Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1242006.0483 | -134124.9772 | -1107881.0711 | 22329.0881 | 2819287.5654 | -2796958.4773 |
Total P&L (%) | -1242.006 | -134.125 | -1107.8811 | 22.3291 | 2819.2876 | -2796.9585 |
Avg Daily Profit (%) | -0.6663 | -0.072 | -0.5944 | 0.0108 | 0.1812 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1352981 | -236423 | -1164877 | -3435903 | -854664 | -3579076 |
Profit Factor | 0.2505 | 0.5705 | 0.1762 | 1.0038 | 2.4721 | 0.3037 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 67 | 31 | 36 | 49 | 27 | 22 |
Losing Trades | 21 | 13 | 8 | 39 | 17 | 22 |
Profitability (%) | 76.1364 | 70.4545 | 81.8182 | 55.6818 | 61.3636 | 50 |
Ratio Avg Win / Avg Loss | 0.0785 | 0.2393 | 0.0392 | 0.7989 | 1.5565 | 0.3037 |
Largest Winning Trade | 26350 | 16163 | 26350 | 1653033 | 1653033 | 661057 |
Largest Losing Trade | -1133315 | -49869 | -1133315 | -1373244 | -274378 | -1373244 |
Avg Bars in Trades | 61 | 71 | 50 | 61 | 71 | 50 |
Avg Bars in Winners | 16 | 12 | 19 | 66 | 81 | 49 |
Avg Bars in Losers | 205 | 212 | 192 | 54 | 55 | 52 |
Bars Traded | 5386 | 3143 | 2243 | 5386 | 3143 | 2243 |
Profit Streak | 37.5117 | 65.1784 | 37.5117 | 37.5117 | 65.1784 | 37.5117 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575147 | -576519 | -575087 | -399077 | 564047 | -579152 |
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5592, "evaluation_days": 1864, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1604649600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760242612922, "expiration_time": 1765058688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 190, "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": [ [ -1242006.0482921218, -134124.9771879521, -1107881.0711041708, 22329.0880696829, 2819287.5653623166, -2796958.4772926336 ], [ -1242.006048, -134.124977, -1107.881071, 22.329088, 2819.287565, -2796.958477 ], [ -0.666312, -0.071955, -0.594357, 0.010813, 0.181168, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1352981, -236423, -1164877, -3435903, -854664, -3579076 ], [ 0.250518, 0.570535, 0.176202, 1.003764, 2.472065, 0.303666 ], [ 88, 44, 44, 88, 44, 44 ], [ 67, 31, 36, 49, 27, 22 ], [ 21, 13, 8, 39, 17, 22 ], [ 76.136364, 70.454545, 81.818182, 55.681818, 61.363636, 50 ], [ 0.07852, 0.239257, 0.039156, 0.798914, 1.556485, 0.303666 ], [ 26350, 16163, 26350, 1653033, 1653033, 661057 ], [ -1133315, -49869, -1133315, -1373244, -274378, -1373244 ], [ 61, 71, 50, 61, 71, 50 ], [ 16, 12, 19, 66, 81, 49 ], [ 205, 212, 192, 54, 55, 52 ], [ 5386, 3143, 2243, 5386, 3143, 2243 ], [ 37.511724, 65.17839, 37.511724, 37.511724, 65.17839, 37.511724 ], [ 12, 6, 6, 12, 6, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575147, -576519, -575087, -399077, 564047, -579152 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5592, "evaluation_days": 1864, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1604649600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760242612922, "expiration_time": 1765058688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 190, "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) |
---|