Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420577.8886 | 404079.6137 | 16498.2749 | -25032.0912 | 71872.6414 | -96904.7326 |
Total P&L (%) | 420.5779 | 404.0796 | 16.4983 | -25.0321 | 71.8726 | -96.9047 |
Avg Daily Profit (%) | 0.2278 | 0.2189 | 0.0089 | -0.0156 | 0.0293 | -0.1881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215142 | -199473 | -80398 | -1022735 | -837331 | -329470 |
Profit Factor | 1.345 | 1.571 | 1.0323 | 0.9908 | 1.043 | 0.9079 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 46.0432 | 43.8849 | 48.2014 | 46.0432 | 43.8849 | 48.2014 |
Ratio Avg Win / Avg Loss | 1.5762 | 2.0088 | 1.1093 | 1.1611 | 1.3337 | 0.9756 |
Largest Winning Trade | 332981 | 332981 | 34329 | 519378 | 519378 | 177476 |
Largest Losing Trade | -48611 | -48611 | -31043 | -352529 | -352529 | -175243 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 47 | 57 | 37 | 47 | 57 | 37 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 10868 | 6122 | 4746 | 10868 | 6122 | 4746 |
Profit Streak | 0 | 0 | 92.702 | 0 | 0 | 92.702 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332779 | 290495 | -375083 | -579195 | -329437 | -580703 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11078, "evaluation_days": 1846.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876653020, "expiration_time": 1763500896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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": [ [ 420577.8886325624, 404079.6137238244, 16498.2749087384, -25032.0912454607, 71872.6413992245, -96904.732644685 ], [ 420.577889, 404.079614, 16.498275, -25.032091, 71.872641, -96.904733 ], [ 0.227791, 0.218856, 0.008936, -0.015603, 0.029337, -0.18805 ], [ 10, 10, 10, 10, 10, 10 ], [ -215142, -199473, -80398, -1022735, -837331, -329470 ], [ 1.344986, 1.570993, 1.032259, 0.990802, 1.04304, 0.90785 ], [ 278, 139, 139, 278, 139, 139 ], [ 128, 61, 67, 128, 61, 67 ], [ 150, 78, 72, 150, 78, 72 ], [ 46.043165, 43.884892, 48.201439, 46.043165, 43.884892, 48.201439 ], [ 1.576155, 2.008811, 1.109293, 1.161096, 1.333724, 0.9756 ], [ 332981, 332981, 34329, 519378, 519378, 177476 ], [ -48611, -48611, -31043, -352529, -352529, -175243 ], [ 39, 44, 34, 39, 44, 34 ], [ 47, 57, 37, 47, 57, 37 ], [ 31, 33, 30, 31, 33, 30 ], [ 10868, 6122, 4746, 10868, 6122, 4746 ], [ 0, 0, 92.702002, 0, 0, 92.702003 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332779, 290495, -375083, -579195, -329437, -580703 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11078, "evaluation_days": 1846.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876653020, "expiration_time": 1763500896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 99, "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) |
---|