Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645400.5473 | 621233.4458 | 24167.1015 | -37453.2948 | 880709.8794 | -918163.1742 |
Total P&L (%) | 645.4005 | 621.2334 | 24.1671 | -37.4533 | 880.7099 | -918.1632 |
Avg Daily Profit (%) | 0.3479 | 0.3349 | 0.013 | -0.0253 | 0.1232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300075 | -223808 | -132363 | -2864035 | -1371560 | -1635517 |
Profit Factor | 1.8513 | 2.4685 | 1.0721 | 0.9891 | 1.5546 | 0.5026 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 50 | 39.5833 | 60.4167 | 50 | 39.5833 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.8513 | 3.7678 | 0.7024 | 0.9891 | 2.3729 | 0.3293 |
Largest Winning Trade | 621768 | 621768 | 49585 | 2068201 | 2068201 | 493712 |
Largest Losing Trade | -57167 | -57167 | -55713 | -1053060 | -536854 | -1053060 |
Avg Bars in Trades | 113 | 94 | 133 | 113 | 94 | 133 |
Avg Bars in Winners | 137 | 112 | 154 | 137 | 112 | 154 |
Avg Bars in Losers | 90 | 82 | 101 | 90 | 82 | 101 |
Bars Traded | 10938 | 4539 | 6399 | 10938 | 4539 | 6399 |
Profit Streak | 0 | 0 | 32.1147 | 0 | 0 | 32.1147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470563 | 357584 | -320428 | -580522 | -29395 | -578798 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11130, "evaluation_days": 1855, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759473910613, "expiration_time": 1764272160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 4.89277 } }, "second_band": { "type": "t3", "factors": { "length": 63, "offset": 0, "a": 0.6052 } } }
{ "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": [ [ 645400.5473257876, 621233.4458304829, 24167.1014953048, -37453.2948061523, 880709.8793511863, -918163.1741573393 ], [ 645.400547, 621.233446, 24.167101, -37.453295, 880.709879, -918.163174 ], [ 0.347925, 0.334897, 0.013028, -0.025294, 0.123154, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -300075, -223808, -132363, -2864035, -1371560, -1635517 ], [ 1.851311, 2.468531, 1.07212, 0.989093, 1.554643, 0.502607 ], [ 96, 48, 48, 96, 48, 48 ], [ 48, 19, 29, 48, 19, 29 ], [ 48, 29, 19, 48, 29, 19 ], [ 50, 39.583333, 60.416667, 50, 39.583333, 60.416667 ], [ 1.851311, 3.767757, 0.702424, 0.989093, 2.372877, 0.329294 ], [ 621768, 621768, 49585, 2068201, 2068201, 493712 ], [ -57167, -57167, -55713, -1053060, -536854, -1053060 ], [ 113, 94, 133, 113, 94, 133 ], [ 137, 112, 154, 137, 112, 154 ], [ 90, 82, 101, 90, 82, 101 ], [ 10938, 4539, 6399, 10938, 4539, 6399 ], [ 0, 0, 32.114706, 0, 0, 32.114706 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 470563, 357584, -320428, -580522, -29395, -578798 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11130, "evaluation_days": 1855, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759473910613, "expiration_time": 1764272160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 4.89277 } }, "second_band": { "type": "t3", "factors": { "length": 63, "offset": 0, "a": 0.6052 } } }
# | 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) |
---|