Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414368.1635 | 1217368.9021 | 196999.2614 | 3671500.3799 | 1616296.887 | 2055203.4928 |
Total P&L (%) | 1414.3682 | 1217.3689 | 196.9993 | 3671.5004 | 1616.2969 | 2055.2035 |
Avg Daily Profit (%) | 0.766 | 0.6593 | 0.1067 | 0.1968 | 0.1541 | 0.1664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92477 | -53228 | -57090 | -955764 | -778677 | -1141070 |
Profit Factor | 4.8703 | 8.804 | 1.9406 | 1.6401 | 1.6036 | 1.6721 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.2419 | 8.2171 | 1.5767 | 1.4285 | 1.4967 | 1.3586 |
Largest Winning Trade | 1165855 | 1165855 | 66491 | 1265195 | 1165855 | 1265195 |
Largest Losing Trade | -46971 | -27704 | -46971 | -778677 | -778677 | -594593 |
Avg Bars in Trades | 121 | 106 | 136 | 121 | 106 | 136 |
Avg Bars in Winners | 179 | 161 | 197 | 179 | 161 | 197 |
Avg Bars in Losers | 54 | 47 | 61 | 54 | 47 | 61 |
Bars Traded | 7037 | 3074 | 3963 | 7037 | 3074 | 3963 |
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 | -158477 | 743758 | -46254 | -169047 | 350561 | 375207 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604167200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884275974, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 206, "offset": 25 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "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": [ [ 1414368.1634871913, 1217368.902052567, 196999.2614346244, 3671500.379874213, 1616296.887034884, 2055203.4928393303 ], [ 1414.368163, 1217.368902, 196.999261, 3671.50038, 1616.296887, 2055.203493 ], [ 0.765972, 0.659285, 0.106688, 0.196785, 0.154072, 0.166424 ], [ 10, 10, 10, 10, 10, 10 ], [ -92477, -53228, -57090, -955764, -778677, -1141070 ], [ 4.8703, 8.80403, 1.940559, 1.640122, 1.603644, 1.672062 ], [ 58, 29, 29, 58, 29, 29 ], [ 31, 15, 16, 31, 15, 16 ], [ 27, 14, 13, 27, 14, 13 ], [ 53.448276, 51.724138, 55.172414, 53.448276, 51.724138, 55.172414 ], [ 4.241875, 8.217094, 1.576704, 1.428493, 1.496734, 1.35855 ], [ 1165855, 1165855, 66491, 1265195, 1165855, 1265195 ], [ -46971, -27704, -46971, -778677, -778677, -594593 ], [ 121, 106, 136, 121, 106, 136 ], [ 179, 161, 197, 179, 161, 197 ], [ 54, 47, 61, 54, 47, 61 ], [ 7037, 3074, 3963, 7037, 3074, 3963 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158477, 743758, -46254, -169047, 350561, 375207 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604167200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884275974, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 206, "offset": 25 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "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) |
---|