Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905721.2867 | 826921.8487 | 78799.4381 | 190952.4334 | 239843.2987 | -48890.8653 |
Total P&L (%) | 905.7213 | 826.9218 | 78.7994 | 190.9524 | 239.8433 | -48.8909 |
Avg Daily Profit (%) | 0.4882 | 0.4457 | 0.0425 | 0.0576 | 0.066 | -0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153971 | -121661 | -78447 | -1508288 | -1183389 | -580395 |
Profit Factor | 2.6716 | 3.9979 | 1.2962 | 1.0678 | 1.1495 | 0.9597 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 49.2537 | 47.0588 | 51.5152 | 49.2537 | 47.0588 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.7525 | 4.4977 | 1.22 | 1.1001 | 1.2932 | 0.9032 |
Largest Winning Trade | 840507 | 840507 | 65958 | 1348202 | 1348202 | 222997 |
Largest Losing Trade | -58667 | -58667 | -44171 | -460742 | -460742 | -446775 |
Avg Bars in Trades | 80 | 68 | 92 | 80 | 68 | 92 |
Avg Bars in Winners | 106 | 93 | 117 | 106 | 93 | 117 |
Avg Bars in Losers | 54 | 45 | 65 | 54 | 45 | 65 |
Bars Traded | 5364 | 2316 | 3048 | 5364 | 2316 | 3048 |
Profit Streak | 0 | 0 | 42.7081 | 0 | 0 | 42.7081 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105693 | 577327 | -134957 | -383285 | -162056 | -579619 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5566, "evaluation_days": 1855.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759510781163, "expiration_time": 1764287424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 50, "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": [ [ 905721.286722623, 826921.8486554936, 78799.4380671296, 190952.4334036711, 239843.2987242629, -48890.8653205916 ], [ 905.721287, 826.921849, 78.799438, 190.952433, 239.843299, -48.890865 ], [ 0.488173, 0.445701, 0.042472, 0.05758, 0.065957, -0.036171 ], [ 10, 10, 10, 10, 10, 10 ], [ -153971, -121661, -78447, -1508288, -1183389, -580395 ], [ 2.671568, 3.997938, 1.296228, 1.067786, 1.149541, 0.959698 ], [ 67, 34, 33, 67, 34, 33 ], [ 33, 16, 17, 33, 16, 17 ], [ 34, 18, 16, 34, 18, 16 ], [ 49.253731, 47.058824, 51.515152, 49.253731, 47.058824, 51.515152 ], [ 2.752524, 4.49768, 1.21998, 1.100144, 1.293233, 0.903245 ], [ 840507, 840507, 65958, 1348202, 1348202, 222997 ], [ -58667, -58667, -44171, -460742, -460742, -446775 ], [ 80, 68, 92, 80, 68, 92 ], [ 106, 93, 117, 106, 93, 117 ], [ 54, 45, 65, 54, 45, 65 ], [ 5364, 2316, 3048, 5364, 2316, 3048 ], [ 0, 0, 42.708115, 0, 0, 42.708115 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105693, 577327, -134957, -383285, -162056, -579619 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5566, "evaluation_days": 1855.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759510781163, "expiration_time": 1764287424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 50, "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) |
---|