Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350215.1153 | 287314.6638 | 62900.4515 | 39709.5123 | 332260.8176 | -292551.3053 |
Total P&L (%) | 350.2151 | 287.3147 | 62.9005 | 39.7095 | 332.2608 | -292.5513 |
Avg Daily Profit (%) | 0.1897 | 0.1556 | 0.0341 | 0.0181 | 0.0793 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143603 | -127312 | -120415 | -589735 | -537008 | -538745 |
Profit Factor | 1.3133 | 1.5267 | 1.1099 | 1.0155 | 1.2575 | 0.7698 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Losing Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Profitability (%) | 53.0534 | 54.9618 | 51.145 | 53.0534 | 54.9618 | 51.145 |
Ratio Avg Win / Avg Loss | 1.1621 | 1.251 | 1.0602 | 0.8986 | 1.0305 | 0.7353 |
Largest Winning Trade | 93771 | 93771 | 55113 | 207054 | 207054 | 144193 |
Largest Losing Trade | -59220 | -52092 | -59220 | -233292 | -233292 | -142469 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 7293 | 3290 | 4003 | 7293 | 3290 | 4003 |
Profit Streak | 5.2069 | 0 | 15.4569 | 5.2069 | 0 | 15.4569 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376370 | 339298 | -246480 | -373287 | -86522 | -579765 |
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884279375, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "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": [ [ 350215.1153166954, 287314.663768443, 62900.4515482521, 39709.5123244605, 332260.8176399755, -292551.3053155144 ], [ 350.215115, 287.314664, 62.900452, 39.709512, 332.260818, -292.551305 ], [ 0.189664, 0.1556, 0.034065, 0.018111, 0.079309, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -143603, -127312, -120415, -589735, -537008, -538745 ], [ 1.313292, 1.526674, 1.109903, 1.015505, 1.257547, 0.769815 ], [ 262, 131, 131, 262, 131, 131 ], [ 139, 72, 67, 139, 72, 67 ], [ 123, 59, 64, 123, 59, 64 ], [ 53.053435, 54.961832, 51.145038, 53.053435, 54.961832, 51.145038 ], [ 1.162122, 1.251024, 1.060206, 0.898613, 1.030489, 0.735345 ], [ 93771, 93771, 55113, 207054, 207054, 144193 ], [ -59220, -52092, -59220, -233292, -233292, -142469 ], [ 27, 25, 30, 27, 25, 30 ], [ 29, 25, 34, 29, 25, 34 ], [ 25, 24, 26, 25, 24, 26 ], [ 7293, 3290, 4003, 7293, 3290, 4003 ], [ 5.206937, 0, 15.456937, 5.206937, 0, 15.456937 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 376370, 339298, -246480, -373287, -86522, -579765 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884279375, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "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) |
---|