Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592466.9373 | 526490.9987 | 65975.9386 | -6245.7618 | 368235.9966 | -374481.7585 |
Total P&L (%) | 592.4669 | 526.491 | 65.9759 | -6.2458 | 368.236 | -374.4818 |
Avg Daily Profit (%) | 0.3185 | 0.2831 | 0.0355 | -0.0035 | 0.083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160115 | -117780 | -79768 | -919541 | -541975 | -606639 |
Profit Factor | 2.1256 | 2.6591 | 1.3157 | 0.9975 | 1.2868 | 0.7011 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 57.5758 | 48.4848 | 66.6667 | 57.5758 | 48.4848 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5662 | 2.8253 | 0.6578 | 0.735 | 1.3672 | 0.3506 |
Largest Winning Trade | 578424 | 578424 | 36434 | 593693 | 593693 | 166024 |
Largest Losing Trade | -70637 | -32190 | -70637 | -542403 | -217860 | -542403 |
Avg Bars in Trades | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Winners | 71 | 64 | 76 | 71 | 64 | 76 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 3540 | 1508 | 2032 | 3540 | 1508 | 2032 |
Profit Streak | 0 | 0 | 57.1404 | 0 | 0 | 57.1404 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114424 | 475409 | -144151 | -708295 | -82703 | -577662 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605873600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759850528342, "expiration_time": 1764659520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 156, "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": [ [ 592466.9372617451, 526490.9986709078, 65975.9385908371, -6245.7618414031, 368235.996632148, -374481.7584735511 ], [ 592.466937, 526.490999, 65.975939, -6.245762, 368.235997, -374.481758 ], [ 0.318531, 0.28306, 0.035471, -0.003467, 0.083035, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -160115, -117780, -79768, -919541, -541975, -606639 ], [ 2.125621, 2.659105, 1.315656, 0.997538, 1.28678, 0.701109 ], [ 66, 33, 33, 66, 33, 33 ], [ 38, 16, 22, 38, 16, 22 ], [ 28, 17, 11, 28, 17, 11 ], [ 57.575758, 48.484848, 66.666667, 57.575758, 48.484848, 66.666667 ], [ 1.566247, 2.825299, 0.657828, 0.735028, 1.367203, 0.350554 ], [ 578424, 578424, 36434, 593693, 593693, 166024 ], [ -70637, -32190, -70637, -542403, -217860, -542403 ], [ 53, 45, 61, 53, 45, 61 ], [ 71, 64, 76, 71, 64, 76 ], [ 29, 28, 31, 29, 28, 31 ], [ 3540, 1508, 2032, 3540, 1508, 2032 ], [ 0, 0, 57.140374, 0, 0, 57.140374 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -114424, 475409, -144151, -708295, -82703, -577662 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605873600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759850528342, "expiration_time": 1764659520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 156, "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) |
---|