Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318333.4 | 285022.5423 | 33310.8578 | -25396.0527 | 770815.6174 | -796211.6701 |
Total P&L (%) | 318.3334 | 285.0225 | 33.3109 | -25.3961 | 770.8156 | -796.2117 |
Avg Daily Profit (%) | 0.1724 | 0.1544 | 0.018 | -0.0159 | 0.1173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218798 | -108163 | -133256 | -954269 | -182774 | -884694 |
Profit Factor | 1.4867 | 1.9834 | 1.0914 | 0.9823 | 3.3332 | 0.2786 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 53.8462 | 56.4103 | 51.2821 | 53.8462 | 56.4103 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.2743 | 1.5326 | 1.0369 | 0.842 | 2.5756 | 0.2646 |
Largest Winning Trade | 111399 | 111399 | 58352 | 402151 | 402151 | 50379 |
Largest Losing Trade | -77265 | -47699 | -77265 | -762877 | -107071 | -762877 |
Avg Bars in Trades | 90 | 64 | 116 | 90 | 64 | 116 |
Avg Bars in Winners | 91 | 61 | 124 | 91 | 61 | 124 |
Avg Bars in Losers | 89 | 68 | 107 | 89 | 68 | 107 |
Bars Traded | 7056 | 2524 | 4531 | 7056 | 2524 | 4531 |
Profit Streak | 0 | 51.9982 | 0 | 0 | 51.9982 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29669 | 446915 | -291316 | -619056 | -28232 | -580591 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603346400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039046426, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } } }
{ "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": [ [ 318333.4000438432, 285022.5422552602, 33310.8577885831, -25396.0526956564, 770815.6174456833, -796211.6701413397 ], [ 318.3334, 285.022542, 33.310858, -25.396053, 770.815617, -796.21167 ], [ 0.172398, 0.154358, 0.01804, -0.015865, 0.117277, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -218798, -108163, -133256, -954269, -182774, -884694 ], [ 1.48668, 1.983395, 1.091449, 0.98229, 3.333161, 0.278569 ], [ 78, 39, 39, 78, 39, 39 ], [ 42, 22, 20, 42, 22, 20 ], [ 36, 17, 19, 36, 17, 19 ], [ 53.846154, 56.410256, 51.282051, 53.846154, 56.410256, 51.282051 ], [ 1.274298, 1.532623, 1.036877, 0.841963, 2.575625, 0.26464 ], [ 111399, 111399, 58352, 402151, 402151, 50379 ], [ -77265, -47699, -77265, -762877, -107071, -762877 ], [ 90, 64, 116, 90, 64, 116 ], [ 91, 61, 124, 91, 61, 124 ], [ 89, 68, 107, 89, 68, 107 ], [ 7056, 2524, 4531, 7056, 2524, 4531 ], [ 0, 51.998222, 0, 0, 51.998223, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29669, 446915, -291316, -619056, -28232, -580591 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603346400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039046426, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } } }
# | 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) |
---|