Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284902.6163 | 1145422.1023 | 139480.5139 | 1112607.0233 | 793650.3689 | 318956.6544 |
Total P&L (%) | 1284.9026 | 1145.4221 | 139.4805 | 1112.607 | 793.6504 | 318.9567 |
Avg Daily Profit (%) | 0.6957 | 0.6202 | 0.0755 | 0.1352 | 0.1186 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212158 | -87981 | -124177 | -1045942 | -573538 | -662313 |
Profit Factor | 3.3106 | 5.3841 | 1.4731 | 1.2364 | 1.3588 | 1.1279 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 33.945 | 27.2727 | 40.7407 | 33.945 | 27.2727 | 40.7407 |
Ratio Avg Win / Avg Loss | 6.4422 | 14.3575 | 2.1427 | 2.406 | 3.6234 | 1.6406 |
Largest Winning Trade | 1120581 | 1120581 | 68305 | 1052973 | 1052973 | 624108 |
Largest Losing Trade | -36495 | -31917 | -36495 | -254319 | -229905 | -254319 |
Avg Bars in Trades | 32 | 28 | 37 | 32 | 28 | 37 |
Avg Bars in Winners | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3582 | 1540 | 2042 | 3582 | 1540 | 2042 |
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 | 455389 | -180147 | -273520 | -17277 | -232490 | -351745 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942335685, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 21, "offset": 60 } }, "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": [ [ 1284902.6162779345, 1145422.102330542, 139480.5139473924, 1112607.0232565692, 793650.3688978421, 318956.6543587275 ], [ 1284.902616, 1145.422102, 139.480514, 1112.607023, 793.650369, 318.956654 ], [ 0.69567, 0.620153, 0.075517, 0.135195, 0.118649, 0.077594 ], [ 10, 10, 10, 10, 10, 10 ], [ -212158, -87981, -124177, -1045942, -573538, -662313 ], [ 3.310553, 5.384063, 1.473084, 1.236413, 1.358772, 1.127886 ], [ 109, 55, 54, 109, 55, 54 ], [ 37, 15, 22, 37, 15, 22 ], [ 72, 40, 32, 72, 40, 32 ], [ 33.944954, 27.272727, 40.740741, 33.944954, 27.272727, 40.740741 ], [ 6.442157, 14.357502, 2.142668, 2.405993, 3.623393, 1.640561 ], [ 1120581, 1120581, 68305, 1052973, 1052973, 624108 ], [ -36495, -31917, -36495, -254319, -229905, -254319 ], [ 32, 28, 37, 32, 28, 37 ], [ 72, 71, 72, 72, 71, 72 ], [ 12, 11, 13, 12, 11, 13 ], [ 3582, 1540, 2042, 3582, 1540, 2042 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455389, -180147, -273520, -17277, -232490, -351745 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758942335685, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 21, "offset": 60 } }, "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) |
---|