Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817085.3025 | 635735.2614 | 181350.0411 | 3073570.2475 | 879131.6144 | 2194438.6331 |
Total P&L (%) | 817.0853 | 635.7353 | 181.35 | 3073.5702 | 879.1316 | 2194.4386 |
Avg Daily Profit (%) | 0.4416 | 0.3436 | 0.098 | 0.187 | 0.1234 | 0.1695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67465 | -34137 | -64045 | -722150 | -718598 | -622446 |
Profit Factor | 3.53 | 6.3945 | 1.8842 | 2.0679 | 1.6224 | 2.4973 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 32.3944 | 36.1111 | 28.5714 | 32.3944 | 36.1111 | 28.5714 |
Ratio Avg Win / Avg Loss | 7.367 | 11.3134 | 4.7104 | 4.3157 | 2.8704 | 6.2433 |
Largest Winning Trade | 521445 | 521445 | 62963 | 1344540 | 1089419 | 1344540 |
Largest Losing Trade | -37603 | -16403 | -37603 | -622706 | -622706 | -303299 |
Avg Bars in Trades | 145 | 77 | 216 | 145 | 77 | 216 |
Avg Bars in Winners | 382 | 158 | 673 | 382 | 158 | 673 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 10356 | 2796 | 7560 | 10356 | 2796 | 7560 |
Profit Streak | 0 | 0 | 316.111 | 0 | 0 | 316.111 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81304 | 446044 | -71656 | -86265 | -30202 | -580 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11101, "evaluation_days": 1850.17, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759055988442, "expiration_time": 1763842032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 81, "offset": 144 } }, "second_band": { "type": "linreg", "factors": { "length": 10, "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": [ [ 817085.3024556533, 635735.2613550244, 181350.041100629, 3073570.247485022, 879131.6144098985, 2194438.6330751237 ], [ 817.085302, 635.735261, 181.350041, 3073.570247, 879.131614, 2194.438633 ], [ 0.441627, 0.343609, 0.098018, 0.187046, 0.123389, 0.169483 ], [ 10, 10, 10, 10, 10, 10 ], [ -67465, -34137, -64045, -722150, -718598, -622446 ], [ 3.530017, 6.394522, 1.884168, 2.067948, 1.622416, 2.497333 ], [ 71, 36, 35, 71, 36, 35 ], [ 23, 13, 10, 23, 13, 10 ], [ 48, 23, 25, 48, 23, 25 ], [ 32.394366, 36.111111, 28.571429, 32.394366, 36.111111, 28.571429 ], [ 7.366992, 11.313386, 4.71042, 4.315717, 2.870428, 6.243332 ], [ 521445, 521445, 62963, 1344540, 1089419, 1344540 ], [ -37603, -16403, -37603, -622706, -622706, -303299 ], [ 145, 77, 216, 145, 77, 216 ], [ 382, 158, 673, 382, 158, 673 ], [ 32, 32, 33, 32, 32, 33 ], [ 10356, 2796, 7560, 10356, 2796, 7560 ], [ 0, 0, 316.110977, 0, 0, 316.110977 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -81304, 446044, -71656, -86265, -30202, -580 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11101, "evaluation_days": 1850.17, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759055988442, "expiration_time": 1763842032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 81, "offset": 144 } }, "second_band": { "type": "linreg", "factors": { "length": 10, "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) |
---|