Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689755.8653 | 608574.5314 | 81181.3339 | 192017.0667 | -35225.7844 | 227242.8511 |
Total P&L (%) | 689.7559 | 608.5745 | 81.1813 | 192.0171 | -35.2258 | 227.2429 |
Avg Daily Profit (%) | 0.3735 | 0.3296 | 0.044 | 0.0581 | -0.0235 | 0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141117 | -170298 | -75575 | -360936 | -468513 | -160119 |
Profit Factor | 1.9517 | 2.509 | 1.2525 | 1.1139 | 0.966 | 1.3495 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 44 | 34.9206 | 53.2258 | 44 | 34.9206 | 53.2258 |
Ratio Avg Win / Avg Loss | 2.484 | 4.6758 | 1.1007 | 1.4177 | 1.8003 | 1.1859 |
Largest Winning Trade | 538488 | 538488 | 55149 | 231840 | 231840 | 153489 |
Largest Losing Trade | -51513 | -24510 | -51513 | -113972 | -102614 | -113972 |
Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Winners | 84 | 86 | 83 | 84 | 86 | 83 |
Avg Bars in Losers | 35 | 32 | 40 | 35 | 32 | 40 |
Bars Traded | 7156 | 3246 | 3910 | 7156 | 3246 | 3910 |
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 | 404145 | -138894 | -288154 | -212642 | -730822 | -260548 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600862400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758971274403, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.63012 } }, "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": [ [ 689755.8652958228, 608574.5313642187, 81181.3339316043, 192017.0667068485, -35225.784393171, 227242.8511000194 ], [ 689.755865, 608.574531, 81.181334, 192.017067, -35.225784, 227.242851 ], [ 0.373548, 0.329583, 0.043965, 0.058053, -0.023515, 0.064225 ], [ 10, 10, 10, 10, 10, 10 ], [ -141117, -170298, -75575, -360936, -468513, -160119 ], [ 1.951696, 2.508992, 1.252535, 1.113899, 0.965988, 1.349517 ], [ 125, 63, 62, 125, 63, 62 ], [ 55, 22, 33, 55, 22, 33 ], [ 70, 41, 29, 70, 41, 29 ], [ 44, 34.920635, 53.225806, 44, 34.920635, 53.225806 ], [ 2.483977, 4.675849, 1.100712, 1.41769, 1.80025, 1.18594 ], [ 538488, 538488, 55149, 231840, 231840, 153489 ], [ -51513, -24510, -51513, -113972, -102614, -113972 ], [ 57, 51, 63, 57, 51, 63 ], [ 84, 86, 83, 84, 86, 83 ], [ 35, 32, 40, 35, 32, 40 ], [ 7156, 3246, 3910, 7156, 3246, 3910 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404145, -138894, -288154, -212642, -730822, -260548 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600862400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758971274403, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.63012 } }, "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) |
---|