Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557028.4379 | 401930.893 | 155097.5449 | -81498.2609 | 1188119.3838 | -1269617.6447 |
Total P&L (%) | 557.0284 | 401.9309 | 155.0975 | -81.4983 | 1188.1194 | -1269.6176 |
Avg Daily Profit (%) | 0.2999 | 0.2164 | 0.0835 | -0.0908 | 0.1377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99521 | -75548 | -99521 | -2311095 | -1154477 | -2477422 |
Profit Factor | 1.8289 | 2.6577 | 1.3611 | 0.9908 | 1.4737 | 0.7988 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 59.3985 | 53.0303 | 65.6716 | 59.3985 | 53.0303 | 65.6716 |
Ratio Avg Win / Avg Loss | 1.2501 | 2.3539 | 0.7115 | 0.6772 | 1.3053 | 0.4176 |
Largest Winning Trade | 118870 | 118870 | 42672 | 821478 | 821478 | 432481 |
Largest Losing Trade | -99521 | -40225 | -99521 | -2311095 | -670440 | -2311095 |
Avg Bars in Trades | 40 | 26 | 54 | 40 | 26 | 54 |
Avg Bars in Winners | 44 | 28 | 57 | 44 | 28 | 57 |
Avg Bars in Losers | 35 | 25 | 48 | 35 | 25 | 48 |
Bars Traded | 5438 | 1777 | 3661 | 5438 | 1777 | 3661 |
Profit Streak | 20.2053 | 0 | 66.5386 | 20.2053 | 0 | 66.5386 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481518 | -110679 | -195854 | -578652 | -131188 | -693936 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5573, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601884800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759697735735, "expiration_time": 1764495072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 33 } } }
{ "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": [ [ 557028.4378623845, 401930.8930012527, 155097.5448611318, -81498.2609055639, 1188119.3838193582, -1269617.6447249216 ], [ 557.028438, 401.930893, 155.097545, -81.498261, 1188.119384, -1269.617645 ], [ 0.299853, 0.216363, 0.08349, -0.090788, 0.137674, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -99521, -75548, -99521, -2311095, -1154477, -2477422 ], [ 1.828869, 2.657659, 1.361057, 0.990759, 1.473694, 0.798821 ], [ 133, 66, 67, 133, 66, 67 ], [ 79, 35, 44, 79, 35, 44 ], [ 54, 31, 23, 54, 31, 23 ], [ 59.398496, 53.030303, 65.671642, 59.398496, 53.030303, 65.671642 ], [ 1.250113, 2.353927, 0.711462, 0.677228, 1.305272, 0.417566 ], [ 118870, 118870, 42672, 821478, 821478, 432481 ], [ -99521, -40225, -99521, -2311095, -670440, -2311095 ], [ 40, 26, 54, 40, 26, 54 ], [ 44, 28, 57, 44, 28, 57 ], [ 35, 25, 48, 35, 25, 48 ], [ 5438, 1777, 3661, 5438, 1777, 3661 ], [ 20.205275, 0, 66.538608, 20.205275, 0, 66.538608 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481518, -110679, -195854, -578652, -131188, -693936 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5573, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601884800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759697735735, "expiration_time": 1764495072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 33 } } }
# | 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) |
---|