Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877009.2876 | 731847.876 | 145161.4115 | 787797.6506 | 551883.733 | 235913.9176 |
Total P&L (%) | 877.0093 | 731.8479 | 145.1614 | 787.7977 | 551.8837 | 235.9139 |
Avg Daily Profit (%) | 0.4724 | 0.3942 | 0.0782 | 0.1177 | 0.101 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172283 | -122054 | -89459 | -575731 | -347855 | -297003 |
Profit Factor | 2.7992 | 3.92 | 1.613 | 1.4716 | 1.6427 | 1.2906 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 37.8378 | 32.4324 | 43.2432 | 37.8378 | 32.4324 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.5988 | 8.1667 | 2.1171 | 2.4176 | 3.4223 | 1.6939 |
Largest Winning Trade | 682195 | 682195 | 59170 | 564076 | 564076 | 298291 |
Largest Losing Trade | -38311 | -38311 | -36045 | -156365 | -131192 | -156365 |
Avg Bars in Trades | 47 | 30 | 64 | 47 | 30 | 64 |
Avg Bars in Winners | 95 | 54 | 126 | 95 | 54 | 126 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 3498 | 1125 | 2373 | 3498 | 1125 | 2373 |
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 | -57798 | 355473 | -88120 | -106737 | -61397 | -107240 |
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3713, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759579425305, "expiration_time": 1764348048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 50, "offset": 0, "multiplier": 3.44204 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.97579, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 877009.287566455, 731847.8760301335, 145161.4115363214, 787797.6505577366, 551883.7329672866, 235913.9175904501 ], [ 877.009288, 731.847876, 145.161412, 787.797651, 551.883733, 235.913918 ], [ 0.472399, 0.394208, 0.078191, 0.117687, 0.101031, 0.065288 ], [ 10, 10, 10, 10, 10, 10 ], [ -172283, -122054, -89459, -575731, -347855, -297003 ], [ 2.799241, 3.920034, 1.613005, 1.471566, 1.642709, 1.290565 ], [ 74, 37, 37, 74, 37, 37 ], [ 28, 12, 16, 28, 12, 16 ], [ 46, 25, 21, 46, 25, 21 ], [ 37.837838, 32.432432, 43.243243, 37.837838, 32.432432, 43.243243 ], [ 4.598753, 8.166738, 2.117069, 2.417573, 3.422311, 1.693866 ], [ 682195, 682195, 59170, 564076, 564076, 298291 ], [ -38311, -38311, -36045, -156365, -131192, -156365 ], [ 47, 30, 64, 47, 30, 64 ], [ 95, 54, 126, 95, 54, 126 ], [ 17, 19, 16, 17, 19, 16 ], [ 3498, 1125, 2373, 3498, 1125, 2373 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57798, 355473, -88120, -106737, -61397, -107240 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3713, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759579425305, "expiration_time": 1764348048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 50, "offset": 0, "multiplier": 3.44204 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.97579, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|