Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1384222.4332 | 1260229.3086 | 123993.1246 | 595997.4375 | -14946.8924 | 610944.33 |
Total P&L (%) | 1384.2224 | 1260.2293 | 123.9931 | 595.9974 | -14.9469 | 610.9443 |
Avg Daily Profit (%) | 0.7447 | 0.678 | 0.0667 | 0.1044 | -0.0087 | 0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102454 | -115350 | -40181 | -996264 | -1178628 | -418838 |
Profit Factor | 3.7065 | 4.5935 | 1.7714 | 1.1269 | 0.9955 | 1.4444 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 52.8571 | 45.7143 | 60 | 52.8571 | 45.7143 | 60 |
Ratio Avg Win / Avg Loss | 3.3058 | 5.4547 | 1.1809 | 1.0051 | 1.1822 | 0.9629 |
Largest Winning Trade | 1253656 | 1253656 | 32676 | 1118302 | 1118302 | 255229 |
Largest Losing Trade | -49880 | -49880 | -29885 | -551299 | -551299 | -307622 |
Avg Bars in Trades | 148 | 207 | 90 | 148 | 207 | 90 |
Avg Bars in Winners | 160 | 235 | 103 | 160 | 235 | 103 |
Avg Bars in Losers | 135 | 183 | 70 | 135 | 183 | 70 |
Bars Traded | 10411 | 7251 | 3160 | 10411 | 7251 | 3160 |
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 | -78589 | 645963 | -100331 | -232161 | -580787 | -51036 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11153, "evaluation_days": 1858.83, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602820800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759804079880, "expiration_time": 1764613296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 64, "offset": 188 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 2.29475 } } }
{ "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": [ [ 1384222.4332011023, 1260229.3086033624, 123993.1245977397, 595997.4375439872, -14946.8924071527, 610944.3299511399 ], [ 1384.222433, 1260.229309, 123.993125, 595.997438, -14.946892, 610.94433 ], [ 0.744674, 0.677969, 0.066705, 0.104431, -0.008709, 0.105575 ], [ 10, 10, 10, 10, 10, 10 ], [ -102454, -115350, -40181, -996264, -1178628, -418838 ], [ 3.706524, 4.593463, 1.771395, 1.126949, 0.995498, 1.444386 ], [ 70, 35, 35, 70, 35, 35 ], [ 37, 16, 21, 37, 16, 21 ], [ 33, 19, 14, 33, 19, 14 ], [ 52.857143, 45.714286, 60, 52.857143, 45.714286, 60 ], [ 3.305818, 5.454738, 1.18093, 1.005117, 1.182154, 0.962924 ], [ 1253656, 1253656, 32676, 1118302, 1118302, 255229 ], [ -49880, -49880, -29885, -551299, -551299, -307622 ], [ 148, 207, 90, 148, 207, 90 ], [ 160, 235, 103, 160, 235, 103 ], [ 135, 183, 70, 135, 183, 70 ], [ 10411, 7251, 3160, 10411, 7251, 3160 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -78589, 645963, -100331, -232161, -580787, -51036 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11153, "evaluation_days": 1858.83, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602820800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759804079880, "expiration_time": 1764613296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 64, "offset": 188 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 2.29475 } } }
# | 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) |
---|