Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216737.2653 | 1046188.3116 | 170548.9537 | 1875932.6303 | 594036.768 | 1281895.8623 |
Total P&L (%) | 1216.7373 | 1046.1883 | 170.549 | 1875.9326 | 594.0368 | 1281.8959 |
Avg Daily Profit (%) | 0.655 | 0.5632 | 0.0918 | 0.1607 | 0.1043 | 0.1415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84658 | -53330 | -49548 | -2041921 | -1768502 | -1582755 |
Profit Factor | 3.6946 | 5.6617 | 1.7509 | 1.2126 | 1.1246 | 1.3159 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 40.3509 | 34.4828 | 46.4286 | 40.3509 | 34.4828 | 46.4286 |
Ratio Avg Win / Avg Loss | 5.4616 | 10.7572 | 2.0203 | 1.7925 | 2.1368 | 1.5183 |
Largest Winning Trade | 946385 | 946385 | 61908 | 1485586 | 1485586 | 969880 |
Largest Losing Trade | -29114 | -29114 | -28551 | -889305 | -771374 | -889305 |
Avg Bars in Trades | 93 | 68 | 119 | 93 | 68 | 119 |
Avg Bars in Winners | 155 | 110 | 190 | 155 | 110 | 190 |
Avg Bars in Losers | 51 | 46 | 58 | 51 | 46 | 58 |
Bars Traded | 5337 | 1992 | 3344 | 5337 | 1992 | 3344 |
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 | -164488 | 479967 | -89520 | -174889 | -141691 | -24925 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5573, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759694046964, "expiration_time": 1764495072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 1.36025 } } }
{ "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": [ [ 1216737.2653419182, 1046188.3116468184, 170548.9536950992, 1875932.6302936259, 594036.7679650662, 1281895.8623285599 ], [ 1216.737265, 1046.188312, 170.548954, 1875.93263, 594.036768, 1281.895862 ], [ 0.65498, 0.563172, 0.091808, 0.16074, 0.104344, 0.141462 ], [ 10, 10, 10, 10, 10, 10 ], [ -84658, -53330, -49548, -2041921, -1768502, -1582755 ], [ 3.694644, 5.661686, 1.750932, 1.212567, 1.124617, 1.315873 ], [ 57, 29, 28, 57, 29, 28 ], [ 23, 10, 13, 23, 10, 13 ], [ 34, 19, 15, 34, 19, 15 ], [ 40.350877, 34.482759, 46.428571, 40.350877, 34.482759, 46.428571 ], [ 5.461647, 10.757204, 2.020306, 1.79249, 2.136773, 1.518315 ], [ 946385, 946385, 61908, 1485586, 1485586, 969880 ], [ -29114, -29114, -28551, -889305, -771374, -889305 ], [ 93, 68, 119, 93, 68, 119 ], [ 155, 110, 190, 155, 110, 190 ], [ 51, 46, 58, 51, 46, 58 ], [ 5337, 1992, 3344, 5337, 1992, 3344 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164488, 479967, -89520, -174889, -141691, -24925 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5573, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602518400000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759694046964, "expiration_time": 1764495072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 1.36025 } } }
# | 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) |
---|