Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330451.7093 | 326652.0061 | 3799.7032 | -505694.8733 | 158833.1609 | -664528.0342 |
Total P&L (%) | 330.4517 | 326.652 | 3.7997 | -505.6949 | 158.8332 | -664.528 |
Avg Daily Profit (%) | 0.1784 | 0.1763 | 0.0021 | 0 | 0.0514 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248542 | -121739 | -193116 | -1512599 | -841013 | -1372349 |
Profit Factor | 1.4837 | 2.0704 | 1.0101 | 0.8754 | 1.09 | 0.7102 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 19 | 25 | 42 | 21 | 21 |
Losing Trades | 28 | 17 | 11 | 30 | 15 | 15 |
Profitability (%) | 61.1111 | 52.7778 | 69.4444 | 58.3333 | 58.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9442 | 1.8525 | 0.4444 | 0.6253 | 0.7786 | 0.5073 |
Largest Winning Trade | 276636 | 276636 | 53861 | 362863 | 362863 | 296655 |
Largest Losing Trade | -187376 | -59190 | -187376 | -968423 | -501596 | -968423 |
Avg Bars in Trades | 97 | 75 | 118 | 97 | 75 | 118 |
Avg Bars in Winners | 100 | 70 | 123 | 102 | 77 | 127 |
Avg Bars in Losers | 92 | 81 | 109 | 89 | 73 | 106 |
Bars Traded | 7002 | 2721 | 4281 | 7002 | 2721 | 4281 |
Profit Streak | 49.7761 | 49.7761 | 65.0261 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73532 | 457322 | -563082 | -663197 | -246458 | -579699 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7410, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759257452836, "expiration_time": 1764035280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 167, "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": [ [ 330451.7093338197, 326652.0060869562, 3799.7032468636, -505694.8732685716, 158833.1608818002, -664528.0341503719 ], [ 330.451709, 326.652006, 3.799703, -505.694873, 158.833161, -664.528034 ], [ 0.178381, 0.17633, 0.002051, 0, 0.05135, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -248542, -121739, -193116, -1512599, -841013, -1372349 ], [ 1.483704, 2.070406, 1.010052, 0.875378, 1.089997, 0.710189 ], [ 72, 36, 36, 72, 36, 36 ], [ 44, 19, 25, 42, 21, 21 ], [ 28, 17, 11, 30, 15, 15 ], [ 61.111111, 52.777778, 69.444444, 58.333333, 58.333333, 58.333333 ], [ 0.944175, 1.852469, 0.444423, 0.62527, 0.77857, 0.507278 ], [ 276636, 276636, 53861, 362863, 362863, 296655 ], [ -187376, -59190, -187376, -968423, -501596, -968423 ], [ 97, 75, 118, 97, 75, 118 ], [ 100, 70, 123, 102, 77, 127 ], [ 92, 81, 109, 89, 73, 106 ], [ 7002, 2721, 4281, 7002, 2721, 4281 ], [ 49.776074, 49.776074, 65.026074, 0, 0, 0 ], [ 5, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -73532, 457322, -563082, -663197, -246458, -579699 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7410, "evaluation_days": 1852.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602784800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759257452836, "expiration_time": 1764035280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 167, "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) |
---|