Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722933.2986 | 657021.1378 | 65912.1608 | 168176.2462 | 28138.9204 | 140037.3258 |
Total P&L (%) | 722.9333 | 657.0211 | 65.9122 | 168.1762 | 28.1389 | 140.0373 |
Avg Daily Profit (%) | 0.3908 | 0.3551 | 0.0356 | 0.0533 | 0.0134 | 0.0473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128285 | -125526 | -72011 | -624160 | -655877 | -385853 |
Profit Factor | 2.1923 | 3.0039 | 1.2367 | 1.0652 | 1.0196 | 1.1224 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 37.0787 | 35.5556 | 38.6364 | 37.0787 | 35.5556 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.7202 | 5.4447 | 1.9641 | 1.8076 | 1.848 | 1.7827 |
Largest Winning Trade | 664411 | 664411 | 68815 | 615101 | 615101 | 327244 |
Largest Losing Trade | -31868 | -26923 | -31868 | -238512 | -142773 | -238512 |
Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
Avg Bars in Winners | 115 | 102 | 128 | 115 | 102 | 128 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 5373 | 2303 | 3069 | 5373 | 2303 | 3069 |
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 | 325879 | 343805 | -149127 | -274213 | -381640 | -218782 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027664788, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 205, "offset": 0, "std": 1.36661 } }, "second_band": { "type": "ssf", "factors": { "length": 23, "offset": 0, "poles": 3 } } }
{ "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": [ [ 722933.2985923337, 657021.1378215211, 65912.1607708128, 168176.2461994382, 28138.9204202853, 140037.3257791527 ], [ 722.933299, 657.021138, 65.912161, 168.176246, 28.13892, 140.037326 ], [ 0.390775, 0.355147, 0.035628, 0.053337, 0.013403, 0.047342 ], [ 10, 10, 10, 10, 10, 10 ], [ -128285, -125526, -72011, -624160, -655877, -385853 ], [ 2.19228, 3.003948, 1.236684, 1.065164, 1.019581, 1.122435 ], [ 89, 45, 44, 89, 45, 44 ], [ 33, 16, 17, 33, 16, 17 ], [ 56, 29, 27, 56, 29, 27 ], [ 37.078652, 35.555556, 38.636364, 37.078652, 35.555556, 38.636364 ], [ 3.720232, 5.444655, 1.964145, 1.807551, 1.847991, 1.78269 ], [ 664411, 664411, 68815, 615101, 615101, 327244 ], [ -31868, -26923, -31868, -238512, -142773, -238512 ], [ 60, 51, 69, 60, 51, 69 ], [ 115, 102, 128, 115, 102, 128 ], [ 27, 23, 32, 27, 23, 32 ], [ 5373, 2303, 3069, 5373, 2303, 3069 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325879, 343805, -149127, -274213, -381640, -218782 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601913600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759027664788, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 205, "offset": 0, "std": 1.36661 } }, "second_band": { "type": "ssf", "factors": { "length": 23, "offset": 0, "poles": 3 } } }
# | 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) |
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