,
68,
71
],
[
109,
110,
109,
109,
110,
109
],
[
41,
41,
41,
41,
41,
41
],
[
7204,
3543,
3661,
7204,
3543,
3661
],
[
12.710508,
16.210508,
0,
12.710508,
16.210508,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
557566,
-165025,
-277872,
-108139,
-761966,
-209080
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7454,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1599199200000,
"first_datapoint_time": 1603368000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760202187877,
"expiration_time": 1765014192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 80,
"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) |
|---|