Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588663.6875 | 570779.616 | 17884.0716 | -1708.0784 | 169022.4697 | -170730.5481 |
Total P&L (%) | 588.6637 | 570.7796 | 17.8841 | -1.7081 | 169.0225 | -170.7305 |
Avg Daily Profit (%) | 0.318 | 0.3084 | 0.0097 | -0.0009 | 0.0535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187782 | -137374 | -113697 | -621436 | -449075 | -458632 |
Profit Factor | 1.8251 | 2.5429 | 1.0521 | 0.9991 | 1.1814 | 0.828 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 40 | 33.9623 | 46.1538 | 40 | 33.9623 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.7377 | 4.9446 | 1.2274 | 1.4987 | 2.2971 | 0.9659 |
Largest Winning Trade | 535213 | 535213 | 65315 | 551713 | 551713 | 229365 |
Largest Losing Trade | -53151 | -43530 | -53151 | -354700 | -136095 | -354700 |
Avg Bars in Trades | 68 | 62 | 73 | 68 | 62 | 73 |
Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 7157 | 3323 | 3834 | 7157 | 3323 | 3834 |
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 | 320390 | -172758 | -533025 | -582720 | -327973 | -762329 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7404, "evaluation_days": 1851, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112303702, "expiration_time": 1763901792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.72942 } }, "second_band": { "type": "hilo", "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": [ [ 588663.6875448549, 570779.6159654026, 17884.0715794522, -1708.0784384175, 169022.4697028223, -170730.5481412399 ], [ 588.663688, 570.779616, 17.884072, -1.708078, 169.02247, -170.730548 ], [ 0.318025, 0.308363, 0.009662, -0.000931, 0.053479, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -187782, -137374, -113697, -621436, -449075, -458632 ], [ 1.825149, 2.542924, 1.052069, 0.999112, 1.181376, 0.82795 ], [ 105, 53, 52, 105, 53, 52 ], [ 42, 18, 24, 42, 18, 24 ], [ 63, 35, 28, 63, 35, 28 ], [ 40, 33.962264, 46.153846, 40, 33.962264, 46.153846 ], [ 2.737724, 4.944575, 1.227414, 1.498668, 2.297121, 0.965942 ], [ 535213, 535213, 65315, 551713, 551713, 229365 ], [ -53151, -43530, -53151, -354700, -136095, -354700 ], [ 68, 62, 73, 68, 62, 73 ], [ 100, 101, 99, 100, 101, 99 ], [ 46, 42, 51, 46, 42, 51 ], [ 7157, 3323, 3834, 7157, 3323, 3834 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320390, -172758, -533025, -582720, -327973, -762329 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7404, "evaluation_days": 1851, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112303702, "expiration_time": 1763901792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.72942 } }, "second_band": { "type": "hilo", "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) |
---|