Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213169.1197 | 1054596.9764 | 158572.1433 | 1920737.5785 | 63103.5245 | 1857634.0541 |
Total P&L (%) | 1213.1691 | 1054.597 | 158.5721 | 1920.7376 | 63.1035 | 1857.6341 |
Avg Daily Profit (%) | 0.657 | 0.5711 | 0.0859 | 0.1629 | 0.0265 | 0.1612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129706 | -100674 | -88458 | -2822661 | -2014103 | -1733988 |
Profit Factor | 3.8603 | 5.5796 | 1.818 | 1.2791 | 1.0171 | 1.5835 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 43.5897 | 35.8974 | 51.2821 | 43.5897 | 35.8974 | 51.2821 |
Ratio Avg Win / Avg Loss | 4.9957 | 9.9635 | 1.7271 | 1.6553 | 1.8162 | 1.5043 |
Largest Winning Trade | 1013361 | 1013361 | 69324 | 1180869 | 1013361 | 1180869 |
Largest Losing Trade | -37202 | -37202 | -25581 | -674672 | -422783 | -674672 |
Avg Bars in Trades | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Winners | 139 | 138 | 140 | 139 | 138 | 140 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 7050 | 3262 | 3788 | 7050 | 3262 | 3788 |
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 | -22367 | 502778 | -74667 | -32482 | -364044 | 389528 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759006428325, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 3.53841 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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": [ [ 1213169.1197428794, 1054596.9763938827, 158572.1433489964, 1920737.5785071957, 63103.5244514463, 1857634.054055749 ], [ 1213.16912, 1054.596976, 158.572143, 1920.737579, 63.103524, 1857.634054 ], [ 0.65701, 0.571133, 0.085877, 0.16293, 0.026498, 0.161209 ], [ 10, 10, 10, 10, 10, 10 ], [ -129706, -100674, -88458, -2822661, -2014103, -1733988 ], [ 3.860325, 5.579585, 1.817995, 1.279105, 1.017064, 1.583464 ], [ 78, 39, 39, 78, 39, 39 ], [ 34, 14, 20, 34, 14, 20 ], [ 44, 25, 19, 44, 25, 19 ], [ 43.589744, 35.897436, 51.282051, 43.589744, 35.897436, 51.282051 ], [ 4.995715, 9.963545, 1.727095, 1.655312, 1.816186, 1.50429 ], [ 1013361, 1013361, 69324, 1180869, 1013361, 1180869 ], [ -37202, -37202, -25581, -674672, -422783, -674672 ], [ 90, 83, 97, 90, 83, 97 ], [ 139, 138, 140, 139, 138, 140 ], [ 52, 53, 51, 52, 53, 51 ], [ 7050, 3262, 3788, 7050, 3262, 3788 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -22367, 502778, -74667, -32482, -364044, 389528 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759006428325, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 3.53841 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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) |
---|