Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379832.4512 | 379252.0348 | 580.4164 | -84806.3312 | 415650.1704 | -500456.5015 |
Total P&L (%) | 379.8325 | 379.252 | 0.5804 | -84.8063 | 415.6502 | -500.4565 |
Avg Daily Profit (%) | 0.2044 | 0.2041 | 0.0003 | -0.1013 | 0.0883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172197 | -99453 | -152823 | -720021 | -359093 | -625478 |
Profit Factor | 1.4868 | 2.404 | 1.0011 | 0.9622 | 1.7116 | 0.6981 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 49.1667 | 50 | 48.3333 | 49.1667 | 50 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.5372 | 2.404 | 1.0702 | 0.9948 | 1.7116 | 0.7463 |
Largest Winning Trade | 300701 | 300701 | 64104 | 406134 | 406134 | 197508 |
Largest Losing Trade | -87291 | -30934 | -87291 | -434921 | -102652 | -434921 |
Avg Bars in Trades | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Winners | 41 | 29 | 53 | 41 | 29 | 53 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 3638 | 1518 | 2120 | 3638 | 1518 | 2120 |
Profit Streak | 3.3636 | 0 | 4.3636 | 3.3636 | 0 | 4.3636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330600 | -156666 | -747152 | -581589 | -240737 | -750487 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3717, "evaluation_days": 1858.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759740212430, "expiration_time": 1764526032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "sma", "factors": { "length": 42, "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": [ [ 379832.4512463111, 379252.0348301788, 580.4164161324, -84806.3311794012, 415650.1703664314, -500456.5015458324 ], [ 379.832451, 379.252035, 0.580416, -84.806331, 415.65017, -500.456502 ], [ 0.204376, 0.204064, 0.000312, -0.101336, 0.088296, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -172197, -99453, -152823, -720021, -359093, -625478 ], [ 1.486765, 2.403955, 1.001138, 0.962172, 1.711561, 0.698107 ], [ 120, 60, 60, 120, 60, 60 ], [ 59, 30, 29, 59, 30, 29 ], [ 61, 30, 31, 61, 30, 31 ], [ 49.166667, 50, 48.333333, 49.166667, 50, 48.333333 ], [ 1.537163, 2.403955, 1.070182, 0.994788, 1.711561, 0.746252 ], [ 300701, 300701, 64104, 406134, 406134, 197508 ], [ -87291, -30934, -87291, -434921, -102652, -434921 ], [ 30, 25, 35, 30, 25, 35 ], [ 41, 29, 53, 41, 29, 53 ], [ 19, 20, 18, 19, 20, 18 ], [ 3638, 1518, 2120, 3638, 1518, 2120 ], [ 3.36357, 0, 4.36357, 3.36357, 0, 4.36357 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330600, -156666, -747152, -581589, -240737, -750487 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3717, "evaluation_days": 1858.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602072000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759740212430, "expiration_time": 1764526032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "sma", "factors": { "length": 42, "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) |
---|