Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661516.3281 | 533363.6135 | 128152.7145 | 674233.1448 | -220998.9585 | 895232.1033 |
Total P&L (%) | 661.5163 | 533.3636 | 128.1527 | 674.2331 | -220.999 | 895.2321 |
Avg Daily Profit (%) | 0.3576 | 0.2883 | 0.0693 | 0.1107 | 0 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112766 | -71254 | -118199 | -1166010 | -1099853 | -661317 |
Profit Factor | 1.836 | 2.2197 | 1.3621 | 1.1187 | 0.936 | 1.4019 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 48.5714 | 47.7273 | 49.4253 | 48.5714 | 47.7273 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.9441 | 2.4311 | 1.3937 | 1.1845 | 1.0252 | 1.4345 |
Largest Winning Trade | 403100 | 403100 | 52698 | 719307 | 719307 | 443857 |
Largest Losing Trade | -43135 | -43135 | -28328 | -332862 | -332862 | -276896 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 40 | 30 | 50 | 40 | 30 | 50 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 5376 | 2165 | 3211 | 5376 | 2165 | 3211 |
Profit Streak | 0 | 0 | 14.8707 | 0 | 0 | 14.8707 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476259 | 435300 | -99937 | -134412 | -580036 | -25929 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602835200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759035226939, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 127, "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": [ [ 661516.3280596285, 533363.6135386763, 128152.7145209523, 674233.1447768242, -220998.9585369705, 895232.1033137944 ], [ 661.516328, 533.363614, 128.152715, 674.233145, -220.998959, 895.232103 ], [ 0.357576, 0.288305, 0.069272, 0.110694, 0, 0.124283 ], [ 10, 10, 10, 10, 10, 10 ], [ -112766, -71254, -118199, -1166010, -1099853, -661317 ], [ 1.836049, 2.219677, 1.362073, 1.118683, 0.936009, 1.401927 ], [ 175, 88, 87, 175, 88, 87 ], [ 85, 42, 43, 85, 42, 43 ], [ 90, 46, 44, 90, 46, 44 ], [ 48.571429, 47.727273, 49.425287, 48.571429, 47.727273, 49.425287 ], [ 1.944052, 2.431075, 1.393749, 1.184488, 1.025153, 1.43453 ], [ 403100, 403100, 52698, 719307, 719307, 443857 ], [ -43135, -43135, -28328, -332862, -332862, -276896 ], [ 30, 24, 36, 30, 24, 36 ], [ 40, 30, 50, 40, 30, 50 ], [ 21, 19, 23, 21, 19, 23 ], [ 5376, 2165, 3211, 5376, 2165, 3211 ], [ 0, 0, 14.870682, 0, 0, 14.870682 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 476259, 435300, -99937, -134412, -580036, -25929 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1602835200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759035226939, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 127, "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) |
---|