Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064621.6667 | 919097.1993 | 145524.4674 | 1188935.2746 | 268174.0722 | 920761.2024 |
Total P&L (%) | 1064.6217 | 919.0972 | 145.5245 | 1188.9353 | 268.1741 | 920.7612 |
Avg Daily Profit (%) | 0.5735 | 0.4951 | 0.0784 | 0.1378 | 0.0702 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86206 | -53499 | -47108 | -1895657 | -1005978 | -986289 |
Profit Factor | 3.35 | 4.8069 | 1.6877 | 1.1662 | 1.0724 | 1.267 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 36.2319 | 37.1429 | 35.2941 | 36.2319 | 37.1429 | 35.2941 |
Ratio Avg Win / Avg Loss | 5.8961 | 8.1348 | 3.0942 | 2.0525 | 1.8148 | 2.3229 |
Largest Winning Trade | 883100 | 883100 | 60888 | 1076498 | 1045836 | 1076498 |
Largest Losing Trade | -36701 | -36701 | -23196 | -657609 | -394602 | -657609 |
Avg Bars in Trades | 103 | 78 | 128 | 103 | 78 | 128 |
Avg Bars in Winners | 192 | 134 | 255 | 192 | 134 | 255 |
Avg Bars in Losers | 52 | 45 | 59 | 52 | 45 | 59 |
Bars Traded | 7111 | 2746 | 4365 | 7111 | 2746 | 4365 |
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 | -93995 | 475343 | -90815 | -156850 | -243956 | -30158 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7425, "evaluation_days": 1856.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603951200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759575565363, "expiration_time": 1764369000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1064621.6667360223, 919097.1993459199, 145524.4673901033, 1188935.274606091, 268174.0722325156, 920761.2023735745 ], [ 1064.621667, 919.097199, 145.524467, 1188.935275, 268.174072, 920.761202 ], [ 0.573534, 0.495137, 0.078397, 0.137813, 0.070241, 0.12523 ], [ 10, 10, 10, 10, 10, 10 ], [ -86206, -53499, -47108, -1895657, -1005978, -986289 ], [ 3.350041, 4.806935, 1.687749, 1.166215, 1.072383, 1.267037 ], [ 69, 35, 34, 69, 35, 34 ], [ 25, 13, 12, 25, 13, 12 ], [ 44, 22, 22, 44, 22, 22 ], [ 36.231884, 37.142857, 35.294118, 36.231884, 37.142857, 35.294118 ], [ 5.896073, 8.134813, 3.094206, 2.052538, 1.814802, 2.3229 ], [ 883100, 883100, 60888, 1076498, 1045836, 1076498 ], [ -36701, -36701, -23196, -657609, -394602, -657609 ], [ 103, 78, 128, 103, 78, 128 ], [ 192, 134, 255, 192, 134, 255 ], [ 52, 45, 59, 52, 45, 59 ], [ 7111, 2746, 4365, 7111, 2746, 4365 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -93995, 475343, -90815, -156850, -243956, -30158 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7425, "evaluation_days": 1856.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603951200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759575565363, "expiration_time": 1764369000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|