Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035784.7094 | 944885.7653 | 90898.9441 | 182194.3227 | 128009.3205 | 54185.0023 |
Total P&L (%) | 1035.7847 | 944.8858 | 90.8989 | 182.1943 | 128.0093 | 54.185 |
Avg Daily Profit (%) | 0.5597 | 0.5106 | 0.0491 | 0.0561 | 0.0446 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92540 | -161234 | -54950 | -831133 | -950484 | -364310 |
Profit Factor | 2.8444 | 3.7532 | 1.4162 | 1.0525 | 1.0605 | 1.0401 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 40.6504 | 37.0968 | 44.2623 | 40.6504 | 37.0968 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.1528 | 6.3641 | 1.7834 | 1.5367 | 1.7982 | 1.3098 |
Largest Winning Trade | 1007734 | 1007734 | 54047 | 965051 | 965051 | 245393 |
Largest Losing Trade | -44533 | -34375 | -44533 | -333684 | -333684 | -279910 |
Avg Bars in Trades | 57 | 49 | 66 | 57 | 49 | 66 |
Avg Bars in Winners | 106 | 87 | 122 | 106 | 87 | 122 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 7108 | 3054 | 4054 | 7108 | 3054 | 4054 |
Profit Streak | 0 | 0 | 49.5554 | 0 | 0 | 49.5554 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476368 | -141902 | -287833 | -282964 | -445796 | -501466 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7402, "evaluation_days": 1850.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603864800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759065588013, "expiration_time": 1763857296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "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": [ [ 1035784.7094061929, 944885.7652746699, 90898.9441315232, 182194.3227429026, 128009.3204601065, 54185.002282796 ], [ 1035.784709, 944.885765, 90.898944, 182.194323, 128.00932, 54.185002 ], [ 0.559732, 0.510611, 0.049121, 0.056078, 0.04455, 0.023401 ], [ 10, 10, 10, 10, 10, 10 ], [ -92540, -161234, -54950, -831133, -950484, -364310 ], [ 2.844392, 3.753204, 1.416221, 1.052543, 1.060456, 1.040134 ], [ 123, 62, 61, 123, 62, 61 ], [ 50, 23, 27, 50, 23, 27 ], [ 73, 39, 34, 73, 39, 34 ], [ 40.650407, 37.096774, 44.262295, 40.650407, 37.096774, 44.262295 ], [ 4.152813, 6.364129, 1.78339, 1.536713, 1.798165, 1.309798 ], [ 1007734, 1007734, 54047, 965051, 965051, 245393 ], [ -44533, -34375, -44533, -333684, -333684, -279910 ], [ 57, 49, 66, 57, 49, 66 ], [ 106, 87, 122, 106, 87, 122 ], [ 24, 26, 21, 24, 26, 21 ], [ 7108, 3054, 4054, 7108, 3054, 4054 ], [ 0, 0, 49.555417, 0, 0, 49.555417 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 476368, -141902, -287833, -282964, -445796, -501466 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7402, "evaluation_days": 1850.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603864800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759065588013, "expiration_time": 1763857296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "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) |
---|