Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770616.3831 | 675476.8122 | 95139.5709 | 293190.4655 | 136286.9708 | 156903.4947 |
Total P&L (%) | 770.6164 | 675.4768 | 95.1396 | 293.1905 | 136.287 | 156.9035 |
Avg Daily Profit (%) | 0.4156 | 0.3643 | 0.0513 | 0.0739 | 0.0464 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109575 | -120674 | -79031 | -311173 | -333842 | -166495 |
Profit Factor | 2.0581 | 2.602 | 1.3103 | 1.1373 | 1.112 | 1.171 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 35.1563 | 28.125 | 42.1875 | 35.1563 | 28.125 | 42.1875 |
Ratio Avg Win / Avg Loss | 3.7961 | 6.6496 | 1.7955 | 2.0978 | 2.8418 | 1.6046 |
Largest Winning Trade | 656291 | 656291 | 64895 | 302799 | 302799 | 167018 |
Largest Losing Trade | -26729 | -26729 | -22985 | -110539 | -83615 | -110539 |
Avg Bars in Trades | 173 | 151 | 194 | 173 | 151 | 194 |
Avg Bars in Winners | 333 | 336 | 331 | 333 | 336 | 331 |
Avg Bars in Losers | 85 | 79 | 94 | 85 | 79 | 94 |
Bars Traded | 22144 | 9702 | 12442 | 22144 | 9702 | 12442 |
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 | 300934 | -141096 | -265639 | -168098 | -382685 | -298812 |
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22253, "evaluation_days": 1854.42, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1599868800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759476610476, "expiration_time": 1765239177600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 92, "offset": 0, "a": 0.17882 } }, "second_band": { "type": "ema", "factors": { "length": 79, "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": [ [ 770616.3831220149, 675476.812243043, 95139.5708789723, 293190.4655276048, 136286.9707954089, 156903.4947321958 ], [ 770.616383, 675.476812, 95.139571, 293.190466, 136.286971, 156.903495 ], [ 0.415557, 0.364252, 0.051304, 0.073858, 0.04638, 0.050893 ], [ 10, 10, 10, 10, 10, 10 ], [ -109575, -120674, -79031, -311173, -333842, -166495 ], [ 2.058111, 2.602017, 1.310252, 1.137345, 1.111997, 1.170954 ], [ 128, 64, 64, 128, 64, 64 ], [ 45, 18, 27, 45, 18, 27 ], [ 83, 46, 37, 83, 46, 37 ], [ 35.15625, 28.125, 42.1875, 35.15625, 28.125, 42.1875 ], [ 3.796072, 6.649599, 1.79553, 2.09777, 2.841769, 1.604641 ], [ 656291, 656291, 64895, 302799, 302799, 167018 ], [ -26729, -26729, -22985, -110539, -83615, -110539 ], [ 173, 151, 194, 173, 151, 194 ], [ 333, 336, 331, 333, 336, 331 ], [ 85, 79, 94, 85, 79, 94 ], [ 22144, 9702, 12442, 22144, 9702, 12442 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300934, -141096, -265639, -168098, -382685, -298812 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22253, "evaluation_days": 1854.42, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1599868800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759476610476, "expiration_time": 1765239177600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 92, "offset": 0, "a": 0.17882 } }, "second_band": { "type": "ema", "factors": { "length": 79, "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) |
---|