Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633328.2847 | 554438.3856 | 78889.8991 | 192674.555 | -164384.8752 | 357059.4302 |
Total P&L (%) | 633.3283 | 554.4384 | 78.8899 | 192.6746 | -164.3849 | 357.0594 |
Avg Daily Profit (%) | 0.341 | 0.2985 | 0.0425 | 0.0578 | 0 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130236 | -104226 | -66086 | -974536 | -819197 | -427595 |
Profit Factor | 2.0647 | 2.5512 | 1.3323 | 1.0644 | 0.9124 | 1.3205 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 41.9753 | 36.5854 | 47.5 | 41.9753 | 36.5854 | 47.5 |
Ratio Avg Win / Avg Loss | 2.8542 | 4.422 | 1.4726 | 1.4714 | 1.5815 | 1.4595 |
Largest Winning Trade | 542199 | 542199 | 65218 | 507654 | 507654 | 332713 |
Largest Losing Trade | -40311 | -26996 | -40311 | -287623 | -287623 | -242384 |
Avg Bars in Trades | 88 | 71 | 105 | 88 | 71 | 105 |
Avg Bars in Winners | 149 | 129 | 166 | 149 | 129 | 166 |
Avg Bars in Losers | 44 | 37 | 51 | 44 | 37 | 51 |
Bars Traded | 7166 | 2928 | 4238 | 7166 | 2928 | 4238 |
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 | -6230 | 308243 | -136840 | -284772 | -583181 | -84414 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7430, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759683019974, "expiration_time": 1764480240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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": [ [ 633328.2846762027, 554438.385625417, 78889.8990507855, 192674.5549730494, -164384.8751992653, 357059.4301723146 ], [ 633.328285, 554.438386, 78.889899, 192.674555, -164.384875, 357.05943 ], [ 0.340957, 0.298486, 0.042471, 0.057831, 0, 0.081845 ], [ 10, 10, 10, 10, 10, 10 ], [ -130236, -104226, -66086, -974536, -819197, -427595 ], [ 2.064734, 2.55116, 1.332325, 1.06441, 0.912429, 1.320459 ], [ 81, 41, 40, 81, 41, 40 ], [ 34, 15, 19, 34, 15, 19 ], [ 47, 26, 21, 47, 26, 21 ], [ 41.975309, 36.585366, 47.5, 41.975309, 36.585366, 47.5 ], [ 2.854192, 4.42201, 1.472569, 1.47139, 1.581543, 1.459454 ], [ 542199, 542199, 65218, 507654, 507654, 332713 ], [ -40311, -26996, -40311, -287623, -287623, -242384 ], [ 88, 71, 105, 88, 71, 105 ], [ 149, 129, 166, 149, 129, 166 ], [ 44, 37, 51, 44, 37, 51 ], [ 7166, 2928, 4238, 7166, 2928, 4238 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -6230, 308243, -136840, -284772, -583181, -84414 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7430, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759683019974, "expiration_time": 1764480240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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) |
---|