Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046909.182 | 907760.7102 | 139148.4717 | 1185514.7585 | 567559.1462 | 617955.6123 |
Total P&L (%) | 1046.9092 | 907.7607 | 139.1485 | 1185.5148 | 567.5591 | 617.9556 |
Avg Daily Profit (%) | 0.567 | 0.4916 | 0.0754 | 0.1384 | 0.1029 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80174 | -88687 | -59959 | -1690160 | -903304 | -819083 |
Profit Factor | 3.1112 | 5.0311 | 1.5141 | 1.2073 | 1.2182 | 1.1983 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 30.2326 | 24.6154 | 35.9375 | 30.2326 | 24.6154 | 35.9375 |
Ratio Avg Win / Avg Loss | 7.1797 | 15.4076 | 2.699 | 2.7862 | 3.7306 | 2.1361 |
Largest Winning Trade | 868304 | 868304 | 61954 | 1035202 | 868304 | 1035202 |
Largest Losing Trade | -25428 | -20324 | -25428 | -348130 | -252814 | -348130 |
Avg Bars in Trades | 55 | 46 | 64 | 55 | 46 | 64 |
Avg Bars in Winners | 132 | 117 | 143 | 132 | 117 | 143 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 7115 | 2993 | 4122 | 7115 | 2993 | 4122 |
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 | 351847 | -145120 | -234752 | -14575 | -218006 | -196170 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602525600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039036866, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 10, "offset": 145 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 1046909.1819680408, 907760.7102344652, 139148.4717335762, 1185514.7585190565, 567559.1461992989, 617955.6123197573 ], [ 1046.909182, 907.76071, 139.148472, 1185.514759, 567.559146, 617.955612 ], [ 0.56697, 0.491612, 0.075358, 0.138398, 0.102867, 0.106812 ], [ 10, 10, 10, 10, 10, 10 ], [ -80174, -88687, -59959, -1690160, -903304, -819083 ], [ 3.111217, 5.031055, 1.514055, 1.207345, 1.21816, 1.198315 ], [ 129, 65, 64, 129, 65, 64 ], [ 39, 16, 23, 39, 16, 23 ], [ 90, 49, 41, 90, 49, 41 ], [ 30.232558, 24.615385, 35.9375, 30.232558, 24.615385, 35.9375 ], [ 7.179731, 15.407606, 2.698968, 2.786181, 3.730616, 2.136127 ], [ 868304, 868304, 61954, 1035202, 868304, 1035202 ], [ -25428, -20324, -25428, -348130, -252814, -348130 ], [ 55, 46, 64, 55, 46, 64 ], [ 132, 117, 143, 132, 117, 143 ], [ 21, 22, 19, 21, 22, 19 ], [ 7115, 2993, 4122, 7115, 2993, 4122 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351847, -145120, -234752, -14575, -218006, -196170 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602525600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039036866, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 10, "offset": 145 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|