| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 704269.251 | 651097.2336 | 53172.0174 | 11629.5242 | 133074.5369 | -121445.0127 |
| Total P&L (%) | 704.2693 | 651.0972 | 53.172 | 11.6295 | 133.0745 | -121.445 |
| Avg Daily Profit (%) | 0.3812 | 0.3524 | 0.0288 | 0.006 | 0.0458 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118548 | -160230 | -70543 | -165782 | -107891 | -123759 |
| Profit Factor | 2.1022 | 3.14 | 1.1589 | 1.0223 | 1.6719 | 0.6249 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
| Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Profitability (%) | 40.6593 | 33.3333 | 47.8261 | 40.6593 | 33.3333 | 47.8261 |
| Ratio Avg Win / Avg Loss | 3.0681 | 6.2799 | 1.2642 | 1.492 | 3.3438 | 0.6817 |
| Largest Winning Trade | 586391 | 586391 | 53611 | 159546 | 159546 | 31218 |
| Largest Losing Trade | -72791 | -35867 | -72791 | -123759 | -27231 | -123759 |
| Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
| Avg Bars in Winners | 93 | 108 | 82 | 93 | 108 | 82 |
| Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
| Bars Traded | 5319 | 2747 | 2572 | 5319 | 2747 | 2572 |
| 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 | 366984 | 321295 | -202099 | -499351 | -134977 | -581549 |
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5543,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758839533010,
"expiration_time": 1763605152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 87,
"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": [
[
704269.2509679226,
651097.2336072004,
53172.0173607223,
11629.524227037,
133074.5369490388,
-121445.0127220018
],
[
704.269251,
651.097234,
53.172017,
11.629524,
133.074537,
-121.445013
],
[
0.381166,
0.352388,
0.028778,
0.005954,
0.045808,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-118548,
-160230,
-70543,
-165782,
-107891,
-123759
],
[
2.102239,
3.139965,
1.15887,
1.022286,
1.671907,
0.624909
],
[
91,
45,
46,
91,
45,
46
],
[
37,
15,
22,
37,
15,
22
],
[
54,
30,
24,
54,
30,
24
],
[
40.659341,
33.333333,
47.826087,
40.659341,
33.333333,
47.826087
],
[
3.068132,
6.279929,
1.264222,
1.491985,
3.343814,
0.681718
],
[
586391,
586391,
53611,
159546,
159546,
31218
],
[
-72791,
-35867,
-72791,
-123759,
-27231,
-123759
],
[
58,
61,
55,
58,
61,
55
],
[
93,
108,
82,
93,
108,
82
],
[
34,
37,
31,
34,
37,
31
],
[
5319,
2747,
2572,
5319,
2747,
2572
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366984,
321295,
-202099,
-499351,
-134977,
-581549
]
]
}
{
"trading_pair": "KSM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5543,
"evaluation_days": 1847.67,
"actual_first_datapoint_time": 1599206400000,
"first_datapoint_time": 1601683200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758839533010,
"expiration_time": 1763605152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 87,
"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) |
|---|