Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -588978.0137 | -65980.3539 | -522997.6597 | 1453336.6924 | 34876.5805 | 1418460.1119 |
Total P&L (%) | -588.978 | -65.9804 | -522.9977 | 1453.3367 | 34.8766 | 1418.4601 |
Avg Daily Profit (%) | -0.3228 | -0.0362 | -0.2866 | 0.1504 | 0.0164 | 0.1492 |
Buy And Hold Return (%) | 133.7688 | 133.7688 | 133.7688 | 133.7688 | 133.7688 | 133.7688 |
Max Trade Drawdown | -728835 | -93333 | -641264 | -549148 | -428417 | -646785 |
Profit Factor | 0.3685 | 0.6209 | 0.3106 | 2.0144 | 1.0501 | 2.9256 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 40 | 16 | 24 | 32 | 16 | 16 |
Losing Trades | 19 | 14 | 5 | 27 | 14 | 13 |
Profitability (%) | 67.7966 | 53.3333 | 82.7586 | 54.2373 | 53.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1751 | 0.5433 | 0.0647 | 1.6997 | 0.9188 | 2.377 |
Largest Winning Trade | 26618 | 17960 | 26618 | 1138198 | 204722 | 1138198 |
Largest Losing Trade | -431028 | -57484 | -431028 | -462509 | -348870 | -462509 |
Avg Bars in Trades | 76 | 47 | 105 | 76 | 47 | 105 |
Avg Bars in Winners | 32 | 14 | 45 | 76 | 53 | 99 |
Avg Bars in Losers | 167 | 85 | 396 | 75 | 40 | 113 |
Bars Traded | 4496 | 1427 | 3069 | 4496 | 1427 | 3069 |
Profit Streak | 108.4367 | 108.4367 | 256.1034 | 108.4367 | 108.4367 | 256.1034 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757012 | -579831 | -575278 | -166550 | -502849 | 508909 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5474, "evaluation_days": 1824.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607529600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760264931145, "expiration_time": 1764985536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 3.53356 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 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": [ [ -588978.013678489, -65980.3539478917, -522997.6597305975, 1453336.6923549196, 34876.5805003557, 1418460.1118545635 ], [ -588.978014, -65.980354, -522.99766, 1453.336692, 34.876581, 1418.460112 ], [ -0.322786, -0.03616, -0.286626, 0.150441, 0.016398, 0.149195 ], [ 133.768844, 133.768844, 133.768844, 133.768844, 133.768844, 133.768844 ], [ -728835, -93333, -641264, -549148, -428417, -646785 ], [ 0.368545, 0.620938, 0.310638, 2.014413, 1.050107, 2.925575 ], [ 59, 30, 29, 59, 30, 29 ], [ 40, 16, 24, 32, 16, 16 ], [ 19, 14, 5, 27, 14, 13 ], [ 67.79661, 53.333333, 82.758621, 54.237288, 53.333333, 55.172414 ], [ 0.175059, 0.543321, 0.064716, 1.699661, 0.918843, 2.377029 ], [ 26618, 17960, 26618, 1138198, 204722, 1138198 ], [ -431028, -57484, -431028, -462509, -348870, -462509 ], [ 76, 47, 105, 76, 47, 105 ], [ 32, 14, 45, 76, 53, 99 ], [ 167, 85, 396, 75, 40, 113 ], [ 4496, 1427, 3069, 4496, 1427, 3069 ], [ 108.436703, 108.436703, 256.10337, 108.436703, 108.436703, 256.10337 ], [ 2, 1, 5, 2, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757012, -579831, -575278, -166550, -502849, 508909 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5474, "evaluation_days": 1824.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607529600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760264931145, "expiration_time": 1764985536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 3.53356 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 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) |
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