Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324506.4223 | 334188.9932 | -9682.5709 | -66359.759 | 512241.4824 | -578601.2415 |
Total P&L (%) | 324.5064 | 334.189 | -9.6826 | -66.3598 | 512.2415 | -578.6012 |
Avg Daily Profit (%) | 0.1744 | 0.1796 | -0.0052 | -0.0585 | 0.0975 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189417 | -161197 | -91021 | -1650742 | -1031993 | -853249 |
Profit Factor | 1.3262 | 1.5004 | 0.9704 | 0.9768 | 1.2973 | 0.4917 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 52.8409 | 44.3182 | 61.3636 | 52.8409 | 44.3182 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.1836 | 1.8852 | 0.611 | 0.8718 | 1.6299 | 0.3096 |
Largest Winning Trade | 252243 | 252243 | 26123 | 1204818 | 1204818 | 84221 |
Largest Losing Trade | -54739 | -54739 | -41909 | -471787 | -428267 | -471787 |
Avg Bars in Trades | 41 | 66 | 16 | 41 | 66 | 16 |
Avg Bars in Winners | 34 | 62 | 13 | 34 | 62 | 13 |
Avg Bars in Losers | 48 | 69 | 19 | 48 | 69 | 19 |
Bars Traded | 7253 | 5827 | 1426 | 7253 | 5827 | 1426 |
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 | 321729 | 264184 | -579068 | -579487 | -63805 | -579068 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7441, "evaluation_days": 1860.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759923628020, "expiration_time": 1764724968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 237, "offset": 0, "std": 1.91058 } }, "second_band": { "type": "jma", "factors": { "length": 106, "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": [ [ 324506.4223144616, 334188.9931709861, -9682.5708565246, -66359.7590226803, 512241.4824437883, -578601.2414664689 ], [ 324.506422, 334.188993, -9.682571, -66.359759, 512.241482, -578.601241 ], [ 0.174442, 0.179647, -0.005205, -0.058547, 0.097451, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189417, -161197, -91021, -1650742, -1031993, -853249 ], [ 1.326243, 1.500433, 0.970379, 0.976809, 1.297294, 0.49174 ], [ 176, 88, 88, 176, 88, 88 ], [ 93, 39, 54, 93, 39, 54 ], [ 83, 49, 34, 83, 49, 34 ], [ 52.840909, 44.318182, 61.363636, 52.840909, 44.318182, 61.363636 ], [ 1.183637, 1.88516, 0.610979, 0.871776, 1.629934, 0.309614 ], [ 252243, 252243, 26123, 1204818, 1204818, 84221 ], [ -54739, -54739, -41909, -471787, -428267, -471787 ], [ 41, 66, 16, 41, 66, 16 ], [ 34, 62, 13, 34, 62, 13 ], [ 48, 69, 19, 48, 69, 19 ], [ 7253, 5827, 1426, 7253, 5827, 1426 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321729, 264184, -579068, -579487, -63805, -579068 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7441, "evaluation_days": 1860.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759923628020, "expiration_time": 1764724968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 237, "offset": 0, "std": 1.91058 } }, "second_band": { "type": "jma", "factors": { "length": 106, "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) |
---|