Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285386.9155 | 247006.6922 | 38380.2233 | 36671.0706 | 28688.1537 | 7982.9169 |
Total P&L (%) | 285.3869 | 247.0067 | 38.3802 | 36.6711 | 28.6882 | 7.9829 |
Avg Daily Profit (%) | 0.1542 | 0.1335 | 0.0207 | 0.0169 | 0.0136 | 0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118502 | -89041 | -201677 | -255652 | -213076 | -123084 |
Profit Factor | 1.2021 | 1.3414 | 1.0557 | 1.0222 | 1.0312 | 1.0109 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 197 | 101 | 96 | 197 | 101 | 96 |
Losing Trades | 265 | 130 | 135 | 265 | 130 | 135 |
Profitability (%) | 42.6407 | 43.7229 | 41.5584 | 42.6407 | 43.7229 | 41.5584 |
Ratio Avg Win / Avg Loss | 1.617 | 1.7265 | 1.4846 | 1.375 | 1.3273 | 1.4215 |
Largest Winning Trade | 88475 | 88475 | 45575 | 116978 | 116978 | 57025 |
Largest Losing Trade | -31715 | -31715 | -27149 | -47287 | -47287 | -41354 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 10882 | 5922 | 4960 | 10882 | 5922 | 4960 |
Profit Streak | 7.2812 | 0 | 10.1145 | 7.2812 | 0 | 10.1145 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300152 | -14925 | -327997 | -368449 | -365560 | -562887 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11105, "evaluation_days": 1850.83, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601697600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759113892650, "expiration_time": 1763901360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 1.04215 } } }
{ "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": [ [ 285386.9155476594, 247006.6922172501, 38380.2233304093, 36671.0705735155, 28688.1536716993, 7982.9169018161 ], [ 285.386916, 247.006692, 38.380223, 36.671071, 28.688154, 7.982917 ], [ 0.154194, 0.133457, 0.020737, 0.016881, 0.013628, 0.00415 ], [ 10, 10, 10, 10, 10, 10 ], [ -118502, -89041, -201677, -255652, -213076, -123084 ], [ 1.202083, 1.341385, 1.05573, 1.022166, 1.031218, 1.010855 ], [ 462, 231, 231, 462, 231, 231 ], [ 197, 101, 96, 197, 101, 96 ], [ 265, 130, 135, 265, 130, 135 ], [ 42.640693, 43.722944, 41.558442, 42.640693, 43.722944, 41.558442 ], [ 1.617015, 1.726535, 1.48462, 1.374995, 1.327311, 1.421514 ], [ 88475, 88475, 45575, 116978, 116978, 57025 ], [ -31715, -31715, -27149, -47287, -47287, -41354 ], [ 23, 25, 21, 23, 25, 21 ], [ 33, 32, 34, 33, 32, 34 ], [ 16, 20, 11, 16, 20, 11 ], [ 10882, 5922, 4960, 10882, 5922, 4960 ], [ 7.281165, 0, 10.114498, 7.281165, 0, 10.114498 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300152, -14925, -327997, -368449, -365560, -562887 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11105, "evaluation_days": 1850.83, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601697600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759113892650, "expiration_time": 1763901360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 1.04215 } } }
# | 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) |
---|