Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113510.045 | 997553.9299 | 115956.1151 | 741223.0919 | 92825.9669 | 648397.125 |
Total P&L (%) | 1113.51 | 997.5539 | 115.9561 | 741.2231 | 92.826 | 648.3971 |
Avg Daily Profit (%) | 0.6025 | 0.5398 | 0.0627 | 0.1153 | 0.0355 | 0.109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121493 | -78203 | -64015 | -2182150 | -1618950 | -1140442 |
Profit Factor | 2.9739 | 4.7041 | 1.3933 | 1.1045 | 1.0263 | 1.1823 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 30 | 29.0909 | 30.9091 | 30 | 29.0909 | 30.9091 |
Ratio Avg Win / Avg Loss | 6.939 | 11.4662 | 3.1145 | 2.5772 | 2.5015 | 2.6428 |
Largest Winning Trade | 999428 | 999428 | 61018 | 931155 | 931155 | 873048 |
Largest Losing Trade | -20054 | -17083 | -20054 | -354324 | -245477 | -354324 |
Avg Bars in Trades | 48 | 40 | 56 | 48 | 40 | 56 |
Avg Bars in Winners | 123 | 97 | 147 | 123 | 97 | 147 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 5365 | 2248 | 3117 | 5365 | 2248 | 3117 |
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 | 348211 | -173597 | -295135 | -150563 | -528066 | -253726 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1603987200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758869778435, "expiration_time": 1763634816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.30786, "nc": 0.1 } } }
{ "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": [ [ 1113510.045012323, 997553.9299336344, 115956.1150786884, 741223.0918964978, 92825.9669275966, 648397.1249689019 ], [ 1113.510045, 997.55393, 115.956115, 741.223092, 92.825967, 648.397125 ], [ 0.602549, 0.539802, 0.062747, 0.115309, 0.035538, 0.108975 ], [ 10, 10, 10, 10, 10, 10 ], [ -121493, -78203, -64015, -2182150, -1618950, -1140442 ], [ 2.973853, 4.704075, 1.393315, 1.104529, 1.026263, 1.182306 ], [ 110, 55, 55, 110, 55, 55 ], [ 33, 16, 17, 33, 16, 17 ], [ 77, 39, 38, 77, 39, 38 ], [ 30, 29.090909, 30.909091, 30, 29.090909, 30.909091 ], [ 6.938991, 11.466183, 3.114469, 2.577234, 2.501517, 2.642801 ], [ 999428, 999428, 61018, 931155, 931155, 873048 ], [ -20054, -17083, -20054, -354324, -245477, -354324 ], [ 48, 40, 56, 48, 40, 56 ], [ 123, 97, 147, 123, 97, 147 ], [ 16, 17, 16, 16, 17, 16 ], [ 5365, 2248, 3117, 5365, 2248, 3117 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348211, -173597, -295135, -150563, -528066, -253726 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1603987200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758869778435, "expiration_time": 1763634816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.30786, "nc": 0.1 } } }
# | 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) |
---|