Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725033.8703 | 655333.8509 | 69700.0194 | 98096.1729 | 591721.5603 | -493625.3874 |
Total P&L (%) | 725.0339 | 655.3339 | 69.7 | 98.0962 | 591.7216 | -493.6254 |
Avg Daily Profit (%) | 0.3899 | 0.3524 | 0.0375 | 0.0368 | 0.1041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149490 | -71635 | -82954 | -866622 | -424332 | -583361 |
Profit Factor | 2.2751 | 3.2038 | 1.257 | 1.0381 | 1.5094 | 0.6504 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.1739 | 48.5714 | 55.8824 | 52.1739 | 48.5714 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.0855 | 3.3922 | 0.9924 | 0.9516 | 1.5982 | 0.5134 |
Largest Winning Trade | 658349 | 658349 | 60215 | 875287 | 875287 | 175446 |
Largest Losing Trade | -56727 | -40566 | -56727 | -312360 | -193172 | -312360 |
Avg Bars in Trades | 103 | 72 | 134 | 103 | 72 | 134 |
Avg Bars in Winners | 141 | 85 | 191 | 141 | 85 | 191 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 7114 | 2550 | 4564 | 7114 | 2550 | 4564 |
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 | -91725 | 536347 | -143949 | -429763 | -51732 | -580032 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7438, "evaluation_days": 1859.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602331200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847214639, "expiration_time": 1764658224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 98, "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": [ [ 725033.8703051726, 655333.8509034374, 69700.0194017358, 98096.1728527549, 591721.56030033, -493625.3874475747 ], [ 725.03387, 655.333851, 69.700019, 98.096173, 591.72156, -493.625387 ], [ 0.389908, 0.352425, 0.037483, 0.036768, 0.104061, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -149490, -71635, -82954, -866622, -424332, -583361 ], [ 2.275129, 3.20375, 1.256983, 1.038119, 1.509377, 0.650354 ], [ 69, 35, 34, 69, 35, 34 ], [ 36, 17, 19, 36, 17, 19 ], [ 33, 18, 15, 33, 18, 15 ], [ 52.173913, 48.571429, 55.882353, 52.173913, 48.571429, 55.882353 ], [ 2.085535, 3.392206, 0.992355, 0.951609, 1.598164, 0.513437 ], [ 658349, 658349, 60215, 875287, 875287, 175446 ], [ -56727, -40566, -56727, -312360, -193172, -312360 ], [ 103, 72, 134, 103, 72, 134 ], [ 141, 85, 191, 141, 85, 191 ], [ 61, 61, 61, 61, 61, 61 ], [ 7114, 2550, 4564, 7114, 2550, 4564 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -91725, 536347, -143949, -429763, -51732, -580032 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7438, "evaluation_days": 1859.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602331200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847214639, "expiration_time": 1764658224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 98, "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) |
---|