Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317544.9786 | 246265.0749 | 71279.9037 | 94536.6764 | 281898.3139 | -187361.6374 |
Total P&L (%) | 317.545 | 246.2651 | 71.2799 | 94.5367 | 281.8983 | -187.3616 |
Avg Daily Profit (%) | 0.171 | 0.1326 | 0.0384 | 0.0358 | 0.0722 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143453 | -169182 | -77771 | -1050485 | -929479 | -493719 |
Profit Factor | 1.2875 | 1.4315 | 1.1335 | 1.0245 | 1.1393 | 0.898 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Losing Trades | 183 | 89 | 94 | 183 | 89 | 94 |
Profitability (%) | 45.6973 | 47.3373 | 44.0476 | 45.6973 | 47.3373 | 44.0476 |
Ratio Avg Win / Avg Loss | 1.53 | 1.5925 | 1.4399 | 1.2174 | 1.2674 | 1.1407 |
Largest Winning Trade | 90626 | 90626 | 50480 | 361733 | 361733 | 123025 |
Largest Losing Trade | -30392 | -29935 | -30392 | -258259 | -258259 | -146282 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 10982 | 5157 | 5825 | 10982 | 5157 | 5825 |
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 | 308902 | -14695 | -217243 | -338526 | -164608 | -581101 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11142, "evaluation_days": 1857, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600675200000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759642734767, "expiration_time": 1764450144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 2, "offset": 96, "a": 0.20158 } }, "second_band": { "type": "sma", "factors": { "length": 103, "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": [ [ 317544.9785937412, 246265.0748985612, 71279.9036951802, 94536.6764313233, 281898.3138784833, -187361.6374471601 ], [ 317.544979, 246.265075, 71.279904, 94.536676, 281.898314, -187.361637 ], [ 0.170999, 0.132614, 0.038384, 0.035841, 0.072185, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -143453, -169182, -77771, -1050485, -929479, -493719 ], [ 1.287502, 1.431474, 1.133547, 1.024482, 1.139258, 0.898018 ], [ 337, 169, 168, 337, 169, 168 ], [ 154, 80, 74, 154, 80, 74 ], [ 183, 89, 94, 183, 89, 94 ], [ 45.697329, 47.337278, 44.047619, 45.697329, 47.337278, 44.047619 ], [ 1.529954, 1.592514, 1.439911, 1.217404, 1.267425, 1.140726 ], [ 90626, 90626, 50480, 361733, 361733, 123025 ], [ -30392, -29935, -30392, -258259, -258259, -146282 ], [ 32, 30, 34, 32, 30, 34 ], [ 40, 37, 43, 40, 37, 43 ], [ 26, 24, 27, 26, 24, 27 ], [ 10982, 5157, 5825, 10982, 5157, 5825 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308902, -14695, -217243, -338526, -164608, -581101 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11142, "evaluation_days": 1857, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600675200000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759642734767, "expiration_time": 1764450144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 2, "offset": 96, "a": 0.20158 } }, "second_band": { "type": "sma", "factors": { "length": 103, "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) |
---|