Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -433133.2074 | -34006.5738 | -399126.6336 | -122167.679 | 1452877.1775 | -1575044.8565 |
Total P&L (%) | -433.1332 | -34.0066 | -399.1266 | -122.1677 | 1452.8772 | -1575.0449 |
Avg Daily Profit (%) | -0.2332 | -0.0183 | -0.2149 | 0 | 0.1478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -433908 | -247791 | -433908 | -3671891 | -2044915 | -1975861 |
Profit Factor | 0.5584 | 0.8927 | 0.3988 | 0.9733 | 1.6659 | 0.3437 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 15 | 19 | 24 | 15 | 9 |
Losing Trades | 25 | 14 | 11 | 35 | 14 | 21 |
Profitability (%) | 57.6271 | 51.7241 | 63.3333 | 40.678 | 51.7241 | 30 |
Ratio Avg Win / Avg Loss | 0.4106 | 0.8332 | 0.2309 | 1.4194 | 1.5548 | 0.8019 |
Largest Winning Trade | 93634 | 93634 | 51853 | 1608719 | 1608719 | 326467 |
Largest Losing Trade | -433908 | -61825 | -433908 | -855371 | -855371 | -693360 |
Avg Bars in Trades | 89 | 118 | 61 | 89 | 118 | 61 |
Avg Bars in Winners | 48 | 54 | 43 | 133 | 175 | 63 |
Avg Bars in Losers | 146 | 187 | 93 | 59 | 58 | 60 |
Bars Traded | 5299 | 3445 | 1854 | 5299 | 3445 | 1854 |
Profit Streak | 13.3555 | 0 | 22.0221 | 0 | 63.3555 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758684 | -580609 | -578548 | -762514 | 338181 | -588603 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5571, "evaluation_days": 1857, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1604880000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759653112949, "expiration_time": 1764435744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.04582 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "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": [ [ -433133.2073840487, -34006.5737674912, -399126.6336165576, -122167.67898149, 1452877.1774946467, -1575044.856476137 ], [ -433.133207, -34.006574, -399.126634, -122.167679, 1452.877177, -1575.044856 ], [ -0.233244, -0.018313, -0.214931, 0, 0.147804, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -433908, -247791, -433908, -3671891, -2044915, -1975861 ], [ 0.558447, 0.892739, 0.398803, 0.973336, 1.665872, 0.343677 ], [ 59, 29, 30, 59, 29, 30 ], [ 34, 15, 19, 24, 15, 9 ], [ 25, 14, 11, 35, 14, 21 ], [ 57.627119, 51.724138, 63.333333, 40.677966, 51.724138, 30 ], [ 0.410623, 0.833223, 0.230886, 1.419448, 1.554814, 0.801914 ], [ 93634, 93634, 51853, 1608719, 1608719, 326467 ], [ -433908, -61825, -433908, -855371, -855371, -693360 ], [ 89, 118, 61, 89, 118, 61 ], [ 48, 54, 43, 133, 175, 63 ], [ 146, 187, 93, 59, 58, 60 ], [ 5299, 3445, 1854, 5299, 3445, 1854 ], [ 13.355474, 0, 22.022141, 0, 63.355474, 0 ], [ 1, 0, 1, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758684, -580609, -578548, -762514, 338181, -588603 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5571, "evaluation_days": 1857, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1604880000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759653112949, "expiration_time": 1764435744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 172, "offset": 0, "multiplier": 3.04582 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "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) |
---|