Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470807.1383 | 358335.6322 | 112471.5061 | 230200.4421 | 125853.7716 | 104346.6705 |
Total P&L (%) | 470.8071 | 358.3356 | 112.4715 | 230.2004 | 125.8538 | 104.3467 |
Avg Daily Profit (%) | 0.2534 | 0.1929 | 0.0605 | 0.0643 | 0.0439 | 0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98944 | -130174 | -172294 | -203946 | -199198 | -135191 |
Profit Factor | 1.2573 | 1.3847 | 1.1252 | 1.0982 | 1.1025 | 1.0936 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 300 | 147 | 153 | 300 | 147 | 153 |
Losing Trades | 262 | 134 | 128 | 262 | 134 | 128 |
Profitability (%) | 53.3808 | 52.3132 | 54.4484 | 53.3808 | 52.3132 | 54.4484 |
Ratio Avg Win / Avg Loss | 1.098 | 1.2623 | 0.9413 | 0.9591 | 1.005 | 0.9149 |
Largest Winning Trade | 159581 | 159581 | 28074 | 82329 | 82329 | 40618 |
Largest Losing Trade | -58776 | -32186 | -58776 | -81448 | -49611 | -81448 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 10984 | 5679 | 5305 | 10984 | 5679 | 5305 |
Profit Streak | 6.5681 | 9.7347 | 6.5681 | 6.5681 | 9.7347 | 6.5681 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457801 | 371466 | -194107 | -216347 | -239937 | -258314 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11146, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601308800000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759700279694, "expiration_time": 1764509472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 20, "offset": 127 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.29073 } } }
{ "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": [ [ 470807.1383314332, 358335.6321864902, 112471.5061449436, 230200.4420746942, 125853.7715627902, 104346.6705119042 ], [ 470.807138, 358.335632, 112.471506, 230.200442, 125.853772, 104.346671 ], [ 0.25344, 0.192895, 0.060544, 0.064323, 0.043867, 0.038478 ], [ 10, 10, 10, 10, 10, 10 ], [ -98944, -130174, -172294, -203946, -199198, -135191 ], [ 1.257299, 1.384729, 1.12519, 1.098248, 1.1025, 1.093567 ], [ 562, 281, 281, 562, 281, 281 ], [ 300, 147, 153, 300, 147, 153 ], [ 262, 134, 128, 262, 134, 128 ], [ 53.380783, 52.313167, 54.448399, 53.380783, 52.313167, 54.448399 ], [ 1.098041, 1.26227, 0.941335, 0.959137, 1.005, 0.91488 ], [ 159581, 159581, 28074, 82329, 82329, 40618 ], [ -58776, -32186, -58776, -81448, -49611, -81448 ], [ 19, 20, 18, 19, 20, 18 ], [ 20, 20, 19, 20, 20, 19 ], [ 18, 19, 18, 18, 19, 18 ], [ 10984, 5679, 5305, 10984, 5679, 5305 ], [ 6.568052, 9.734719, 6.568052, 6.568052, 9.734719, 6.568052 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 457801, 371466, -194107, -216347, -239937, -258314 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11146, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601308800000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759700279694, "expiration_time": 1764509472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 20, "offset": 127 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.29073 } } }
# | 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) |
---|