Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381844.5817 | 1339400.7372 | 42443.8444 | 1012074.9567 | 169180.1484 | 842894.8082 |
Total P&L (%) | 1381.8446 | 1339.4007 | 42.4438 | 1012.075 | 169.1801 | 842.8948 |
Avg Daily Profit (%) | 0.7574 | 0.7341 | 0.0233 | 0.1321 | 0.0543 | 0.1231 |
Buy And Hold Return (%) | 269.6063 | 269.6063 | 269.6063 | 269.6063 | 269.6063 | 269.6063 |
Max Trade Drawdown | -143553 | -166335 | -26519 | -3271174 | -3234511 | -443256 |
Profit Factor | 3.5367 | 4.1122 | 1.3711 | 1.108 | 1.0219 | 1.5123 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 36.1345 | 25.4237 | 46.6667 | 36.1345 | 25.4237 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.2509 | 12.0625 | 1.5669 | 1.9584 | 2.9976 | 1.7283 |
Largest Winning Trade | 978970 | 978970 | 17785 | 2331376 | 2331376 | 359532 |
Largest Losing Trade | -40775 | -40775 | -12810 | -1350962 | -1350962 | -227250 |
Avg Bars in Trades | 88 | 172 | 5 | 88 | 172 | 5 |
Avg Bars in Winners | 153 | 427 | 6 | 153 | 427 | 6 |
Avg Bars in Losers | 52 | 85 | 5 | 52 | 85 | 5 |
Bars Traded | 10538 | 10183 | 355 | 10538 | 10183 | 355 |
Profit Streak | 0 | 120.9969 | 0 | 0 | 120.9969 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475110 | -185955 | -496136 | -124337 | -685859 | -199020 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10947, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604260800000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760284534344, "expiration_time": 1764999504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.15691, "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": [ [ 1381844.5816823056, 1339400.7372466652, 42443.8444356404, 1012074.9566570832, 169180.1484106662, 842894.8082464186 ], [ 1381.844582, 1339.400737, 42.443844, 1012.074957, 169.180148, 842.894808 ], [ 0.757383, 0.734119, 0.023263, 0.132113, 0.054288, 0.123056 ], [ 269.606299, 269.606299, 269.606299, 269.606299, 269.606299, 269.606299 ], [ -143553, -166335, -26519, -3271174, -3234511, -443256 ], [ 3.536668, 4.112224, 1.371077, 1.108032, 1.021906, 1.512281 ], [ 119, 59, 60, 119, 59, 60 ], [ 43, 15, 28, 43, 15, 28 ], [ 76, 44, 32, 76, 44, 32 ], [ 36.134454, 25.423729, 46.666667, 36.134454, 25.423729, 46.666667 ], [ 6.250855, 12.062525, 1.566945, 1.958382, 2.997592, 1.728321 ], [ 978970, 978970, 17785, 2331376, 2331376, 359532 ], [ -40775, -40775, -12810, -1350962, -1350962, -227250 ], [ 88, 172, 5, 88, 172, 5 ], [ 153, 427, 6, 153, 427, 6 ], [ 52, 85, 5, 52, 85, 5 ], [ 10538, 10183, 355, 10538, 10183, 355 ], [ 0, 120.996925, 0, 0, 120.996925, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475110, -185955, -496136, -124337, -685859, -199020 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10947, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604260800000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760284534344, "expiration_time": 1764999504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.15691, "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) |
---|