Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095607.6071 | 957526.2875 | 138081.3196 | 741532.1875 | 666045.5657 | 75486.6218 |
Total P&L (%) | 1095.6076 | 957.5263 | 138.0813 | 741.5322 | 666.0456 | 75.4866 |
Avg Daily Profit (%) | 0.59 | 0.5156 | 0.0744 | 0.1148 | 0.1097 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94774 | -104880 | -45300 | -817269 | -481253 | -261884 |
Profit Factor | 3.4669 | 5.1978 | 1.6392 | 1.2666 | 1.516 | 1.0506 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 40 | 51.7241 | 45.7627 | 40 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.1089 | 7.7967 | 1.5299 | 1.5012 | 2.274 | 0.9806 |
Largest Winning Trade | 949251 | 949251 | 51371 | 949251 | 949251 | 497572 |
Largest Losing Trade | -59957 | -34816 | -59957 | -629107 | -241742 | -629107 |
Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
Avg Bars in Winners | 94 | 79 | 106 | 94 | 79 | 106 |
Avg Bars in Losers | 32 | 39 | 23 | 32 | 39 | 23 |
Bars Traded | 3590 | 1664 | 1925 | 3590 | 1664 | 1925 |
Profit Streak | 4.5161 | 9.5161 | 0 | 4.5161 | 9.5161 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162883 | 554569 | -90391 | -219257 | -46874 | -318737 |
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{ "first_band": { "type": "sma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "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": [ [ 1095607.6070624713, 957526.2874776502, 138081.3195848209, 741532.187530821, 666045.5657268568, 75486.6218039641 ], [ 1095.607607, 957.526287, 138.08132, 741.532188, 666.045566, 75.486622 ], [ 0.589988, 0.515631, 0.074357, 0.11477, 0.109703, 0.03029 ], [ 10, 10, 10, 10, 10, 10 ], [ -94774, -104880, -45300, -817269, -481253, -261884 ], [ 3.466858, 5.197829, 1.639176, 1.266615, 1.516024, 1.050643 ], [ 59, 30, 29, 59, 30, 29 ], [ 27, 12, 15, 27, 12, 15 ], [ 32, 18, 14, 32, 18, 14 ], [ 45.762712, 40, 51.724138, 45.762712, 40, 51.724138 ], [ 4.108869, 7.796743, 1.529897, 1.501174, 2.274036, 0.9806 ], [ 949251, 949251, 51371, 949251, 949251, 497572 ], [ -59957, -34816, -59957, -629107, -241742, -629107 ], [ 60, 55, 66, 60, 55, 66 ], [ 94, 79, 106, 94, 79, 106 ], [ 32, 39, 23, 32, 39, 23 ], [ 3590, 1664, 1925, 3590, 1664, 1925 ], [ 4.516103, 9.516103, 0, 4.516103, 9.516103, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162883, 554569, -90391, -219257, -46874, -318737 ] ] }
{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3714, "evaluation_days": 1857, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623791292, "expiration_time": 1764392544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 46, "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) |
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