Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -573959.3605 | -10862.519 | -563096.8416 | 4998582.3887 | -301386.3745 | 5299968.7632 |
Total P&L (%) | -573.9594 | -10.8625 | -563.0968 | 4998.5824 | -301.3864 | 5299.9688 |
Avg Daily Profit (%) | -0.3144 | -0.006 | -0.3084 | 0.2156 | 0 | 0.2187 |
Buy And Hold Return (%) | 121.7508 | 121.7508 | 121.7508 | 121.7508 | 121.7508 | 121.7508 |
Max Trade Drawdown | -666488 | -69607 | -654037 | -1344909 | -1327173 | -1476199 |
Profit Factor | 0.4554 | 0.9441 | 0.3449 | 1.76 | 0.9201 | 2.8904 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 17 | 19 | 30 | 16 | 14 |
Losing Trades | 27 | 15 | 12 | 33 | 16 | 17 |
Profitability (%) | 57.1429 | 53.125 | 61.2903 | 47.619 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.3415 | 0.833 | 0.2178 | 1.936 | 0.9201 | 3.5098 |
Largest Winning Trade | 40238 | 27216 | 40238 | 3980590 | 536864 | 3980590 |
Largest Losing Trade | -427046 | -51407 | -427046 | -812847 | -812847 | -636682 |
Avg Bars in Trades | 71 | 31 | 112 | 71 | 31 | 112 |
Avg Bars in Winners | 59 | 26 | 88 | 85 | 35 | 143 |
Avg Bars in Losers | 87 | 36 | 151 | 57 | 26 | 87 |
Bars Traded | 4489 | 994 | 3495 | 4489 | 994 | 3495 |
Profit Streak | 103.6606 | 103.9939 | 0 | 103.6606 | 103.9939 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730290 | -579844 | -579354 | -139856 | -580249 | 424612 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5477, "evaluation_days": 1825.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607011200000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760370673554, "expiration_time": 1765074528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 245, "offset": 0, "std": 4.34697 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -573959.3605461321, -10862.5189612721, -563096.84158486, 4998582.38870397, -301386.3744601426, 5299968.763164112 ], [ -573.959361, -10.862519, -563.096842, 4998.582389, -301.386374, 5299.968763 ], [ -0.314383, -0.00595, -0.308433, 0.21558, 0, 0.218733 ], [ 121.750801, 121.750801, 121.750801, 121.750801, 121.750801, 121.750801 ], [ -666488, -69607, -654037, -1344909, -1327173, -1476199 ], [ 0.455354, 0.944073, 0.344926, 1.759973, 0.920136, 2.890433 ], [ 63, 32, 31, 63, 32, 31 ], [ 36, 17, 19, 30, 16, 14 ], [ 27, 15, 12, 33, 16, 17 ], [ 57.142857, 53.125, 61.290323, 47.619048, 50, 45.16129 ], [ 0.341515, 0.833006, 0.217848, 1.93597, 0.920136, 3.509811 ], [ 40238, 27216, 40238, 3980590, 536864, 3980590 ], [ -427046, -51407, -427046, -812847, -812847, -636682 ], [ 71, 31, 112, 71, 31, 112 ], [ 59, 26, 88, 85, 35, 143 ], [ 87, 36, 151, 57, 26, 87 ], [ 4489, 994, 3495, 4489, 994, 3495 ], [ 103.660573, 103.993907, 0, 103.660574, 103.993907, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -730290, -579844, -579354, -139856, -580249, 424612 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5477, "evaluation_days": 1825.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607011200000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760370673554, "expiration_time": 1765074528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 245, "offset": 0, "std": 4.34697 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 2 } } }
# | 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) |
---|