Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413381.4375 | 332667.9533 | 80713.4843 | 231900.6955 | 4383.7007 | 227516.9948 |
Total P&L (%) | 413.3814 | 332.668 | 80.7135 | 231.9007 | 4.3837 | 227.517 |
Avg Daily Profit (%) | 0.2224 | 0.179 | 0.0434 | 0.0646 | 0.0023 | 0.0638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142470 | -116960 | -82457 | -582431 | -463028 | -357704 |
Profit Factor | 1.6923 | 2.034 | 1.293 | 1.1108 | 1.0037 | 1.2506 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 44.4444 | 38 | 51.0204 | 44.4444 | 38 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.1153 | 3.3187 | 1.2413 | 1.3885 | 1.6376 | 1.2006 |
Largest Winning Trade | 232974 | 232974 | 66596 | 248123 | 248123 | 244309 |
Largest Losing Trade | -38987 | -25188 | -38987 | -235525 | -110271 | -235525 |
Avg Bars in Trades | 72 | 64 | 81 | 72 | 64 | 81 |
Avg Bars in Winners | 110 | 105 | 114 | 110 | 105 | 114 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 7197 | 3209 | 3988 | 7197 | 3209 | 3988 |
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 | 328392 | -173414 | -134637 | -207236 | -755573 | -107666 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7435, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759793085508, "expiration_time": 1764591480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 122, "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": [ [ 413381.4375456169, 332667.9532925914, 80713.4842530253, 231900.6955400995, 4383.7007440488, 227516.9947960509 ], [ 413.381438, 332.667953, 80.713484, 231.900696, 4.383701, 227.516995 ], [ 0.222398, 0.178974, 0.043424, 0.064562, 0.002308, 0.063847 ], [ 10, 10, 10, 10, 10, 10 ], [ -142470, -116960, -82457, -582431, -463028, -357704 ], [ 1.692259, 2.03403, 1.293046, 1.110828, 1.003701, 1.250579 ], [ 99, 50, 49, 99, 50, 49 ], [ 44, 19, 25, 44, 19, 25 ], [ 55, 31, 24, 55, 31, 24 ], [ 44.444444, 38, 51.020408, 44.444444, 38, 51.020408 ], [ 2.115323, 3.318681, 1.241324, 1.388535, 1.637617, 1.200555 ], [ 232974, 232974, 66596, 248123, 248123, 244309 ], [ -38987, -25188, -38987, -235525, -110271, -235525 ], [ 72, 64, 81, 72, 64, 81 ], [ 110, 105, 114, 110, 105, 114 ], [ 42, 39, 46, 42, 39, 46 ], [ 7197, 3209, 3988, 7197, 3209, 3988 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328392, -173414, -134637, -207236, -755573, -107666 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7435, "evaluation_days": 1858.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759793085508, "expiration_time": 1764591480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 122, "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) |
---|