Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915211.3327 | 741432.0757 | 173779.257 | 1342581.6942 | 615724.5078 | 726857.1864 |
Total P&L (%) | 915.2113 | 741.4321 | 173.7793 | 1342.5817 | 615.7245 | 726.8572 |
Avg Daily Profit (%) | 0.4934 | 0.3997 | 0.0937 | 0.144 | 0.1062 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146607 | -58723 | -55825 | -3156473 | -1260985 | -2149694 |
Profit Factor | 3.129 | 4.5296 | 1.7906 | 1.1756 | 1.1896 | 1.1652 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 50.6173 | 43.9024 | 57.5 | 50.6173 | 43.9024 | 57.5 |
Ratio Avg Win / Avg Loss | 3.0527 | 5.7878 | 1.3235 | 1.1469 | 1.5201 | 0.8612 |
Largest Winning Trade | 694180 | 694180 | 63294 | 1485864 | 1209988 | 1485864 |
Largest Losing Trade | -47568 | -36289 | -47568 | -2002978 | -518810 | -2002978 |
Avg Bars in Trades | 43 | 30 | 57 | 43 | 30 | 57 |
Avg Bars in Winners | 64 | 44 | 79 | 64 | 44 | 79 |
Avg Bars in Losers | 22 | 20 | 26 | 22 | 20 | 26 |
Bars Traded | 3546 | 1265 | 2281 | 3546 | 1265 | 2281 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 11763 | 534923 | -64611 | -44010 | -64018 | -79944 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3710, "evaluation_days": 1855, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759429588789, "expiration_time": 1764214560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 915211.3326887152, 741432.0756938937, 173779.2569948213, 1342581.694216749, 615724.5077796504, 726857.186437099 ], [ 915.211333, 741.432076, 173.779257, 1342.581694, 615.724508, 726.857186 ], [ 0.493375, 0.399694, 0.093682, 0.143986, 0.106155, 0.113944 ], [ 10, 10, 10, 10, 10, 10 ], [ -146607, -58723, -55825, -3156473, -1260985, -2149694 ], [ 3.12904, 4.5296, 1.790591, 1.175566, 1.189621, 1.165194 ], [ 81, 41, 40, 81, 41, 40 ], [ 41, 18, 23, 41, 18, 23 ], [ 40, 23, 17, 40, 23, 17 ], [ 50.617284, 43.902439, 57.5, 50.617284, 43.902439, 57.5 ], [ 3.052722, 5.787822, 1.323481, 1.146893, 1.520071, 0.86123 ], [ 694180, 694180, 63294, 1485864, 1209988, 1485864 ], [ -47568, -36289, -47568, -2002978, -518810, -2002978 ], [ 43, 30, 57, 43, 30, 57 ], [ 64, 44, 79, 64, 44, 79 ], [ 22, 20, 26, 22, 20, 26 ], [ 3546, 1265, 2281, 3546, 1265, 2281 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 11763, 534923, -64611, -44010, -64018, -79944 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3710, "evaluation_days": 1855, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603324800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759429588789, "expiration_time": 1764214560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|