Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -538075.6496 | -23549.5748 | -514526.0749 | 2189943.8854 | 279944.2327 | 1909999.6527 |
Total P&L (%) | -538.0757 | -23.5496 | -514.5261 | 2189.9439 | 279.9442 | 1909.9997 |
Avg Daily Profit (%) | -0.2964 | -0.013 | -0.2834 | 0.1726 | 0.0736 | 0.1654 |
Buy And Hold Return (%) | 165.7895 | 165.7895 | 165.7895 | 165.7895 | 165.7895 | 165.7895 |
Max Trade Drawdown | -703416 | -105587 | -668772 | -657593 | -289387 | -630216 |
Profit Factor | 0.4937 | 0.8882 | 0.3962 | 2.0363 | 1.2511 | 2.9131 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 113 | 49 | 64 | 67 | 32 | 35 |
Losing Trades | 36 | 26 | 10 | 82 | 43 | 39 |
Profitability (%) | 75.8389 | 65.3333 | 86.4865 | 44.9664 | 42.6667 | 47.2973 |
Ratio Avg Win / Avg Loss | 0.1573 | 0.4713 | 0.0619 | 2.4922 | 1.6812 | 3.2461 |
Largest Winning Trade | 23259 | 17421 | 23259 | 1114272 | 293908 | 1114272 |
Largest Losing Trade | -496492 | -60833 | -496492 | -452503 | -250625 | -452503 |
Avg Bars in Trades | 40 | 19 | 61 | 40 | 19 | 61 |
Avg Bars in Winners | 17 | 5 | 26 | 50 | 27 | 71 |
Avg Bars in Losers | 111 | 45 | 283 | 31 | 13 | 51 |
Bars Traded | 5977 | 1449 | 4528 | 5977 | 1449 | 4528 |
Profit Streak | 166.7966 | 166.7966 | 263.2966 | 166.7966 | 166.7966 | 263.2966 |
Trades During Streak | 4 | 2 | 13 | 4 | 2 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575651 | -634225 | -638879 | 413757 | -161371 | -50645 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7262, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759496824472, "expiration_time": 1764176976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -538075.6496385986, -23549.5747880971, -514526.0748505014, 2189943.885411403, 279944.232717604, 1909999.6526937992 ], [ -538.07565, -23.549575, -514.526075, 2189.943885, 279.944233, 1909.999653 ], [ -0.296379, -0.012971, -0.283407, 0.172614, 0.073552, 0.16542 ], [ 165.789474, 165.789474, 165.789474, 165.789474, 165.789474, 165.789474 ], [ -703416, -105587, -668772, -657593, -289387, -630216 ], [ 0.493668, 0.888159, 0.396188, 2.036322, 1.251111, 2.913128 ], [ 149, 75, 74, 149, 75, 74 ], [ 113, 49, 64, 67, 32, 35 ], [ 36, 26, 10, 82, 43, 39 ], [ 75.838926, 65.333333, 86.486486, 44.966443, 42.666667, 47.297297 ], [ 0.157275, 0.471268, 0.061904, 2.492216, 1.68118, 3.246057 ], [ 23259, 17421, 23259, 1114272, 293908, 1114272 ], [ -496492, -60833, -496492, -452503, -250625, -452503 ], [ 40, 19, 61, 40, 19, 61 ], [ 17, 5, 26, 50, 27, 71 ], [ 111, 45, 283, 31, 13, 51 ], [ 5977, 1449, 4528, 5977, 1449, 4528 ], [ 166.796579, 166.796579, 263.296579, 166.79658, 166.79658, 263.29658 ], [ 4, 2, 13, 4, 2, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575651, -634225, -638879, 413757, -161371, -50645 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7262, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759496824472, "expiration_time": 1764176976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 4 } } }
# | 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) |
---|