Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660315.3425 | 680137.7488 | -19822.4063 | 102856.9825 | 1909187.7927 | -1806330.8102 |
Total P&L (%) | 660.3153 | 680.1377 | -19.8224 | 102.857 | 1909.1878 | -1806.3308 |
Avg Daily Profit (%) | 0.3618 | 0.3727 | -0.0109 | 0.0388 | 0.1645 | 0 |
Buy And Hold Return (%) | 93.6962 | 93.6962 | 93.6962 | 93.6962 | 93.6962 | 93.6962 |
Max Trade Drawdown | -180953 | -112618 | -130253 | -2320044 | -769817 | -2106388 |
Profit Factor | 2.3245 | 4.1305 | 0.9295 | 1.0277 | 2.5832 | 0.2794 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 3.6262 | 7.8856 | 1.1951 | 1.6032 | 4.9315 | 0.3593 |
Largest Winning Trade | 412035 | 412035 | 63582 | 1728679 | 1728679 | 267834 |
Largest Losing Trade | -74983 | -33283 | -74983 | -848592 | -564587 | -848592 |
Avg Bars in Trades | 165 | 155 | 175 | 165 | 155 | 175 |
Avg Bars in Winners | 265 | 210 | 309 | 265 | 210 | 309 |
Avg Bars in Losers | 100 | 126 | 70 | 100 | 126 | 70 |
Bars Traded | 10576 | 4973 | 5603 | 10576 | 4973 | 5603 |
Profit Streak | 19.3636 | 0 | 31.6969 | 19.3636 | 0 | 31.6969 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133625 | 380239 | -580575 | -612894 | 235853 | -582242 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10950, "evaluation_days": 1825, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606233600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760316212442, "expiration_time": 1765044000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 8, "offset": 242 } }, "second_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 2.4584 } } }
{ "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": [ [ 660315.3425016631, 680137.7488180223, -19822.4063163594, 102856.9825474862, 1909187.7927183872, -1806330.8101709012 ], [ 660.315343, 680.137749, -19.822406, 102.856983, 1909.187793, -1806.33081 ], [ 0.361817, 0.372678, -0.010862, 0.038765, 0.164536, 0 ], [ 93.696185, 93.696185, 93.696185, 93.696185, 93.696185, 93.696185 ], [ -180953, -112618, -130253, -2320044, -769817, -2106388 ], [ 2.324509, 4.130535, 0.929527, 1.027704, 2.583151, 0.279422 ], [ 64, 32, 32, 64, 32, 32 ], [ 25, 11, 14, 25, 11, 14 ], [ 39, 21, 18, 39, 21, 18 ], [ 39.0625, 34.375, 43.75, 39.0625, 34.375, 43.75 ], [ 3.626235, 7.885566, 1.195106, 1.603218, 4.93147, 0.359257 ], [ 412035, 412035, 63582, 1728679, 1728679, 267834 ], [ -74983, -33283, -74983, -848592, -564587, -848592 ], [ 165, 155, 175, 165, 155, 175 ], [ 265, 210, 309, 265, 210, 309 ], [ 100, 126, 70, 100, 126, 70 ], [ 10576, 4973, 5603, 10576, 4973, 5603 ], [ 19.36357, 0, 31.696903, 19.36357, 0, 31.696903 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133625, 380239, -580575, -612894, 235853, -582242 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10950, "evaluation_days": 1825, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606233600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760316212442, "expiration_time": 1765044000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 8, "offset": 242 } }, "second_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 2.4584 } } }
# | 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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