Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628484.7649 | 440225.9916 | 188258.7733 | 2245482.8589 | 1093953.3994 | 1151529.4595 |
Total P&L (%) | 628.4848 | 440.226 | 188.2588 | 2245.4829 | 1093.9534 | 1151.5295 |
Avg Daily Profit (%) | 0.3404 | 0.2384 | 0.102 | 0.171 | 0.1344 | 0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143827 | -90665 | -111967 | -424142 | -457442 | -391250 |
Profit Factor | 1.9903 | 2.1643 | 1.7339 | 1.8046 | 1.6274 | 2.0998 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 56.0345 | 48.2759 | 63.7931 | 56.0345 | 48.2759 | 63.7931 |
Ratio Avg Win / Avg Loss | 1.5616 | 2.3188 | 0.9841 | 1.4159 | 1.7436 | 1.1918 |
Largest Winning Trade | 109455 | 109455 | 49468 | 552235 | 552235 | 384781 |
Largest Losing Trade | -42938 | -38420 | -42938 | -292230 | -292230 | -181892 |
Avg Bars in Trades | 62 | 64 | 59 | 62 | 64 | 59 |
Avg Bars in Winners | 76 | 87 | 67 | 76 | 87 | 67 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 7194 | 3723 | 3471 | 7194 | 3723 | 3471 |
Profit Streak | 0 | 97.7921 | 0 | 0 | 97.7921 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507932 | -167301 | -234626 | 402925 | -189488 | -185181 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021240674, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 1.413 } } }
{ "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": [ [ 628484.764874529, 440225.9916232217, 188258.7732513072, 2245482.8589363275, 1093953.3993956663, 1151529.459540661 ], [ 628.484765, 440.225992, 188.258773, 2245.482859, 1093.953399, 1151.52946 ], [ 0.340365, 0.238411, 0.101954, 0.171014, 0.134391, 0.136945 ], [ 10, 10, 10, 10, 10, 10 ], [ -143827, -90665, -111967, -424142, -457442, -391250 ], [ 1.990303, 2.164259, 1.733889, 1.804641, 1.627395, 2.099813 ], [ 116, 58, 58, 116, 58, 58 ], [ 65, 28, 37, 65, 28, 37 ], [ 51, 30, 21, 51, 30, 21 ], [ 56.034483, 48.275862, 63.793103, 56.034483, 48.275862, 63.793103 ], [ 1.561622, 2.318849, 0.984099, 1.415949, 1.743638, 1.191786 ], [ 109455, 109455, 49468, 552235, 552235, 384781 ], [ -42938, -38420, -42938, -292230, -292230, -181892 ], [ 62, 64, 59, 62, 64, 59 ], [ 76, 87, 67, 76, 87, 67 ], [ 44, 42, 46, 44, 42, 46 ], [ 7194, 3723, 3471, 7194, 3723, 3471 ], [ 0, 97.792137, 0, 0, 97.792137, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 507932, -167301, -234626, 402925, -189488, -185181 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601769600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021240674, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 1.413 } } }
# | 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) |
---|