Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1078116.6708 | 984078.7338 | 94037.937 | 279121.0689 | 28621.9719 | 250499.097 |
Total P&L (%) | 1078.1167 | 984.0787 | 94.0379 | 279.1211 | 28.622 | 250.4991 |
Avg Daily Profit (%) | 0.5802 | 0.5296 | 0.0506 | 0.0717 | 0.0135 | 0.0675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129807 | -112533 | -77620 | -2496754 | -1480327 | -1766560 |
Profit Factor | 2.6064 | 3.833 | 1.2904 | 1.0308 | 1.0064 | 1.055 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 40.7407 | 33.3333 | 48.1481 | 40.7407 | 33.3333 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.7911 | 7.666 | 1.3897 | 1.4993 | 2.0127 | 1.1361 |
Largest Winning Trade | 981449 | 981449 | 50135 | 903145 | 903145 | 589636 |
Largest Losing Trade | -53529 | -41768 | -53529 | -1446407 | -430966 | -1446407 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 106 | 104 | 108 | 106 | 104 | 108 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 7039 | 3257 | 3782 | 7039 | 3257 | 3782 |
Profit Streak | 0 | 73.6665 | 0 | 0 | 73.6665 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465979 | -168462 | -306081 | -287116 | -576665 | -443627 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7433, "evaluation_days": 1858.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603087200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759744787857, "expiration_time": 1764546984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 181, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 111, "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": [ [ 1078116.6708206092, 984078.7337982447, 94037.9370223646, 279121.0688897974, 28621.971882562, 250499.097007236 ], [ 1078.116671, 984.078734, 94.037937, 279.121069, 28.621972, 250.499097 ], [ 0.580178, 0.529573, 0.050606, 0.071743, 0.013546, 0.067516 ], [ 10, 10, 10, 10, 10, 10 ], [ -129807, -112533, -77620, -2496754, -1480327, -1766560 ], [ 2.606382, 3.832995, 1.290435, 1.030794, 1.006351, 1.054964 ], [ 108, 54, 54, 108, 54, 54 ], [ 44, 18, 26, 44, 18, 26 ], [ 64, 36, 28, 64, 36, 28 ], [ 40.740741, 33.333333, 48.148148, 40.740741, 33.333333, 48.148148 ], [ 3.791101, 7.665991, 1.3897, 1.499337, 2.012703, 1.136115 ], [ 981449, 981449, 50135, 903145, 903145, 589636 ], [ -53529, -41768, -53529, -1446407, -430966, -1446407 ], [ 65, 60, 70, 65, 60, 70 ], [ 106, 104, 108, 106, 104, 108 ], [ 36, 38, 34, 36, 38, 34 ], [ 7039, 3257, 3782, 7039, 3257, 3782 ], [ 0, 73.666526, 0, 0, 73.666526, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 465979, -168462, -306081, -287116, -576665, -443627 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7433, "evaluation_days": 1858.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603087200000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759744787857, "expiration_time": 1764546984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 181, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 111, "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) |
---|