Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1063243.63 | -159343.5719 | -903900.0581 | -108162.2074 | 1763280.1998 | -1871442.4072 |
Total P&L (%) | -1063.2436 | -159.3436 | -903.9001 | -108.1622 | 1763.2802 | -1871.4424 |
Avg Daily Profit (%) | -0.5753 | -0.0862 | -0.4891 | 0 | 0.1584 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1164747 | -261327 | -950580 | -2411439 | -813364 | -2291965 |
Profit Factor | 0.2949 | 0.5843 | 0.1962 | 0.9717 | 2.3686 | 0.2595 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 15 | 21 | 36 | 21 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 14 | 21 |
Profitability (%) | 50.7042 | 42.8571 | 58.3333 | 50.7042 | 60 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.2867 | 0.7791 | 0.1402 | 0.9447 | 1.5791 | 0.3632 |
Largest Winning Trade | 56384 | 56384 | 30218 | 1332282 | 1332282 | 287268 |
Largest Losing Trade | -887852 | -74425 | -887852 | -840796 | -709798 | -840796 |
Avg Bars in Trades | 74 | 95 | 54 | 74 | 95 | 54 |
Avg Bars in Winners | 33 | 36 | 31 | 103 | 132 | 61 |
Avg Bars in Losers | 117 | 139 | 86 | 45 | 39 | 49 |
Bars Traded | 5307 | 3337 | 1970 | 5307 | 3337 | 1970 |
Profit Streak | 17.4723 | 21.8056 | 17.4723 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -670897 | -583015 | -579132 | -671964 | 485294 | -584020 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758856807900, "expiration_time": 1763634816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 106, "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": [ [ -1063243.6300032414, -159343.5719460572, -903900.0580571843, -108162.2074204998, 1763280.1997667314, -1871442.4071872314 ], [ -1063.24363, -159.343572, -903.900058, -108.162207, 1763.2802, -1871.442407 ], [ -0.575348, -0.086225, -0.489123, 0, 0.1584, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1164747, -261327, -950580, -2411439, -813364, -2291965 ], [ 0.294893, 0.584339, 0.196225, 0.971652, 2.368605, 0.259455 ], [ 71, 35, 36, 71, 35, 36 ], [ 36, 15, 21, 36, 21, 15 ], [ 35, 20, 15, 35, 14, 21 ], [ 50.704225, 42.857143, 58.333333, 50.704225, 60, 41.666667 ], [ 0.286702, 0.779119, 0.14016, 0.944662, 1.57907, 0.363237 ], [ 56384, 56384, 30218, 1332282, 1332282, 287268 ], [ -887852, -74425, -887852, -840796, -709798, -840796 ], [ 74, 95, 54, 74, 95, 54 ], [ 33, 36, 31, 103, 132, 61 ], [ 117, 139, 86, 45, 39, 49 ], [ 5307, 3337, 1970, 5307, 3337, 1970 ], [ 17.472314, 21.805647, 17.472314, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -670897, -583015, -579132, -671964, 485294, -584020 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5544, "evaluation_days": 1848, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758856807900, "expiration_time": 1763634816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 106, "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) |
---|