Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609829.8246 | 564281.0501 | 45548.7745 | 17194.1726 | -40789.3893 | 57983.5619 |
Total P&L (%) | 609.8298 | 564.2811 | 45.5488 | 17.1942 | -40.7894 | 57.9836 |
Avg Daily Profit (%) | 0.3287 | 0.3042 | 0.0246 | 0.0086 | -0.0282 | 0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159794 | -171170 | -39113 | -723804 | -719662 | -138365 |
Profit Factor | 2.2471 | 2.5701 | 1.3514 | 1.0105 | 0.9656 | 1.1271 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 50 | 36.6667 | 63.3333 | 50 | 36.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.2471 | 4.4392 | 0.7824 | 1.0105 | 1.6679 | 0.6525 |
Largest Winning Trade | 499182 | 499182 | 37787 | 499182 | 499182 | 207162 |
Largest Losing Trade | -62193 | -62193 | -27243 | -356372 | -356372 | -116447 |
Avg Bars in Trades | 114 | 183 | 44 | 114 | 183 | 44 |
Avg Bars in Winners | 113 | 232 | 44 | 113 | 232 | 44 |
Avg Bars in Losers | 115 | 155 | 44 | 115 | 155 | 44 |
Bars Traded | 6849 | 5515 | 1334 | 6849 | 5515 | 1334 |
Profit Streak | 0 | 110.33 | 0 | 0 | 110.33 | 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 | -160084 | 329700 | -161383 | -572672 | -582670 | -241404 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7420, "evaluation_days": 1855, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603346400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456514581, "expiration_time": 1764257760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 63, "std": 2.78814 } } }
{ "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": [ [ 609829.8245604637, 564281.050087556, 45548.7744729074, 17194.172584144, -40789.3893097196, 57983.5618938635 ], [ 609.829825, 564.28105, 45.548774, 17.194173, -40.789389, 57.983562 ], [ 0.328749, 0.304195, 0.024555, 0.008554, -0.028248, 0.024656 ], [ 10, 10, 10, 10, 10, 10 ], [ -159794, -171170, -39113, -723804, -719662, -138365 ], [ 2.247066, 2.570086, 1.351411, 1.010468, 0.96562, 1.127128 ], [ 60, 30, 30, 60, 30, 30 ], [ 30, 11, 19, 30, 11, 19 ], [ 30, 19, 11, 30, 19, 11 ], [ 50, 36.666667, 63.333333, 50, 36.666667, 63.333333 ], [ 2.247066, 4.439239, 0.782396, 1.010468, 1.667889, 0.652548 ], [ 499182, 499182, 37787, 499182, 499182, 207162 ], [ -62193, -62193, -27243, -356372, -356372, -116447 ], [ 114, 183, 44, 114, 183, 44 ], [ 113, 232, 44, 113, 232, 44 ], [ 115, 155, 44, 115, 155, 44 ], [ 6849, 5515, 1334, 6849, 5515, 1334 ], [ 0, 110.33003, 0, 0, 110.33003, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160084, 329700, -161383, -572672, -582670, -241404 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7420, "evaluation_days": 1855, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603346400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456514581, "expiration_time": 1764257760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 63, "std": 2.78814 } } }
# | 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) |
---|