Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468447.6518 | 379908.2225 | 88539.4293 | 155469.588 | -3997.2882 | 159466.8762 |
Total P&L (%) | 468.4477 | 379.9082 | 88.5394 | 155.4696 | -3.9973 | 159.4669 |
Avg Daily Profit (%) | 0.2534 | 0.2055 | 0.0479 | 0.0507 | -0.0022 | 0.0516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147224 | -135039 | -87510 | -687976 | -594363 | -417677 |
Profit Factor | 1.5859 | 2.0023 | 1.2106 | 1.0648 | 0.9967 | 1.1333 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 52.3529 | 51.7647 | 52.9412 | 52.3529 | 51.7647 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.4434 | 1.8658 | 1.0761 | 0.9691 | 0.9287 | 1.0074 |
Largest Winning Trade | 251040 | 251040 | 56090 | 272883 | 264436 | 272883 |
Largest Losing Trade | -50713 | -50713 | -46817 | -264052 | -264052 | -227145 |
Avg Bars in Trades | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Winners | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 5247 | 2264 | 2983 | 5247 | 2264 | 2983 |
Profit Streak | 124.8081 | 201.4748 | 124.8081 | 124.8081 | 201.4748 | 124.8081 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452078 | 470321 | -128016 | -273417 | -579186 | -196502 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5547, "evaluation_days": 1849, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1605744000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758943420388, "expiration_time": 1763723808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 227 } }, "second_band": { "type": "alma", "factors": { "length": 219, "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": [ [ 468447.6518007579, 379908.2224572292, 88539.4293435288, 155469.587979997, -3997.2881901118, 159466.8761701086 ], [ 468.447652, 379.908222, 88.539429, 155.469588, -3.997288, 159.466876 ], [ 0.253352, 0.205467, 0.047885, 0.050739, -0.002206, 0.051579 ], [ 10, 10, 10, 10, 10, 10 ], [ -147224, -135039, -87510, -687976, -594363, -417677 ], [ 1.58594, 2.002312, 1.210584, 1.064801, 0.996677, 1.133321 ], [ 170, 85, 85, 170, 85, 85 ], [ 89, 44, 45, 89, 44, 45 ], [ 81, 41, 40, 81, 41, 40 ], [ 52.352941, 51.764706, 52.941176, 52.352941, 51.764706, 52.941176 ], [ 1.443384, 1.86579, 1.076074, 0.969089, 0.928722, 1.007397 ], [ 251040, 251040, 56090, 272883, 264436, 272883 ], [ -50713, -50713, -46817, -264052, -264052, -227145 ], [ 30, 26, 35, 30, 26, 35 ], [ 32, 28, 36, 32, 28, 36 ], [ 28, 24, 33, 28, 24, 33 ], [ 5247, 2264, 2983, 5247, 2264, 2983 ], [ 124.808106, 201.474773, 124.808106, 124.808106, 201.474773, 124.808106 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452078, 470321, -128016, -273417, -579186, -196502 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5547, "evaluation_days": 1849, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1605744000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758943420388, "expiration_time": 1763723808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 227 } }, "second_band": { "type": "alma", "factors": { "length": 219, "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) |
---|