Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591401.9418 | 495767.53 | 95634.4118 | 210028.8398 | 184198.6647 | 25830.1752 |
Total P&L (%) | 591.4019 | 495.7675 | 95.6344 | 210.0288 | 184.1987 | 25.8302 |
Avg Daily Profit (%) | 0.3184 | 0.2669 | 0.0515 | 0.0609 | 0.0563 | 0.0124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137683 | -150796 | -85346 | -1116709 | -875964 | -442848 |
Profit Factor | 1.7538 | 2.0892 | 1.2903 | 1.0711 | 1.102 | 1.0225 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 52.6316 | 47.3684 | 57.8947 | 52.6316 | 47.3684 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.5784 | 2.3213 | 0.9384 | 0.964 | 1.2245 | 0.7436 |
Largest Winning Trade | 338892 | 338892 | 53786 | 830735 | 830735 | 158791 |
Largest Losing Trade | -48301 | -48301 | -41636 | -382097 | -340088 | -382097 |
Avg Bars in Trades | 96 | 80 | 111 | 96 | 80 | 111 |
Avg Bars in Winners | 116 | 87 | 139 | 116 | 87 | 139 |
Avg Bars in Losers | 73 | 74 | 71 | 73 | 74 | 71 |
Bars Traded | 10944 | 4606 | 6338 | 10944 | 4606 | 6338 |
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 | 468679 | -168913 | -304826 | -254862 | -407190 | -556251 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11144, "evaluation_days": 1857.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600747200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759680007023, "expiration_time": 1764479808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.94982 } }, "second_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.6181 } } }
{ "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": [ [ 591401.941835548, 495767.5300323853, 95634.4118031624, 210028.839832632, 184198.6646612323, 25830.1751713997 ], [ 591.401942, 495.76753, 95.634412, 210.02884, 184.198665, 25.830175 ], [ 0.318415, 0.266925, 0.05149, 0.060939, 0.056253, 0.012371 ], [ 10, 10, 10, 10, 10, 10 ], [ -137683, -150796, -85346, -1116709, -875964, -442848 ], [ 1.753783, 2.08916, 1.290333, 1.071129, 1.102016, 1.022516 ], [ 114, 57, 57, 114, 57, 57 ], [ 60, 27, 33, 60, 27, 33 ], [ 54, 30, 24, 54, 30, 24 ], [ 52.631579, 47.368421, 57.894737, 52.631579, 47.368421, 57.894737 ], [ 1.578404, 2.321289, 0.938424, 0.964016, 1.224462, 0.743648 ], [ 338892, 338892, 53786, 830735, 830735, 158791 ], [ -48301, -48301, -41636, -382097, -340088, -382097 ], [ 96, 80, 111, 96, 80, 111 ], [ 116, 87, 139, 116, 87, 139 ], [ 73, 74, 71, 73, 74, 71 ], [ 10944, 4606, 6338, 10944, 4606, 6338 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468679, -168913, -304826, -254862, -407190, -556251 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11144, "evaluation_days": 1857.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600747200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759680007023, "expiration_time": 1764479808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.94982 } }, "second_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.6181 } } }
# | 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) |
---|