Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069764.3821 | 926699.5211 | 143064.861 | 1195260.5094 | 316870.3319 | 878390.1775 |
Total P&L (%) | 1069.7644 | 926.6995 | 143.0649 | 1195.2605 | 316.8703 | 878.3902 |
Avg Daily Profit (%) | 0.5776 | 0.5004 | 0.0772 | 0.1384 | 0.0771 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77237 | -95745 | -60747 | -959113 | -1206271 | -854364 |
Profit Factor | 2.8399 | 3.9954 | 1.5259 | 1.175 | 1.0828 | 1.2922 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 44.7368 | 43.4211 | 46.0526 | 44.7368 | 43.4211 | 46.0526 |
Ratio Avg Win / Avg Loss | 3.5081 | 5.2061 | 1.7875 | 1.4515 | 1.411 | 1.5138 |
Largest Winning Trade | 897016 | 897016 | 60185 | 914751 | 914751 | 613608 |
Largest Losing Trade | -31066 | -23005 | -31066 | -290959 | -290959 | -272044 |
Avg Bars in Trades | 47 | 49 | 44 | 47 | 49 | 44 |
Avg Bars in Winners | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Losers | 32 | 40 | 24 | 32 | 40 | 24 |
Bars Traded | 7153 | 3744 | 3409 | 7153 | 3744 | 3409 |
Profit Streak | 0 | 0 | 37.6722 | 0 | 0 | 37.6722 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555704 | -34353 | -137236 | -37156 | -271401 | -76944 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7408, "evaluation_days": 1852, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759205280698, "expiration_time": 1763990784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.77299 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1069764.382147062, 926699.5211363347, 143064.8610107276, 1195260.509418505, 316870.331938184, 878390.1774803195 ], [ 1069.764382, 926.699521, 143.064861, 1195.260509, 316.870332, 878.390177 ], [ 0.577627, 0.500378, 0.077249, 0.138395, 0.077114, 0.123226 ], [ 10, 10, 10, 10, 10, 10 ], [ -77237, -95745, -60747, -959113, -1206271, -854364 ], [ 2.83992, 3.995394, 1.525889, 1.174985, 1.082845, 1.292231 ], [ 152, 76, 76, 152, 76, 76 ], [ 68, 33, 35, 68, 33, 35 ], [ 84, 43, 41, 84, 43, 41 ], [ 44.736842, 43.421053, 46.052632, 44.736842, 43.421053, 46.052632 ], [ 3.508137, 5.206119, 1.78747, 1.451452, 1.41098, 1.513756 ], [ 897016, 897016, 60185, 914751, 914751, 613608 ], [ -31066, -23005, -31066, -290959, -290959, -272044 ], [ 47, 49, 44, 47, 49, 44 ], [ 65, 61, 69, 65, 61, 69 ], [ 32, 40, 24, 32, 40, 24 ], [ 7153, 3744, 3409, 7153, 3744, 3409 ], [ 0, 0, 37.67223, 0, 0, 37.67223 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 555704, -34353, -137236, -37156, -271401, -76944 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7408, "evaluation_days": 1852, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759205280698, "expiration_time": 1763990784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.77299 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|