Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749845.8734 | 652323.2646 | 97522.6088 | 493032.3055 | 235653.1094 | 257379.1961 |
Total P&L (%) | 749.8459 | 652.3233 | 97.5226 | 493.0323 | 235.6531 | 257.3792 |
Avg Daily Profit (%) | 0.4053 | 0.3526 | 0.0527 | 0.0963 | 0.0655 | 0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132551 | -91823 | -78999 | -762950 | -453239 | -431075 |
Profit Factor | 2.4046 | 3.4211 | 1.3688 | 1.1761 | 1.1616 | 1.1918 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 33.8462 | 33.3333 | 34.375 | 33.8462 | 33.3333 | 34.375 |
Ratio Avg Win / Avg Loss | 4.6998 | 6.8422 | 2.6132 | 2.2987 | 2.3233 | 2.2752 |
Largest Winning Trade | 487833 | 487833 | 63819 | 535200 | 535200 | 307082 |
Largest Losing Trade | -40249 | -39346 | -40249 | -276753 | -185576 | -276753 |
Avg Bars in Trades | 164 | 125 | 205 | 164 | 125 | 205 |
Avg Bars in Winners | 329 | 236 | 421 | 329 | 236 | 421 |
Avg Bars in Losers | 80 | 69 | 92 | 80 | 69 | 92 |
Bars Traded | 10719 | 4140 | 6579 | 10719 | 4140 | 6579 |
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 | -128186 | 337614 | -127019 | -232747 | -153627 | -115572 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11101, "evaluation_days": 1850.17, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054362040, "expiration_time": 1763842032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 4.32589 } } }
{ "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": [ [ 749845.873384881, 652323.2645865732, 97522.6087983074, 493032.3054908548, 235653.1093912119, 257379.1960996431 ], [ 749.845873, 652.323265, 97.522609, 493.032305, 235.653109, 257.379196 ], [ 0.405285, 0.352575, 0.05271, 0.096258, 0.06547, 0.068862 ], [ 10, 10, 10, 10, 10, 10 ], [ -132551, -91823, -78999, -762950, -453239, -431075 ], [ 2.404568, 3.421075, 1.368807, 1.176082, 1.161644, 1.191766 ], [ 65, 33, 32, 65, 33, 32 ], [ 22, 11, 11, 22, 11, 11 ], [ 43, 22, 21, 43, 22, 21 ], [ 33.846154, 33.333333, 34.375, 33.846154, 33.333333, 34.375 ], [ 4.699837, 6.842151, 2.613178, 2.298706, 2.323287, 2.275189 ], [ 487833, 487833, 63819, 535200, 535200, 307082 ], [ -40249, -39346, -40249, -276753, -185576, -276753 ], [ 164, 125, 205, 164, 125, 205 ], [ 329, 236, 421, 329, 236, 421 ], [ 80, 69, 92, 80, 69, 92 ], [ 10719, 4140, 6579, 10719, 4140, 6579 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128186, 337614, -127019, -232747, -153627, -115572 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11101, "evaluation_days": 1850.17, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602432000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054362040, "expiration_time": 1763842032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 4.32589 } } }
# | 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) |
---|