Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272369.0453 | 424452.663 | -152083.6177 | -132018.2394 | 114717.7371 | -246735.9765 |
Total P&L (%) | 272.369 | 424.4527 | -152.0836 | -132.0182 | 114.7177 | -246.736 |
Avg Daily Profit (%) | 0.1504 | 0.2344 | -0.084 | 0 | 0.0422 | 0 |
Buy And Hold Return (%) | 54.3273 | 54.3273 | 54.3273 | 54.3273 | 54.3273 | 54.3273 |
Max Trade Drawdown | -237365 | -107962 | -185410 | -188171 | -26187 | -154555 |
Profit Factor | 1.3784 | 2.5601 | 0.6603 | 0.6214 | 2.9213 | 0.1463 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 14 | 14 | 23 | 13 | 10 |
Losing Trades | 31 | 16 | 15 | 36 | 17 | 19 |
Profitability (%) | 47.4576 | 46.6667 | 48.2759 | 38.9831 | 43.3333 | 34.4828 |
Ratio Avg Win / Avg Loss | 1.5261 | 2.9258 | 0.7075 | 0.9727 | 3.8202 | 0.2779 |
Largest Winning Trade | 285277 | 285277 | 62079 | 54123 | 54123 | 11182 |
Largest Losing Trade | -150175 | -64089 | -150175 | -106198 | -15664 | -106198 |
Avg Bars in Trades | 116 | 102 | 129 | 116 | 102 | 129 |
Avg Bars in Winners | 122 | 99 | 145 | 153 | 107 | 212 |
Avg Bars in Losers | 110 | 106 | 115 | 92 | 99 | 86 |
Bars Traded | 6851 | 3086 | 3764 | 6851 | 3086 | 3764 |
Profit Streak | 49.5299 | 80.7799 | 0 | 0 | 0 | 159.0299 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172377 | 432362 | -581503 | -764839 | -139741 | -586290 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7244, "evaluation_days": 1811, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1610215200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759084980178, "expiration_time": 1763776512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 179, "offset": 173 } }, "second_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.23028 } } }
{ "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": [ [ 272369.0453301622, 424452.6629858804, -152083.6176557183, -132018.2394113723, 114717.7370590423, -246735.9764704145 ], [ 272.369045, 424.452663, -152.083618, -132.018239, 114.717737, -246.735976 ], [ 0.150397, 0.234375, -0.083978, 0, 0.042204, 0 ], [ 54.327306, 54.327306, 54.327306, 54.327306, 54.327306, 54.327306 ], [ -237365, -107962, -185410, -188171, -26187, -154555 ], [ 1.378379, 2.560085, 0.660347, 0.62142, 2.921311, 0.146277 ], [ 59, 30, 29, 59, 30, 29 ], [ 28, 14, 14, 23, 13, 10 ], [ 31, 16, 15, 36, 17, 19 ], [ 47.457627, 46.666667, 48.275862, 38.983051, 43.333333, 34.482759 ], [ 1.526062, 2.925811, 0.707515, 0.972658, 3.820176, 0.277926 ], [ 285277, 285277, 62079, 54123, 54123, 11182 ], [ -150175, -64089, -150175, -106198, -15664, -106198 ], [ 116, 102, 129, 116, 102, 129 ], [ 122, 99, 145, 153, 107, 212 ], [ 110, 106, 115, 92, 99, 86 ], [ 6851, 3086, 3764, 6851, 3086, 3764 ], [ 49.529863, 80.779863, 0, 0, 0, 159.029863 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172377, 432362, -581503, -764839, -139741, -586290 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7244, "evaluation_days": 1811, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1610215200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759084980178, "expiration_time": 1763776512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 179, "offset": 173 } }, "second_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.23028 } } }
# | 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) |
---|