Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698064.2066 | 455860.9239 | 242203.2828 | 4723211.1219 | 1197648.6244 | 3525562.4975 |
Total P&L (%) | 698.0642 | 455.8609 | 242.2033 | 4723.2111 | 1197.6486 | 3525.5625 |
Avg Daily Profit (%) | 0.3769 | 0.2461 | 0.1308 | 0.2095 | 0.1385 | 0.1941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136727 | -135773 | -86391 | -1436684 | -1792253 | -772963 |
Profit Factor | 1.5126 | 1.6106 | 1.3938 | 1.3135 | 1.1298 | 1.6034 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 191 | 93 | 98 | 191 | 93 | 98 |
Losing Trades | 170 | 88 | 82 | 170 | 88 | 82 |
Profitability (%) | 52.9086 | 51.3812 | 54.4444 | 52.9086 | 51.3812 | 54.4444 |
Ratio Avg Win / Avg Loss | 1.3463 | 1.524 | 1.1662 | 1.1691 | 1.0691 | 1.3417 |
Largest Winning Trade | 76783 | 76783 | 37571 | 875483 | 875483 | 559947 |
Largest Losing Trade | -43865 | -42877 | -43865 | -756334 | -756334 | -526815 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 7356 | 4030 | 3326 | 7356 | 4030 | 3326 |
Profit Streak | 11.0885 | 11.0885 | 16.0885 | 11.0885 | 11.0885 | 16.0885 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524463 | 451907 | -15959 | 429138 | -83955 | 422248 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7408, "evaluation_days": 1852, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600192800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198046527, "expiration_time": 1763990784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.26043 } }, "second_band": { "type": "kcu", "factors": { "length": 47, "offset": 71, "scalar": 2 } } }
{ "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": [ [ 698064.2066281029, 455860.9238566954, 242203.2827714077, 4723211.121862648, 1197648.6244061084, 3525562.4974565404 ], [ 698.064207, 455.860924, 242.203283, 4723.211122, 1197.648624, 3525.562497 ], [ 0.376925, 0.246145, 0.130779, 0.209508, 0.138494, 0.194065 ], [ 10, 10, 10, 10, 10, 10 ], [ -136727, -135773, -86391, -1436684, -1792253, -772963 ], [ 1.512624, 1.61055, 1.393757, 1.313477, 1.129831, 1.603435 ], [ 361, 181, 180, 361, 181, 180 ], [ 191, 93, 98, 191, 93, 98 ], [ 170, 88, 82, 170, 88, 82 ], [ 52.908587, 51.381215, 54.444444, 52.908587, 51.381215, 54.444444 ], [ 1.346314, 1.523961, 1.166205, 1.169064, 1.069087, 1.34165 ], [ 76783, 76783, 37571, 875483, 875483, 559947 ], [ -43865, -42877, -43865, -756334, -756334, -526815 ], [ 20, 22, 18, 20, 22, 18 ], [ 19, 21, 17, 19, 21, 17 ], [ 21, 23, 19, 21, 23, 19 ], [ 7356, 4030, 3326, 7356, 4030, 3326 ], [ 11.088501, 11.088501, 16.088501, 11.088501, 11.088501, 16.088501 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524463, 451907, -15959, 429138, -83955, 422248 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7408, "evaluation_days": 1852, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600192800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198046527, "expiration_time": 1763990784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.26043 } }, "second_band": { "type": "kcu", "factors": { "length": 47, "offset": 71, "scalar": 2 } } }
# | 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) |
---|