Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449298.1341 | 370310.06 | 78988.0741 | 141742.1848 | -149589.761 | 291331.9458 |
Total P&L (%) | 449.2981 | 370.3101 | 78.9881 | 141.7422 | -149.5898 | 291.3319 |
Avg Daily Profit (%) | 0.2433 | 0.2006 | 0.0428 | 0.0478 | 0 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162368 | -168557 | -75961 | -474891 | -581567 | -191936 |
Profit Factor | 1.5582 | 1.8839 | 1.2047 | 1.0639 | 0.8855 | 1.3192 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 45.0331 | 36.8421 | 53.3333 | 45.0331 | 36.8421 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.902 | 3.2296 | 1.0541 | 1.2986 | 1.5179 | 1.1543 |
Largest Winning Trade | 278790 | 278790 | 51780 | 258448 | 258448 | 140834 |
Largest Losing Trade | -37383 | -26452 | -37383 | -115599 | -115599 | -102495 |
Avg Bars in Trades | 72 | 68 | 76 | 72 | 68 | 76 |
Avg Bars in Winners | 103 | 111 | 97 | 103 | 111 | 97 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 10879 | 5178 | 5701 | 10879 | 5178 | 5701 |
Profit Streak | 0 | 0 | 43.0498 | 0 | 0 | 43.0498 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346475 | -43373 | -192237 | -280434 | -632575 | -150011 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11078, "evaluation_days": 1846.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849102683, "expiration_time": 1763500896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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": [ [ 449298.1341428972, 370310.0600175806, 78988.0741253166, 141742.1848472606, -149589.761000219, 291331.9458474792 ], [ 449.298134, 370.31006, 78.988074, 141.742185, -149.589761, 291.331946 ], [ 0.243347, 0.200565, 0.042781, 0.04782, 0, 0.073925 ], [ 10, 10, 10, 10, 10, 10 ], [ -162368, -168557, -75961, -474891, -581567, -191936 ], [ 1.558224, 1.883908, 1.204673, 1.06389, 0.885456, 1.319246 ], [ 151, 76, 75, 151, 76, 75 ], [ 68, 28, 40, 68, 28, 40 ], [ 83, 48, 35, 83, 48, 35 ], [ 45.033113, 36.842105, 53.333333, 45.033113, 36.842105, 53.333333 ], [ 1.90195, 3.229556, 1.054089, 1.298572, 1.517924, 1.15434 ], [ 278790, 278790, 51780, 258448, 258448, 140834 ], [ -37383, -26452, -37383, -115599, -115599, -102495 ], [ 72, 68, 76, 72, 68, 76 ], [ 103, 111, 97, 103, 111, 97 ], [ 46, 42, 51, 46, 42, 51 ], [ 10879, 5178, 5701, 10879, 5178, 5701 ], [ 0, 0, 43.049799, 0, 0, 43.0498 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346475, -43373, -192237, -280434, -632575, -150011 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11078, "evaluation_days": 1846.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601668800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849102683, "expiration_time": 1763500896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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) |
---|