Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703805.0255 | 689686.697 | 14118.3285 | 614904.5149 | 1600794.6357 | -985890.1208 |
Total P&L (%) | 703.805 | 689.6867 | 14.1183 | 614.9045 | 1600.7946 | -985.8901 |
Avg Daily Profit (%) | 0.3885 | 0.3807 | 0.0078 | 0.1086 | 0.1565 | 0 |
Buy And Hold Return (%) | 229.8969 | 229.8969 | 229.8969 | 229.8969 | 229.8969 | 229.8969 |
Max Trade Drawdown | -131264 | -84568 | -117826 | -1743003 | -1118153 | -1460574 |
Profit Factor | 2.0975 | 3.6224 | 1.0373 | 1.1065 | 1.667 | 0.7076 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 58.7719 | 59.6491 | 57.8947 | 58.7719 | 59.6491 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4714 | 2.4504 | 0.7544 | 0.7762 | 1.1277 | 0.5146 |
Largest Winning Trade | 279895 | 279895 | 71582 | 808216 | 808216 | 498048 |
Largest Losing Trade | -59978 | -43021 | -59978 | -783375 | -548162 | -783375 |
Avg Bars in Trades | 92 | 89 | 96 | 92 | 89 | 96 |
Avg Bars in Winners | 105 | 103 | 107 | 105 | 103 | 107 |
Avg Bars in Losers | 74 | 68 | 81 | 74 | 68 | 81 |
Bars Traded | 10585 | 5092 | 5493 | 10585 | 5092 | 5493 |
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 | 392725 | -165549 | -708367 | -154528 | -169116 | -759809 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10871, "evaluation_days": 1811.83, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605441600000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759191843269, "expiration_time": 1763872272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 173 } }, "second_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 3 } } }
{ "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": [ [ 703805.0255459151, 689686.6970498387, 14118.3284960763, 614904.5148810884, 1600794.6357239017, -985890.120842813 ], [ 703.805026, 689.686697, 14.118328, 614.904515, 1600.794636, -985.890121 ], [ 0.38845, 0.380658, 0.007792, 0.108622, 0.156521, 0 ], [ 229.896907, 229.896907, 229.896907, 229.896907, 229.896907, 229.896907 ], [ -131264, -84568, -117826, -1743003, -1118153, -1460574 ], [ 2.097472, 3.62239, 1.037321, 1.106533, 1.667011, 0.707626 ], [ 114, 57, 57, 114, 57, 57 ], [ 67, 34, 33, 67, 34, 33 ], [ 47, 23, 24, 47, 23, 24 ], [ 58.77193, 59.649123, 57.894737, 58.77193, 59.649123, 57.894737 ], [ 1.471361, 2.45044, 0.754415, 0.776225, 1.127684, 0.514637 ], [ 279895, 279895, 71582, 808216, 808216, 498048 ], [ -59978, -43021, -59978, -783375, -548162, -783375 ], [ 92, 89, 96, 92, 89, 96 ], [ 105, 103, 107, 105, 103, 107 ], [ 74, 68, 81, 74, 68, 81 ], [ 10585, 5092, 5493, 10585, 5092, 5493 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392725, -165549, -708367, -154528, -169116, -759809 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10871, "evaluation_days": 1811.83, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605441600000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759191843269, "expiration_time": 1763872272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 173 } }, "second_band": { "type": "ssf", "factors": { "length": 150, "offset": 0, "poles": 3 } } }
# | 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) |
---|