Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106746.4493 | 967633.95 | 139112.4993 | 766669.0664 | -183190.054 | 949859.1204 |
Total P&L (%) | 1106.7464 | 967.634 | 139.1125 | 766.6691 | -183.1901 | 949.8591 |
Avg Daily Profit (%) | 0.5963 | 0.5214 | 0.075 | 0.1164 | 0 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83167 | -83186 | -50170 | -1047840 | -965015 | -583496 |
Profit Factor | 3.8245 | 5.2045 | 1.8603 | 1.2041 | 0.9217 | 1.6703 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 40.3226 | 35.4839 | 45.1613 | 40.3226 | 35.4839 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.6602 | 9.4628 | 2.259 | 1.7821 | 1.6758 | 2.0282 |
Largest Winning Trade | 998453 | 998453 | 55880 | 781825 | 781825 | 377226 |
Largest Losing Trade | -50170 | -30827 | -50170 | -387381 | -268520 | -387381 |
Avg Bars in Trades | 115 | 94 | 136 | 115 | 94 | 136 |
Avg Bars in Winners | 211 | 166 | 246 | 211 | 166 | 246 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 7161 | 2917 | 4244 | 7161 | 2917 | 4244 |
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 | -144183 | 469590 | -91259 | -199096 | -583685 | -22128 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7424, "evaluation_days": 1856, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759563682370, "expiration_time": 1764346752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.35182 } } }
{ "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": [ [ 1106746.4492775688, 967633.949995592, 139112.4992819765, 766669.0664228499, -183190.0540270738, 949859.1204499234 ], [ 1106.746449, 967.63395, 139.112499, 766.669066, -183.190054, 949.85912 ], [ 0.596307, 0.521354, 0.074953, 0.116419, 0, 0.126764 ], [ 10, 10, 10, 10, 10, 10 ], [ -83167, -83186, -50170, -1047840, -965015, -583496 ], [ 3.824481, 5.204513, 1.860318, 1.204119, 0.921677, 1.670294 ], [ 62, 31, 31, 62, 31, 31 ], [ 25, 11, 14, 25, 11, 14 ], [ 37, 20, 17, 37, 20, 17 ], [ 40.322581, 35.483871, 45.16129, 40.322581, 35.483871, 45.16129 ], [ 5.660232, 9.46275, 2.258958, 1.782096, 1.675777, 2.028214 ], [ 998453, 998453, 55880, 781825, 781825, 377226 ], [ -50170, -30827, -50170, -387381, -268520, -387381 ], [ 115, 94, 136, 115, 94, 136 ], [ 211, 166, 246, 211, 166, 246 ], [ 50, 54, 46, 50, 54, 46 ], [ 7161, 2917, 4244, 7161, 2917, 4244 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144183, 469590, -91259, -199096, -583685, -22128 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7424, "evaluation_days": 1856, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759563682370, "expiration_time": 1764346752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 17, "offset": 0, "multiplier": 3.35182 } } }
# | 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) |
---|