Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1352500.447 | 1142921.1622 | 209579.2848 | 4037843.9997 | -857132.0848 | 4894976.0845 |
Total P&L (%) | 1352.5004 | 1142.9212 | 209.5793 | 4037.844 | -857.1321 | 4894.9761 |
Avg Daily Profit (%) | 0.7281 | 0.6152 | 0.1128 | 0.2006 | 0 | 0.2108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70697 | -91759 | -29632 | -4824325 | -5062392 | -2210285 |
Profit Factor | 5.104 | 6.2292 | 2.8883 | 1.2733 | 0.912 | 1.972 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 38.7097 | 32.2581 | 45.1613 | 38.7097 | 32.2581 | 45.1613 |
Ratio Avg Win / Avg Loss | 8.0814 | 13.0813 | 3.5072 | 2.0161 | 1.9152 | 2.3946 |
Largest Winning Trade | 1099568 | 1099568 | 54911 | 3189988 | 3189988 | 2902748 |
Largest Losing Trade | -42820 | -42820 | -17620 | -2031720 | -2031720 | -1234617 |
Avg Bars in Trades | 176 | 143 | 208 | 176 | 143 | 208 |
Avg Bars in Winners | 333 | 273 | 376 | 333 | 273 | 376 |
Avg Bars in Losers | 76 | 81 | 70 | 76 | 81 | 70 |
Bars Traded | 10914 | 4457 | 6457 | 10914 | 4457 | 6457 |
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 | -142745 | 474319 | -38789 | -154093 | -584939 | 358352 |
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11146, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601438400000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759700279570, "expiration_time": 1764509472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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": [ [ 1352500.4470272865, 1142921.1622478382, 209579.2847794486, 4037843.999694011, -857132.0848073548, 4894976.084501365 ], [ 1352.500447, 1142.921162, 209.579285, 4037.844, -857.132085, 4894.976085 ], [ 0.728063, 0.615244, 0.112818, 0.2006, 0, 0.210755 ], [ 10, 10, 10, 10, 10, 10 ], [ -70697, -91759, -29632, -4824325, -5062392, -2210285 ], [ 5.10403, 6.229206, 2.888284, 1.273298, 0.911987, 1.972031 ], [ 62, 31, 31, 62, 31, 31 ], [ 24, 10, 14, 24, 10, 14 ], [ 38, 21, 17, 38, 21, 17 ], [ 38.709677, 32.258065, 45.16129, 38.709677, 32.258065, 45.16129 ], [ 8.08138, 13.081332, 3.507202, 2.016056, 1.915172, 2.394609 ], [ 1099568, 1099568, 54911, 3189988, 3189988, 2902748 ], [ -42820, -42820, -17620, -2031720, -2031720, -1234617 ], [ 176, 143, 208, 176, 143, 208 ], [ 333, 273, 376, 333, 273, 376 ], [ 76, 81, 70, 76, 81, 70 ], [ 10914, 4457, 6457, 10914, 4457, 6457 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142745, 474319, -38789, -154093, -584939, 358352 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11146, "evaluation_days": 1857.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601438400000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759700279570, "expiration_time": 1764509472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 89, "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) |
---|