Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393689.7324 | 338425.5321 | 55264.2003 | -758946.2593 | 387884.1192 | -1146830.3785 |
Total P&L (%) | 393.6897 | 338.4255 | 55.2642 | -758.9463 | 387.8841 | -1146.8304 |
Avg Daily Profit (%) | 0.2125 | 0.1827 | 0.0298 | 0 | 0.0856 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214115 | -77805 | -181048 | -2580032 | -1200378 | -2054876 |
Profit Factor | 1.5207 | 2.0263 | 1.1296 | 0.8897 | 1.1297 | 0.7051 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 55.1724 | 60.3448 | 50 | 55.1724 | 60.3448 | 50 |
Ratio Avg Win / Avg Loss | 1.2356 | 1.3316 | 1.1296 | 0.7229 | 0.7424 | 0.7051 |
Largest Winning Trade | 124746 | 124746 | 53948 | 740638 | 740638 | 372409 |
Largest Losing Trade | -146359 | -55911 | -146359 | -1119491 | -614402 | -1119491 |
Avg Bars in Trades | 45 | 29 | 61 | 45 | 29 | 61 |
Avg Bars in Winners | 46 | 22 | 76 | 44 | 26 | 65 |
Avg Bars in Losers | 43 | 40 | 45 | 47 | 34 | 57 |
Bars Traded | 5273 | 1727 | 3546 | 5273 | 1727 | 3546 |
Profit Streak | 0 | 0 | 0 | 65.5905 | 141.2572 | 65.5905 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365021 | -168223 | -411985 | -578827 | -335667 | -760274 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5557, "evaluation_days": 1852.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759241419475, "expiration_time": 1764020448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 66, "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": [ [ 393689.7324091642, 338425.5320914401, 55264.2003177242, -758946.2593239663, 387884.1192154501, -1146830.378539416 ], [ 393.689732, 338.425532, 55.2642, -758.946259, 387.884119, -1146.830379 ], [ 0.212538, 0.182703, 0.029835, 0, 0.0856, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -214115, -77805, -181048, -2580032, -1200378, -2054876 ], [ 1.520729, 2.0263, 1.129642, 0.889682, 1.129704, 0.705117 ], [ 116, 58, 58, 116, 58, 58 ], [ 64, 35, 29, 64, 35, 29 ], [ 52, 23, 29, 52, 23, 29 ], [ 55.172414, 60.344828, 50, 55.172414, 60.344828, 50 ], [ 1.235592, 1.331569, 1.129642, 0.722867, 0.742377, 0.705117 ], [ 124746, 124746, 53948, 740638, 740638, 372409 ], [ -146359, -55911, -146359, -1119491, -614402, -1119491 ], [ 45, 29, 61, 45, 29, 61 ], [ 46, 22, 76, 44, 26, 65 ], [ 43, 40, 45, 47, 34, 57 ], [ 5273, 1727, 3546, 5273, 1727, 3546 ], [ 0, 0, 0, 65.590503, 141.25717, 65.590503 ], [ 0, 0, 0, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365021, -168223, -411985, -578827, -335667, -760274 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5557, "evaluation_days": 1852.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602576000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759241419475, "expiration_time": 1764020448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 66, "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) |
---|