Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316471.922 | 406489.0405 | -90017.1184 | -121351.8483 | 384510.5408 | -505862.3891 |
Total P&L (%) | 316.4719 | 406.489 | -90.0171 | -121.3518 | 384.5105 | -505.8624 |
Avg Daily Profit (%) | 0.1704 | 0.2189 | -0.0485 | 0 | 0.085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262919 | -136110 | -169026 | -604179 | -111421 | -523436 |
Profit Factor | 1.4538 | 2.3514 | 0.773 | 0.8594 | 2.9655 | 0.2422 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 18 | 22 | 39 | 18 | 21 |
Losing Trades | 47 | 26 | 21 | 48 | 26 | 22 |
Profitability (%) | 45.977 | 40.9091 | 51.1628 | 44.8276 | 40.9091 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.7082 | 3.3964 | 0.7379 | 1.0577 | 4.2836 | 0.2537 |
Largest Winning Trade | 501230 | 501230 | 52739 | 457988 | 457988 | 34621 |
Largest Losing Trade | -150663 | -56229 | -150663 | -418493 | -62051 | -418493 |
Avg Bars in Trades | 81 | 68 | 95 | 81 | 68 | 95 |
Avg Bars in Winners | 128 | 107 | 146 | 130 | 117 | 141 |
Avg Bars in Losers | 41 | 41 | 42 | 42 | 34 | 52 |
Bars Traded | 7124 | 3005 | 4119 | 7124 | 3005 | 4119 |
Profit Streak | 54.0256 | 64.2756 | 54.0256 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349338 | 366137 | -579592 | -580890 | -77257 | -581179 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7427, "evaluation_days": 1856.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759624614541, "expiration_time": 1764413496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 222 } }, "second_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } } }
{ "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": [ [ 316471.9220420967, 406489.0404860245, -90017.1184439277, -121351.8482869897, 384510.5407822366, -505862.3890692262 ], [ 316.471922, 406.48904, -90.017118, -121.351848, 384.510541, -505.862389 ], [ 0.170444, 0.218925, -0.048481, 0, 0.085022, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -262919, -136110, -169026, -604179, -111421, -523436 ], [ 1.45379, 2.351381, 0.773029, 0.859405, 2.965537, 0.242162 ], [ 87, 44, 43, 87, 44, 43 ], [ 40, 18, 22, 39, 18, 21 ], [ 47, 26, 21, 48, 26, 22 ], [ 45.977011, 40.909091, 51.162791, 44.827586, 40.909091, 48.837209 ], [ 1.708203, 3.396439, 0.737892, 1.05773, 4.283554, 0.253694 ], [ 501230, 501230, 52739, 457988, 457988, 34621 ], [ -150663, -56229, -150663, -418493, -62051, -418493 ], [ 81, 68, 95, 81, 68, 95 ], [ 128, 107, 146, 130, 117, 141 ], [ 41, 41, 42, 42, 34, 52 ], [ 7124, 3005, 4119, 7124, 3005, 4119 ], [ 54.025631, 64.275631, 54.025631, 0, 0, 0 ], [ 5, 3, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349338, 366137, -579592, -580890, -77257, -581179 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7427, "evaluation_days": 1856.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759624614541, "expiration_time": 1764413496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 222 } }, "second_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 2 } } }
# | 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) |
---|