Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011259.7744 | 856128.1975 | 155131.5769 | 984379.4549 | 125885.9999 | 858493.455 |
Total P&L (%) | 1011.2598 | 856.1282 | 155.1316 | 984.3795 | 125.886 | 858.4935 |
Avg Daily Profit (%) | 0.5428 | 0.4595 | 0.0833 | 0.128 | 0.0437 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152913 | -142515 | -68570 | -2363530 | -2043299 | -995671 |
Profit Factor | 2.371 | 2.9795 | 1.5084 | 1.1144 | 1.0246 | 1.2461 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 49.7436 | 45.3608 | 54.0816 | 49.7436 | 45.3608 | 54.0816 |
Ratio Avg Win / Avg Loss | 2.3954 | 3.5889 | 1.2808 | 1.1259 | 1.2342 | 1.058 |
Largest Winning Trade | 820903 | 820903 | 43259 | 1679619 | 1679619 | 466024 |
Largest Losing Trade | -41287 | -31099 | -41287 | -789851 | -789851 | -789636 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 5502 | 2915 | 2587 | 5502 | 2915 | 2587 |
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 | 600587 | 498492 | -79907 | -115167 | -330036 | -30262 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5589, "evaluation_days": 1863, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760162707079, "expiration_time": 1764969696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 3, "offset": 55 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1011259.7743818606, 856128.1974817761, 155131.5769000849, 984379.4549180199, 125885.9999177444, 858493.4550002768 ], [ 1011.259774, 856.128197, 155.131577, 984.379455, 125.886, 858.493455 ], [ 0.542813, 0.459543, 0.08327, 0.128026, 0.043749, 0.121394 ], [ 10, 10, 10, 10, 10, 10 ], [ -152913, -142515, -68570, -2363530, -2043299, -995671 ], [ 2.370993, 2.979488, 1.508443, 1.114408, 1.024604, 1.246147 ], [ 195, 97, 98, 195, 97, 98 ], [ 97, 44, 53, 97, 44, 53 ], [ 98, 53, 45, 98, 53, 45 ], [ 49.74359, 45.360825, 54.081633, 49.74359, 45.360825, 54.081633 ], [ 2.395437, 3.588929, 1.280753, 1.125897, 1.234183, 1.058049 ], [ 820903, 820903, 43259, 1679619, 1679619, 466024 ], [ -41287, -31099, -41287, -789851, -789851, -789636 ], [ 28, 30, 26, 28, 30, 26 ], [ 33, 36, 31, 33, 36, 31 ], [ 22, 24, 20, 22, 24, 20 ], [ 5502, 2915, 2587, 5502, 2915, 2587 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 600587, 498492, -79907, -115167, -330036, -30262 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5589, "evaluation_days": 1863, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760162707079, "expiration_time": 1764969696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 3, "offset": 55 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|