Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767362.9105 | 734458.8452 | 32904.0653 | 709519.7019 | 1127338.8497 | -417819.1478 |
Total P&L (%) | 767.3629 | 734.4588 | 32.9041 | 709.5197 | 1127.3389 | -417.8191 |
Avg Daily Profit (%) | 0.4207 | 0.4027 | 0.018 | 0.1147 | 0.1376 | 0 |
Buy And Hold Return (%) | 142.9756 | 142.9756 | 142.9756 | 142.9756 | 142.9756 | 142.9756 |
Max Trade Drawdown | -158048 | -106366 | -69639 | -4805023 | -3461586 | -1476550 |
Profit Factor | 2.4989 | 3.8163 | 1.131 | 1.0957 | 1.2562 | 0.8614 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 40.3509 | 41.3793 | 39.2857 | 40.3509 | 41.3793 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.6941 | 5.4065 | 1.7479 | 1.6197 | 1.7796 | 1.3313 |
Largest Winning Trade | 354103 | 354103 | 72942 | 2699411 | 2699411 | 831038 |
Largest Losing Trade | -37580 | -37580 | -35873 | -1697777 | -1697777 | -614883 |
Avg Bars in Trades | 94 | 93 | 95 | 94 | 93 | 95 |
Avg Bars in Winners | 152 | 155 | 148 | 152 | 155 | 148 |
Avg Bars in Losers | 55 | 50 | 60 | 55 | 50 | 60 |
Bars Traded | 5384 | 2724 | 2660 | 5384 | 2724 | 2660 |
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 | -169653 | 433700 | -435054 | -338215 | -11452 | -604333 |
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{ "first_band": { "type": "t3", "factors": { "length": 81, "offset": 0, "a": 0.61512 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } } }
{ "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": [ [ 767362.9104991647, 734458.8451962016, 32904.0653029631, 709519.7019058021, 1127338.8497336963, -417819.1478278937 ], [ 767.36291, 734.458845, 32.904065, 709.519702, 1127.33885, -417.819148 ], [ 0.420703, 0.402664, 0.01804, 0.114719, 0.137563, 0 ], [ 142.975562, 142.975562, 142.975562, 142.975562, 142.975562, 142.975562 ], [ -158048, -106366, -69639, -4805023, -3461586, -1476550 ], [ 2.498941, 3.816331, 1.131013, 1.095682, 1.256174, 0.861406 ], [ 57, 29, 28, 57, 29, 28 ], [ 23, 12, 11, 23, 12, 11 ], [ 34, 17, 17, 34, 17, 17 ], [ 40.350877, 41.37931, 39.285714, 40.350877, 41.37931, 39.285714 ], [ 3.694087, 5.406468, 1.747929, 1.619704, 1.779579, 1.331264 ], [ 354103, 354103, 72942, 2699411, 2699411, 831038 ], [ -37580, -37580, -35873, -1697777, -1697777, -614883 ], [ 94, 93, 95, 94, 93, 95 ], [ 152, 155, 148, 152, 155, 148 ], [ 55, 50, 60, 55, 50, 60 ], [ 5384, 2724, 2660, 5384, 2724, 2660 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169653, 433700, -435054, -338215, -11452, -604333 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5472, "evaluation_days": 1824, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604937600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760223523709, "expiration_time": 1764926208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 81, "offset": 0, "a": 0.61512 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "offset": 0 } } }
# | 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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