Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323638.8159 | 297654.1312 | 25984.6847 | -60194.8084 | 117065.7415 | -177260.55 |
Total P&L (%) | 323.6388 | 297.6541 | 25.9847 | -60.1948 | 117.0657 | -177.2606 |
Avg Daily Profit (%) | 0.1752 | 0.1611 | 0.0141 | -0.0498 | 0.042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177203 | -162690 | -194085 | -246025 | -104747 | -273436 |
Profit Factor | 1.1532 | 1.3011 | 1.0231 | 0.95 | 1.2248 | 0.74 |
Total Trades | 739 | 369 | 370 | 739 | 369 | 370 |
Winning Trades | 418 | 210 | 208 | 418 | 210 | 208 |
Losing Trades | 321 | 159 | 162 | 321 | 159 | 162 |
Profitability (%) | 56.5629 | 56.9106 | 56.2162 | 56.5629 | 56.9106 | 56.2162 |
Ratio Avg Win / Avg Loss | 0.8856 | 0.9851 | 0.7968 | 0.7295 | 0.9273 | 0.5764 |
Largest Winning Trade | 143898 | 143898 | 27840 | 32647 | 32647 | 29589 |
Largest Losing Trade | -56376 | -56376 | -51784 | -71674 | -71674 | -68483 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 6 | 5 | 6 | 6 | 5 | 6 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5531 | 2685 | 2846 | 5531 | 2685 | 2846 |
Profit Streak | 12.9391 | 17.9391 | 12.9391 | 12.9391 | 17.9391 | 12.9391 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39312 | 335732 | -370747 | -573805 | -135295 | -577234 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5543, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758839538130, "expiration_time": 1763605152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63867, "nb": 0.1, "nc": 0.42727 } }, "second_band": { "type": "hlc3", "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": [ [ 323638.8159069393, 297654.131172299, 25984.6847346399, -60194.8084493034, 117065.7415388825, -177260.5499881863 ], [ 323.638816, 297.654131, 25.984685, -60.194808, 117.065742, -177.26055 ], [ 0.175161, 0.161097, 0.014063, -0.049843, 0.041955, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -177203, -162690, -194085, -246025, -104747, -273436 ], [ 1.153182, 1.301074, 1.023115, 0.94995, 1.224762, 0.740027 ], [ 739, 369, 370, 739, 369, 370 ], [ 418, 210, 208, 418, 210, 208 ], [ 321, 159, 162, 321, 159, 162 ], [ 56.562923, 56.910569, 56.216216, 56.562923, 56.910569, 56.216216 ], [ 0.885578, 0.985099, 0.796849, 0.729507, 0.92732, 0.576367 ], [ 143898, 143898, 27840, 32647, 32647, 29589 ], [ -56376, -56376, -51784, -71674, -71674, -68483 ], [ 7, 7, 7, 7, 7, 7 ], [ 6, 5, 6, 6, 5, 6 ], [ 9, 9, 9, 9, 9, 9 ], [ 5531, 2685, 2846, 5531, 2685, 2846 ], [ 12.939098, 17.939098, 12.939098, 12.939099, 17.939099, 12.939099 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -39312, 335732, -370747, -573805, -135295, -577234 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5543, "evaluation_days": 1847.67, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758839538130, "expiration_time": 1763605152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.63867, "nb": 0.1, "nc": 0.42727 } }, "second_band": { "type": "hlc3", "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) |
---|