Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290284.3458 | 1140224.6717 | 150059.6741 | 1534264.788 | -893208.0229 | 2427472.8108 |
Total P&L (%) | 1290.2843 | 1140.2247 | 150.0597 | 1534.2648 | -893.208 | 2427.4728 |
Avg Daily Profit (%) | 0.6946 | 0.6138 | 0.0808 | 0.1505 | 0 | 0.174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102493 | -78306 | -47784 | -3008724 | -2329844 | -1546376 |
Profit Factor | 4.1075 | 5.7361 | 1.8601 | 1.1505 | 0.8522 | 1.5842 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 39.3443 | 25.8065 | 53.3333 | 39.3443 | 25.8065 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.3324 | 16.4913 | 1.6276 | 1.7736 | 2.45 | 1.3862 |
Largest Winning Trade | 1103478 | 1103478 | 67507 | 1698197 | 1698197 | 1353806 |
Largest Losing Trade | -22767 | -21275 | -22767 | -851868 | -851868 | -786236 |
Avg Bars in Trades | 58 | 49 | 68 | 58 | 49 | 68 |
Avg Bars in Winners | 105 | 119 | 99 | 105 | 119 | 99 |
Avg Bars in Losers | 27 | 24 | 33 | 27 | 24 | 33 |
Bars Traded | 3573 | 1527 | 2046 | 3573 | 1527 | 2046 |
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 | -151015 | -6390 | -81176 | -216720 | -604300 | 360763 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759630665381, "expiration_time": 1764437040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 64, "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": [ [ 1290284.345756958, 1140224.6717004164, 150059.6740565409, 1534264.787956104, -893208.0228825841, 2427472.8108386877 ], [ 1290.284346, 1140.224672, 150.059674, 1534.264788, -893.208023, 2427.472811 ], [ 0.694635, 0.613849, 0.080786, 0.150518, 0, 0.17403 ], [ 10, 10, 10, 10, 10, 10 ], [ -102493, -78306, -47784, -3008724, -2329844, -1546376 ], [ 4.1075, 5.736099, 1.860117, 1.150457, 0.852177, 1.584233 ], [ 61, 31, 30, 61, 31, 30 ], [ 24, 8, 16, 24, 8, 16 ], [ 37, 23, 14, 37, 23, 14 ], [ 39.344262, 25.806452, 53.333333, 39.344262, 25.806452, 53.333333 ], [ 6.332396, 16.491284, 1.627602, 1.773621, 2.450008, 1.386204 ], [ 1103478, 1103478, 67507, 1698197, 1698197, 1353806 ], [ -22767, -21275, -22767, -851868, -851868, -786236 ], [ 58, 49, 68, 58, 49, 68 ], [ 105, 119, 99, 105, 119, 99 ], [ 27, 24, 33, 27, 24, 33 ], [ 3573, 1527, 2046, 3573, 1527, 2046 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151015, -6390, -81176, -216720, -604300, 360763 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3715, "evaluation_days": 1857.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759630665381, "expiration_time": 1764437040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 64, "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) |
---|