Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599964.7212 | 413246.7559 | 186717.9653 | 2015618.2398 | 308888.966 | 1706729.2738 |
Total P&L (%) | 599.9647 | 413.2468 | 186.718 | 2015.6182 | 308.889 | 1706.7293 |
Avg Daily Profit (%) | 0.3238 | 0.2231 | 0.1008 | 0.1649 | 0.076 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118246 | -140882 | -41266 | -2049179 | -1435106 | -1211565 |
Profit Factor | 1.7419 | 1.8875 | 1.5443 | 1.2092 | 1.0539 | 1.4374 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 51.8349 | 52.2936 | 51.3761 | 51.8349 | 52.2936 | 51.3761 |
Ratio Avg Win / Avg Loss | 1.6186 | 1.722 | 1.4616 | 1.1236 | 0.9614 | 1.3604 |
Largest Winning Trade | 126530 | 126530 | 43080 | 1027256 | 1027256 | 754681 |
Largest Losing Trade | -30549 | -30549 | -23385 | -685896 | -685896 | -524151 |
Avg Bars in Trades | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Winners | 116 | 110 | 122 | 116 | 110 | 122 |
Avg Bars in Losers | 83 | 75 | 90 | 83 | 75 | 90 |
Bars Traded | 21914 | 10240 | 11674 | 21914 | 10240 | 11674 |
Profit Streak | 6.0604 | 6.0604 | 18.4771 | 6.0604 | 6.0604 | 18.4771 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538067 | 436718 | -55464 | 353309 | -253624 | 359133 |
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22232, "evaluation_days": 1852.67, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600833600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759325222369, "expiration_time": 1765082534400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "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": [ [ 599964.7212290696, 413246.755946945, 186717.9652821247, 2015618.2397816502, 308888.9659833197, 1706729.2737983312 ], [ 599.964721, 413.246756, 186.717965, 2015.61824, 308.888966, 1706.729274 ], [ 0.323838, 0.223055, 0.100783, 0.164867, 0.076042, 0.156335 ], [ 10, 10, 10, 10, 10, 10 ], [ -118246, -140882, -41266, -2049179, -1435106, -1211565 ], [ 1.741935, 1.887535, 1.544309, 1.209171, 1.05387, 1.437367 ], [ 218, 109, 109, 218, 109, 109 ], [ 113, 57, 56, 113, 57, 56 ], [ 105, 52, 53, 105, 52, 53 ], [ 51.834862, 52.293578, 51.376147, 51.834862, 52.293578, 51.376147 ], [ 1.618612, 1.721962, 1.461578, 1.123566, 0.961426, 1.360365 ], [ 126530, 126530, 43080, 1027256, 1027256, 754681 ], [ -30549, -30549, -23385, -685896, -685896, -524151 ], [ 100, 93, 107, 100, 93, 107 ], [ 116, 110, 122, 116, 110, 122 ], [ 83, 75, 90, 83, 75, 90 ], [ 21914, 10240, 11674, 21914, 10240, 11674 ], [ 6.060444, 6.060444, 18.477111, 6.060444, 6.060444, 18.477111 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 538067, 436718, -55464, 353309, -253624, 359133 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22232, "evaluation_days": 1852.67, "actual_first_datapoint_time": 1599213600000, "first_datapoint_time": 1600833600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759325222369, "expiration_time": 1765082534400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "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) |
---|