Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583975.6644 | 454118.3231 | 129857.3412 | 642570.0106 | -133504.9123 | 776074.9229 |
Total P&L (%) | 583.9757 | 454.1183 | 129.8573 | 642.57 | -133.5049 | 776.0749 |
Avg Daily Profit (%) | 0.3159 | 0.2457 | 0.0703 | 0.1085 | 0 | 0.1175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105092 | -125771 | -48162 | -816352 | -1036592 | -401102 |
Profit Factor | 1.7452 | 1.9966 | 1.3959 | 1.1113 | 0.9616 | 1.3378 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 49.0683 | 43.2099 | 55 | 49.0683 | 43.2099 | 55 |
Ratio Avg Win / Avg Loss | 1.8114 | 2.624 | 1.1421 | 1.1535 | 1.2638 | 1.0946 |
Largest Winning Trade | 244108 | 244108 | 54659 | 655010 | 655010 | 344909 |
Largest Losing Trade | -38626 | -38626 | -31317 | -319765 | -316997 | -319765 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 5378 | 2424 | 2954 | 5378 | 2424 | 2954 |
Profit Streak | 0 | 0 | 12.963 | 0 | 0 | 12.963 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461463 | -2515 | -116661 | -145330 | -593432 | -53626 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758899200493, "expiration_time": 1763664480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 583975.664356499, 454118.3231457263, 129857.341210772, 642570.0106396356, -133504.9122717132, 776074.922911349 ], [ 583.975664, 454.118323, 129.857341, 642.570011, -133.504912, 776.074923 ], [ 0.315948, 0.245691, 0.070257, 0.108532, 0, 0.117487 ], [ 10, 10, 10, 10, 10, 10 ], [ -105092, -125771, -48162, -816352, -1036592, -401102 ], [ 1.745171, 1.99655, 1.395919, 1.111269, 0.961609, 1.337807 ], [ 161, 81, 80, 161, 81, 80 ], [ 79, 35, 44, 79, 35, 44 ], [ 82, 46, 36, 82, 46, 36 ], [ 49.068323, 43.209877, 55, 49.068323, 43.209877, 55 ], [ 1.811443, 2.624036, 1.142115, 1.153469, 1.26383, 1.09457 ], [ 244108, 244108, 54659, 655010, 655010, 344909 ], [ -38626, -38626, -31317, -319765, -316997, -319765 ], [ 33, 29, 36, 33, 29, 36 ], [ 43, 40, 46, 43, 40, 46 ], [ 23, 21, 25, 23, 21, 25 ], [ 5378, 2424, 2954, 5378, 2424, 2954 ], [ 0, 0, 12.962969, 0, 0, 12.962969 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461463, -2515, -116661, -145330, -593432, -53626 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602691200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758899200493, "expiration_time": 1763664480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|