Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835314.4598 | 733202.8611 | 102111.5986 | 566375.8321 | 27101.0232 | 539274.8089 |
Total P&L (%) | 835.3145 | 733.2029 | 102.1116 | 566.3758 | 27.101 | 539.2748 |
Avg Daily Profit (%) | 0.4496 | 0.3946 | 0.055 | 0.1021 | 0.0129 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112787 | -59897 | -116957 | -750979 | -539048 | -416457 |
Profit Factor | 2.3117 | 3.3113 | 1.3195 | 1.221 | 1.0186 | 1.4867 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 35.8696 | 28.2609 | 43.4783 | 35.8696 | 28.2609 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.1331 | 8.4055 | 1.7154 | 2.1829 | 2.5857 | 1.9327 |
Largest Winning Trade | 576110 | 576110 | 67446 | 546005 | 546005 | 313730 |
Largest Losing Trade | -35643 | -20905 | -35643 | -140170 | -124268 | -140170 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 76 | 68 | 81 | 76 | 68 | 81 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 3608 | 1440 | 2168 | 3608 | 1440 | 2168 |
Profit Streak | 14.1071 | 0 | 18.1071 | 14.1071 | 0 | 18.1071 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357059 | 23855 | -120113 | -60153 | -393263 | -58756 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1858, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759674852479, "expiration_time": 1764481536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 21, "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": [ [ 835314.459784099, 733202.861144636, 102111.5986394627, 566375.832123498, 27101.0232393003, 539274.8088841975 ], [ 835.31446, 733.202861, 102.111599, 566.375832, 27.101023, 539.274809 ], [ 0.449577, 0.394619, 0.054958, 0.102134, 0.012908, 0.099897 ], [ 10, 10, 10, 10, 10, 10 ], [ -112787, -59897, -116957, -750979, -539048, -416457 ], [ 2.311716, 3.311276, 1.319516, 1.220963, 1.018624, 1.486702 ], [ 92, 46, 46, 92, 46, 46 ], [ 33, 13, 20, 33, 13, 20 ], [ 59, 33, 26, 59, 33, 26 ], [ 35.869565, 28.26087, 43.478261, 35.869565, 28.26087, 43.478261 ], [ 4.133068, 8.405546, 1.715371, 2.182934, 2.585737, 1.932712 ], [ 576110, 576110, 67446, 546005, 546005, 313730 ], [ -35643, -20905, -35643, -140170, -124268, -140170 ], [ 39, 31, 47, 39, 31, 47 ], [ 76, 68, 81, 76, 68, 81 ], [ 18, 16, 20, 18, 16, 20 ], [ 3608, 1440, 2168, 3608, 1440, 2168 ], [ 14.107089, 0, 18.107089, 14.107089, 0, 18.107089 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357059, 23855, -120113, -60153, -393263, -58756 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1858, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759674852479, "expiration_time": 1764481536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 21, "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) |
---|