Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545038.7493 | 483107.0816 | 61931.6677 | 26134.7973 | -877258.6823 | 903393.4796 |
Total P&L (%) | 545.0387 | 483.1071 | 61.9317 | 26.1348 | -877.2587 | 903.3935 |
Avg Daily Profit (%) | 0.2936 | 0.2603 | 0.0334 | 0.0125 | 0 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259195 | -175766 | -113406 | -1789737 | -1468911 | -438976 |
Profit Factor | 1.9359 | 2.3618 | 1.2721 | 1.0091 | 0.6053 | 2.3992 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 45.4545 | 39.3939 | 51.5152 | 45.4545 | 39.3939 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.3231 | 3.6335 | 1.1973 | 1.2109 | 0.9312 | 2.2581 |
Largest Winning Trade | 497451 | 497451 | 57798 | 687167 | 341648 | 687167 |
Largest Losing Trade | -43769 | -43769 | -36726 | -621028 | -621028 | -197302 |
Avg Bars in Trades | 105 | 114 | 96 | 105 | 114 | 96 |
Avg Bars in Winners | 142 | 166 | 124 | 142 | 166 | 124 |
Avg Bars in Losers | 74 | 80 | 66 | 74 | 80 | 66 |
Bars Traded | 6976 | 3783 | 3193 | 6976 | 3783 | 3193 |
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 | -118030 | 305464 | -148773 | -520631 | -584927 | -21907 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7425, "evaluation_days": 1856.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759575562269, "expiration_time": 1764369000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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": [ [ 545038.7492896274, 483107.0816016621, 61931.667687966, 26134.7972575569, -877258.6823039695, 903393.4795615266 ], [ 545.038749, 483.107082, 61.931668, 26.134797, -877.258682, 903.39348 ], [ 0.293624, 0.26026, 0.033364, 0.012509, 0, 0.124305 ], [ 10, 10, 10, 10, 10, 10 ], [ -259195, -175766, -113406, -1789737, -1468911, -438976 ], [ 1.935945, 2.36179, 1.272129, 1.009112, 0.605261, 2.399207 ], [ 66, 33, 33, 66, 33, 33 ], [ 30, 13, 17, 30, 13, 17 ], [ 36, 20, 16, 36, 20, 16 ], [ 45.454545, 39.393939, 51.515152, 45.454545, 39.393939, 51.515152 ], [ 2.323134, 3.633523, 1.197298, 1.210935, 0.931171, 2.258077 ], [ 497451, 497451, 57798, 687167, 341648, 687167 ], [ -43769, -43769, -36726, -621028, -621028, -197302 ], [ 105, 114, 96, 105, 114, 96 ], [ 142, 166, 124, 142, 166, 124 ], [ 74, 80, 66, 74, 80, 66 ], [ 6976, 3783, 3193, 6976, 3783, 3193 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -118030, 305464, -148773, -520631, -584927, -21907 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7425, "evaluation_days": 1856.25, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759575562269, "expiration_time": 1764369000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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) |
---|