Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360369.4112 | 274229.6626 | 86139.7487 | 40669.4556 | -110183.4083 | 150852.864 |
Total P&L (%) | 360.3694 | 274.2297 | 86.1397 | 40.6695 | -110.1834 | 150.8529 |
Avg Daily Profit (%) | 0.1952 | 0.1486 | 0.0467 | 0.0185 | 0 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187181 | -178930 | -24208 | -1592634 | -1574809 | -286413 |
Profit Factor | 1.7524 | 1.6943 | 2.0251 | 1.014 | 0.9542 | 1.2983 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 66.1972 | 62.8571 | 69.4444 | 66.1972 | 62.8571 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.8948 | 1.0012 | 0.891 | 0.5178 | 0.5638 | 0.5712 |
Largest Winning Trade | 107815 | 107815 | 20881 | 304270 | 304270 | 139142 |
Largest Losing Trade | -63563 | -63563 | -15063 | -1042008 | -1042008 | -192086 |
Avg Bars in Trades | 286 | 522 | 56 | 286 | 522 | 56 |
Avg Bars in Winners | 112 | 190 | 44 | 112 | 190 | 44 |
Avg Bars in Losers | 626 | 1084 | 84 | 626 | 1084 | 84 |
Bars Traded | 20331 | 18295 | 2037 | 20331 | 18295 | 2037 |
Profit Streak | 69.7166 | 70.2999 | 69.7166 | 69.7166 | 70.2999 | 69.7166 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79806 | 360600 | -126433 | -465069 | -578152 | -124869 |
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22149, "evaluation_days": 1845.75, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600567200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758820310903, "expiration_time": 1764463420800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 117, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 360369.4112193571, 274229.6625515701, 86139.7486677871, 40669.4556241099, -110183.408337076, 150852.8639611859 ], [ 360.369411, 274.229663, 86.139749, 40.669456, -110.183408, 150.852864 ], [ 0.195243, 0.148574, 0.046669, 0.01849, 0, 0.04984 ], [ 10, 10, 10, 10, 10, 10 ], [ -187181, -178930, -24208, -1592634, -1574809, -286413 ], [ 1.752355, 1.694333, 2.02505, 1.013974, 0.95418, 1.298288 ], [ 71, 35, 36, 71, 35, 36 ], [ 47, 22, 25, 47, 22, 25 ], [ 24, 13, 11, 24, 13, 11 ], [ 66.197183, 62.857143, 69.444444, 66.197183, 62.857143, 69.444444 ], [ 0.894819, 1.001197, 0.891022, 0.517774, 0.563834, 0.571247 ], [ 107815, 107815, 20881, 304270, 304270, 139142 ], [ -63563, -63563, -15063, -1042008, -1042008, -192086 ], [ 286, 522, 56, 286, 522, 56 ], [ 112, 190, 44, 112, 190, 44 ], [ 626, 1084, 84, 626, 1084, 84 ], [ 20331, 18295, 2037, 20331, 18295, 2037 ], [ 69.716561, 70.299895, 69.716561, 69.716561, 70.299895, 69.716561 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79806, 360600, -126433, -465069, -578152, -124869 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22149, "evaluation_days": 1845.75, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600567200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758820310903, "expiration_time": 1764463420800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 117, "offset": 0, "scalar": 3 } } }
# | 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) |
---|