Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766203.5367 | 707670.9485 | 58532.5882 | 87557.8762 | 140188.8536 | -52630.9774 |
Total P&L (%) | 766.2035 | 707.6709 | 58.5326 | 87.5579 | 140.1889 | -52.631 |
Avg Daily Profit (%) | 0.4137 | 0.3821 | 0.0316 | 0.034 | 0.0473 | -0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147617 | -169885 | -113471 | -481804 | -352078 | -246649 |
Profit Factor | 1.8726 | 2.4234 | 1.1537 | 1.0579 | 1.1684 | 0.9227 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
Profitability (%) | 36.8132 | 29.6703 | 43.956 | 36.8132 | 29.6703 | 43.956 |
Ratio Avg Win / Avg Loss | 3.2142 | 5.7443 | 1.4709 | 1.8157 | 2.7696 | 1.1764 |
Largest Winning Trade | 706923 | 706923 | 42540 | 408132 | 408132 | 94892 |
Largest Losing Trade | -35799 | -32126 | -35799 | -138066 | -79544 | -138066 |
Avg Bars in Trades | 59 | 70 | 48 | 59 | 70 | 48 |
Avg Bars in Winners | 96 | 127 | 74 | 96 | 127 | 74 |
Avg Bars in Losers | 38 | 47 | 27 | 38 | 47 | 27 |
Bars Traded | 10882 | 6458 | 4424 | 10882 | 6458 | 4424 |
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 | 332775 | 168109 | -205566 | -307457 | -173376 | -581772 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11112, "evaluation_days": 1852, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759208700043, "expiration_time": 1764005184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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": [ [ 766203.5366897123, 707670.9484688771, 58532.588220835, 87557.8761585453, 140188.8536002486, -52630.9774417033 ], [ 766.203537, 707.670948, 58.532588, 87.557876, 140.188854, -52.630977 ], [ 0.413717, 0.382112, 0.031605, 0.033965, 0.047325, -0.040338 ], [ 10, 10, 10, 10, 10, 10 ], [ -147617, -169885, -113471, -481804, -352078, -246649 ], [ 1.872635, 2.423384, 1.153685, 1.057867, 1.168443, 0.922694 ], [ 182, 91, 91, 182, 91, 91 ], [ 67, 27, 40, 67, 27, 40 ], [ 115, 64, 51, 115, 64, 51 ], [ 36.813187, 29.67033, 43.956044, 36.813187, 29.67033, 43.956044 ], [ 3.214224, 5.744318, 1.470949, 1.815742, 2.769643, 1.176435 ], [ 706923, 706923, 42540, 408132, 408132, 94892 ], [ -35799, -32126, -35799, -138066, -79544, -138066 ], [ 59, 70, 48, 59, 70, 48 ], [ 96, 127, 74, 96, 127, 74 ], [ 38, 47, 27, 38, 47, 27 ], [ 10882, 6458, 4424, 10882, 6458, 4424 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332775, 168109, -205566, -307457, -173376, -581772 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11112, "evaluation_days": 1852, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600963200000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759208700043, "expiration_time": 1764005184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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) |
---|