Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926750.8566 | 823823.204 | 102927.6526 | 294684.8423 | 426468.147 | -131783.3046 |
Total P&L (%) | 926.7509 | 823.8232 | 102.9277 | 294.6848 | 426.4681 | -131.7833 |
Avg Daily Profit (%) | 0.5 | 0.4444 | 0.0555 | 0.0741 | 0.0896 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78025 | -109366 | -43350 | -779108 | -759610 | -583506 |
Profit Factor | 2.5335 | 3.6418 | 1.3519 | 1.0685 | 1.2095 | 0.9418 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 47.8992 | 48.3333 | 47.4576 | 47.8992 | 48.3333 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.7557 | 3.893 | 1.4967 | 1.1623 | 1.293 | 1.0427 |
Largest Winning Trade | 881629 | 881629 | 47933 | 881629 | 881629 | 245048 |
Largest Losing Trade | -39660 | -30038 | -39660 | -442835 | -203329 | -442835 |
Avg Bars in Trades | 89 | 73 | 107 | 89 | 73 | 107 |
Avg Bars in Winners | 145 | 101 | 191 | 145 | 101 | 191 |
Avg Bars in Losers | 38 | 46 | 30 | 38 | 46 | 30 |
Bars Traded | 10703 | 4388 | 6315 | 10703 | 4388 | 6315 |
Profit Streak | 2.3528 | 9.1861 | 0 | 2.3528 | 9.1861 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474412 | -152235 | -296039 | -241408 | -242907 | -756780 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11122, "evaluation_days": 1853.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1604160000000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759350482769, "expiration_time": 1764153504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 117, "offset": 228 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 926750.8566321074, 823823.2040156563, 102927.6526164509, 294684.8423273526, 426468.1469614969, -131783.304634145 ], [ 926.750857, 823.823204, 102.927653, 294.684842, 426.468147, -131.783305 ], [ 0.499955, 0.444428, 0.055526, 0.074092, 0.089647, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -78025, -109366, -43350, -779108, -759610, -583506 ], [ 2.533472, 3.641827, 1.351878, 1.068535, 1.209548, 0.941807 ], [ 119, 60, 59, 119, 60, 59 ], [ 57, 29, 28, 57, 29, 28 ], [ 62, 31, 31, 62, 31, 31 ], [ 47.89916, 48.333333, 47.457627, 47.89916, 48.333333, 47.457627 ], [ 2.755707, 3.892987, 1.496722, 1.162266, 1.292965, 1.042715 ], [ 881629, 881629, 47933, 881629, 881629, 245048 ], [ -39660, -30038, -39660, -442835, -203329, -442835 ], [ 89, 73, 107, 89, 73, 107 ], [ 145, 101, 191, 145, 101, 191 ], [ 38, 46, 30, 38, 46, 30 ], [ 10703, 4388, 6315, 10703, 4388, 6315 ], [ 2.35281, 9.186143, 0, 2.35281, 9.186143, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 474412, -152235, -296039, -241408, -242907, -756780 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11122, "evaluation_days": 1853.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1604160000000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759350482769, "expiration_time": 1764153504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 117, "offset": 228 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|