Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072631.1106 | 1057091.6047 | 15539.5059 | -24006.7338 | -570579.0887 | 546572.3549 |
Total P&L (%) | 1072.6311 | 1057.0916 | 15.5395 | -24.0067 | -570.5791 | 546.5724 |
Avg Daily Profit (%) | 0.5793 | 0.5709 | 0.0084 | -0.0148 | 0 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197085 | -216919 | -53744 | -1385331 | -1704068 | -161425 |
Profit Factor | 2.364 | 2.8153 | 1.0762 | 0.9942 | 0.8282 | 1.6581 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 41.7062 | 36.1905 | 47.1698 | 41.7062 | 36.1905 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.3043 | 4.9638 | 1.2053 | 1.3896 | 1.4602 | 1.8571 |
Largest Winning Trade | 1190531 | 1190531 | 32430 | 1037644 | 1037644 | 297008 |
Largest Losing Trade | -32158 | -32158 | -15767 | -357835 | -357835 | -119030 |
Avg Bars in Trades | 103 | 184 | 23 | 103 | 184 | 23 |
Avg Bars in Winners | 126 | 257 | 26 | 126 | 257 | 26 |
Avg Bars in Losers | 86 | 142 | 20 | 86 | 142 | 20 |
Bars Traded | 21795 | 19351 | 2444 | 21795 | 19351 | 2444 |
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 | 491821 | 393727 | -329331 | -581232 | -584756 | -55861 |
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22218, "evaluation_days": 1851.5, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600207200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222605252, "expiration_time": 1764978105600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 139, "offset": 0, "scalar": 4 } }, "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": [ [ 1072631.1105673392, 1057091.6046764357, 15539.5058909035, -24006.733814997, -570579.0887342421, 546572.3549192447 ], [ 1072.631111, 1057.091605, 15.539506, -24.006734, -570.579089, 546.572355 ], [ 0.579331, 0.570938, 0.008393, -0.014826, 0, 0.100862 ], [ 10, 10, 10, 10, 10, 10 ], [ -197085, -216919, -53744, -1385331, -1704068, -161425 ], [ 2.364021, 2.815316, 1.076153, 0.994217, 0.828179, 1.658112 ], [ 211, 105, 106, 211, 105, 106 ], [ 88, 38, 50, 88, 38, 50 ], [ 123, 67, 56, 123, 67, 56 ], [ 41.706161, 36.190476, 47.169811, 41.706161, 36.190476, 47.169811 ], [ 3.304257, 4.963846, 1.205292, 1.389644, 1.46021, 1.857086 ], [ 1190531, 1190531, 32430, 1037644, 1037644, 297008 ], [ -32158, -32158, -15767, -357835, -357835, -119030 ], [ 103, 184, 23, 103, 184, 23 ], [ 126, 257, 26, 126, 257, 26 ], [ 86, 142, 20, 86, 142, 20 ], [ 21795, 19351, 2444, 21795, 19351, 2444 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 491821, 393727, -329331, -581232, -584756, -55861 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22218, "evaluation_days": 1851.5, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600207200000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759222605252, "expiration_time": 1764978105600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 139, "offset": 0, "scalar": 4 } }, "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) |
---|