Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144759.5447 | 999780.1335 | 144979.4111 | 1399520.8857 | 696092.0887 | 703428.797 |
Total P&L (%) | 1144.7595 | 999.7801 | 144.9794 | 1399.5209 | 696.0921 | 703.4288 |
Avg Daily Profit (%) | 0.618 | 0.5397 | 0.0783 | 0.1463 | 0.1121 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117296 | -66645 | -63343 | -644120 | -333362 | -614280 |
Profit Factor | 3.7501 | 6.4315 | 1.6244 | 1.4318 | 1.4771 | 1.3947 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.0087 | 8.4104 | 1.4214 | 1.5306 | 1.9316 | 1.2204 |
Largest Winning Trade | 956968 | 956968 | 69704 | 742197 | 742197 | 597528 |
Largest Losing Trade | -48067 | -43323 | -48067 | -394038 | -221421 | -394038 |
Avg Bars in Trades | 181 | 148 | 214 | 181 | 148 | 214 |
Avg Bars in Winners | 277 | 250 | 299 | 277 | 250 | 299 |
Avg Bars in Losers | 90 | 69 | 116 | 90 | 69 | 116 |
Bars Traded | 10873 | 4449 | 6424 | 10873 | 4449 | 6424 |
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 | -155659 | 605870 | -86098 | -169487 | -43340 | -41269 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11114, "evaluation_days": 1852.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239651426, "expiration_time": 1764034848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 171, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 101, "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": [ [ 1144759.5446745565, 999780.1335275834, 144979.4111469732, 1399520.8857121407, 696092.0887305515, 703428.7969815888 ], [ 1144.759545, 999.780134, 144.979411, 1399.520886, 696.092089, 703.428797 ], [ 0.618011, 0.539742, 0.078269, 0.146287, 0.112059, 0.112555 ], [ 10, 10, 10, 10, 10, 10 ], [ -117296, -66645, -63343, -644120, -333362, -614280 ], [ 3.7501, 6.431475, 1.624401, 1.431819, 1.477139, 1.394719 ], [ 60, 30, 30, 60, 30, 30 ], [ 29, 13, 16, 29, 13, 16 ], [ 31, 17, 14, 31, 17, 14 ], [ 48.333333, 43.333333, 53.333333, 48.333333, 43.333333, 53.333333 ], [ 4.008727, 8.41039, 1.421351, 1.530566, 1.931643, 1.22038 ], [ 956968, 956968, 69704, 742197, 742197, 597528 ], [ -48067, -43323, -48067, -394038, -221421, -394038 ], [ 181, 148, 214, 181, 148, 214 ], [ 277, 250, 299, 277, 250, 299 ], [ 90, 69, 116, 90, 69, 116 ], [ 10873, 4449, 6424, 10873, 4449, 6424 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155659, 605870, -86098, -169487, -43340, -41269 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11114, "evaluation_days": 1852.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239651426, "expiration_time": 1764034848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 171, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 101, "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) |
---|