Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -728795.3742 | 30572.159 | -759367.5332 | 23692241.7527 | 4676619.51 | 19015622.2426 |
Total P&L (%) | -728.7954 | 30.5722 | -759.3675 | 23692.2418 | 4676.6195 | 19015.6222 |
Avg Daily Profit (%) | -0.4002 | 0.0168 | -0.417 | 0.301 | 0.2126 | 0.2889 |
Buy And Hold Return (%) | 403.6232 | 403.6232 | 403.6232 | 403.6232 | 403.6232 | 403.6232 |
Max Trade Drawdown | -929133 | -51611 | -896584 | -2594607 | -2653035 | -1948345 |
Profit Factor | 0.4459 | 1.2285 | 0.3572 | 3.2922 | 1.9223 | 4.6117 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 10 | 22 | 32 | 17 | 15 |
Losing Trades | 33 | 23 | 10 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 30.303 | 68.75 | 49.2308 | 51.5152 | 46.875 |
Ratio Avg Win / Avg Loss | 0.4598 | 2.8256 | 0.1624 | 3.3951 | 1.8092 | 5.2266 |
Largest Winning Trade | 47200 | 43522 | 47200 | 8907742 | 4698655 | 8907742 |
Largest Losing Trade | -548481 | -23136 | -548481 | -1948345 | -1327284 | -1948345 |
Avg Bars in Trades | 275 | 82 | 475 | 275 | 82 | 475 |
Avg Bars in Winners | 229 | 90 | 292 | 267 | 74 | 486 |
Avg Bars in Losers | 321 | 79 | 877 | 283 | 90 | 465 |
Bars Traded | 17934 | 2726 | 15208 | 17934 | 2726 | 15208 |
Profit Streak | 0 | 0 | 279.2123 | 0 | 0 | 279.2123 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -717076 | -343125 | -577008 | -121104 | 430806 | 591527 |
{ "trading_pair": "NEAR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21851, "evaluation_days": 1820.92, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604397600000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760015140975, "expiration_time": 1765674979200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 244, "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": [ [ -728795.3742034253, 30572.1590007242, -759367.5332041492, 23692241.7526544, 4676619.510042079, 19015622.242612317 ], [ -728.795374, 30.572159, -759.367533, 23692.241753, 4676.61951, 19015.622243 ], [ -0.400235, 0.016789, -0.417024, 0.300956, 0.212553, 0.288902 ], [ 403.623188, 403.623188, 403.623188, 403.623188, 403.623188, 403.623188 ], [ -929133, -51611, -896584, -2594607, -2653035, -1948345 ], [ 0.44587, 1.228517, 0.357243, 3.292243, 1.922261, 4.611695 ], [ 65, 33, 32, 65, 33, 32 ], [ 32, 10, 22, 32, 17, 15 ], [ 33, 23, 10, 33, 16, 17 ], [ 49.230769, 30.30303, 68.75, 49.230769, 51.515152, 46.875 ], [ 0.459804, 2.82559, 0.162383, 3.395125, 1.809186, 5.226588 ], [ 47200, 43522, 47200, 8907742, 4698655, 8907742 ], [ -548481, -23136, -548481, -1948345, -1327284, -1948345 ], [ 275, 82, 475, 275, 82, 475 ], [ 229, 90, 292, 267, 74, 486 ], [ 321, 79, 877, 283, 90, 465 ], [ 17934, 2726, 15208, 17934, 2726, 15208 ], [ 0, 0, 279.21228, 0, 0, 279.21228 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -717076, -343125, -577008, -121104, 430806, 591527 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21851, "evaluation_days": 1820.92, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604397600000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760015140975, "expiration_time": 1765674979200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 244, "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) |
---|