Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663112.7093 | 446021.0765 | 217091.6328 | 3329816.663 | 570534.2105 | 2759282.4525 |
Total P&L (%) | 663.1127 | 446.0211 | 217.0916 | 3329.8167 | 570.5342 | 2759.2825 |
Avg Daily Profit (%) | 0.3582 | 0.241 | 0.1173 | 0.1912 | 0.1029 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173876 | -93349 | -87109 | -4196722 | -3285040 | -2507815 |
Profit Factor | 1.7967 | 1.966 | 1.5858 | 1.1431 | 1.044 | 1.2678 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 52.3605 | 50.4274 | 54.3103 | 52.3605 | 50.4274 | 54.3103 |
Ratio Avg Win / Avg Loss | 1.6347 | 1.9327 | 1.3341 | 1.04 | 1.0263 | 1.0666 |
Largest Winning Trade | 119439 | 119439 | 41545 | 3015678 | 3015678 | 1230779 |
Largest Losing Trade | -58624 | -58624 | -35126 | -1220516 | -998264 | -1220516 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 13 | 10 | 15 | 13 | 10 | 15 |
Bars Traded | 3659 | 1704 | 1954 | 3659 | 1704 | 1954 |
Profit Streak | 0 | 0 | 11.7573 | 0 | 0 | 11.7573 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525645 | 424645 | -33380 | -53405 | -227308 | 323396 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3702, "evaluation_days": 1851, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759083031409, "expiration_time": 1763858592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 38 } }, "second_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } } }
{ "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": [ [ 663112.7093101874, 446021.0765363493, 217091.6327738388, 3329816.662951822, 570534.2105011623, 2759282.4524506615 ], [ 663.112709, 446.021077, 217.091633, 3329.816663, 570.534211, 2759.282452 ], [ 0.358246, 0.240962, 0.117283, 0.191165, 0.102857, 0.181318 ], [ 10, 10, 10, 10, 10, 10 ], [ -173876, -93349, -87109, -4196722, -3285040, -2507815 ], [ 1.796713, 1.965988, 1.585807, 1.143051, 1.043978, 1.267792 ], [ 233, 117, 116, 233, 117, 116 ], [ 122, 59, 63, 122, 59, 63 ], [ 111, 58, 53, 111, 58, 53 ], [ 52.360515, 50.42735, 54.310345, 52.360515, 50.42735, 54.310345 ], [ 1.634714, 1.932666, 1.334092, 1.039989, 1.026283, 1.066555 ], [ 119439, 119439, 41545, 3015678, 3015678, 1230779 ], [ -58624, -58624, -35126, -1220516, -998264, -1220516 ], [ 15, 14, 16, 15, 14, 16 ], [ 18, 18, 17, 18, 18, 17 ], [ 13, 10, 15, 13, 10, 15 ], [ 3659, 1704, 1954, 3659, 1704, 1954 ], [ 0, 0, 11.757308, 0, 0, 11.757308 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 525645, 424645, -33380, -53405, -227308, 323396 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3702, "evaluation_days": 1851, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759083031409, "expiration_time": 1763858592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 38 } }, "second_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } } }
# | 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) |
---|