Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652168.3146 | 537884.843 | 114283.4716 | 480539.1419 | 272612.3187 | 207926.8232 |
Total P&L (%) | 652.1683 | 537.8848 | 114.2835 | 480.5391 | 272.6123 | 207.9268 |
Avg Daily Profit (%) | 0.3521 | 0.2904 | 0.0617 | 0.095 | 0.071 | 0.0607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115727 | -88923 | -77857 | -1908199 | -1336323 | -895802 |
Profit Factor | 1.8573 | 2.2846 | 1.3342 | 1.0771 | 1.0774 | 1.0767 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 52.4194 | 53.2258 | 51.6129 | 52.4194 | 53.2258 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.6859 | 2.0077 | 1.2508 | 0.9777 | 0.9468 | 1.0094 |
Largest Winning Trade | 425905 | 425905 | 58943 | 902960 | 902960 | 329890 |
Largest Losing Trade | -42237 | -42237 | -35473 | -488216 | -483724 | -488216 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 37 | 24 | 51 | 37 | 24 | 51 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3571 | 1345 | 2226 | 3571 | 1345 | 2226 |
Profit Streak | 0 | 0 | 49.979 | 0 | 0 | 49.979 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496200 | -140324 | -262790 | -202610 | -388665 | -400496 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3704, "evaluation_days": 1852, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604275200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759188587525, "expiration_time": 1763947584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 652168.3145576962, 537884.8429544148, 114283.4716032817, 480539.141863084, 272612.3187100918, 207926.8231529918 ], [ 652.168315, 537.884843, 114.283472, 480.539142, 272.612319, 207.926823 ], [ 0.352143, 0.290435, 0.061708, 0.095012, 0.071049, 0.060747 ], [ 10, 10, 10, 10, 10, 10 ], [ -115727, -88923, -77857, -1908199, -1336323, -895802 ], [ 1.857347, 2.284622, 1.33419, 1.077079, 1.077352, 1.076723 ], [ 124, 62, 62, 124, 62, 62 ], [ 65, 33, 32, 65, 33, 32 ], [ 59, 29, 30, 59, 29, 30 ], [ 52.419355, 53.225806, 51.612903, 52.419355, 53.225806, 51.612903 ], [ 1.685899, 2.007698, 1.250803, 0.977656, 0.946764, 1.009428 ], [ 425905, 425905, 58943, 902960, 902960, 329890 ], [ -42237, -42237, -35473, -488216, -483724, -488216 ], [ 28, 21, 35, 28, 21, 35 ], [ 37, 24, 51, 37, 24, 51 ], [ 18, 18, 19, 18, 18, 19 ], [ 3571, 1345, 2226, 3571, 1345, 2226 ], [ 0, 0, 49.979022, 0, 0, 49.979022 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496200, -140324, -262790, -202610, -388665, -400496 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3704, "evaluation_days": 1852, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604275200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759188587525, "expiration_time": 1763947584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|