Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418225.9003 | 352214.8476 | 66011.0527 | 53615.5399 | 104984.9986 | -51369.4586 |
Total P&L (%) | 418.2259 | 352.2148 | 66.0111 | 53.6155 | 104.985 | -51.3695 |
Avg Daily Profit (%) | 0.2255 | 0.1899 | 0.0356 | 0.0232 | 0.0387 | -0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176219 | -170540 | -127250 | -1454181 | -1172097 | -605878 |
Profit Factor | 1.5239 | 1.777 | 1.1914 | 1.0178 | 1.0586 | 0.9577 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 51.6949 | 45.7627 | 57.6271 | 51.6949 | 45.7627 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.424 | 2.106 | 0.876 | 0.9511 | 1.2546 | 0.7042 |
Largest Winning Trade | 211401 | 211401 | 50492 | 599222 | 599222 | 209982 |
Largest Losing Trade | -47168 | -47168 | -41203 | -429750 | -296762 | -429750 |
Avg Bars in Trades | 185 | 156 | 214 | 185 | 156 | 214 |
Avg Bars in Winners | 209 | 165 | 244 | 209 | 165 | 244 |
Avg Bars in Losers | 159 | 148 | 174 | 159 | 148 | 174 |
Bars Traded | 21902 | 9221 | 12681 | 21902 | 9221 | 12681 |
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 | 353679 | -167423 | -333000 | -365076 | -475575 | -756469 |
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22253, "evaluation_days": 1854.42, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478594169, "expiration_time": 1765239177600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 210, "offset": 0, "poles": 3 } } }
{ "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": [ [ 418225.9002969826, 352214.8475530964, 66011.0527438862, 53615.5399449216, 104984.998556098, -51369.4586111768 ], [ 418.2259, 352.214848, 66.011053, 53.61554, 104.984999, -51.369459 ], [ 0.225529, 0.189933, 0.035597, 0.023152, 0.038713, -0.038868 ], [ 10, 10, 10, 10, 10, 10 ], [ -176219, -170540, -127250, -1454181, -1172097, -605878 ], [ 1.523908, 1.776966, 1.191359, 1.017831, 1.058608, 0.957741 ], [ 118, 59, 59, 118, 59, 59 ], [ 61, 27, 34, 61, 27, 34 ], [ 57, 32, 25, 57, 32, 25 ], [ 51.694915, 45.762712, 57.627119, 51.694915, 45.762712, 57.627119 ], [ 1.42398, 2.106033, 0.875999, 0.951088, 1.254647, 0.704222 ], [ 211401, 211401, 50492, 599222, 599222, 209982 ], [ -47168, -47168, -41203, -429750, -296762, -429750 ], [ 185, 156, 214, 185, 156, 214 ], [ 209, 165, 244, 209, 165, 244 ], [ 159, 148, 174, 159, 148, 174 ], [ 21902, 9221, 12681, 21902, 9221, 12681 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353679, -167423, -333000, -365076, -475575, -756469 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22253, "evaluation_days": 1854.42, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478594169, "expiration_time": 1765239177600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 210, "offset": 0, "poles": 3 } } }
# | 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) |
---|