Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597076.0711 | 628419.9956 | -31343.9245 | 54391.7709 | 257649.5167 | -203257.7458 |
Total P&L (%) | 597.0761 | 628.42 | -31.3439 | 54.3918 | 257.6495 | -203.2577 |
Avg Daily Profit (%) | 0.3282 | 0.3454 | -0.0172 | 0.0239 | 0.0701 | 0 |
Buy And Hold Return (%) | 201.4107 | 201.4107 | 201.4107 | 201.4107 | 201.4107 | 201.4107 |
Max Trade Drawdown | -172466 | -145527 | -99926 | -1516094 | -1608030 | -624498 |
Profit Factor | 1.7024 | 2.2993 | 0.9145 | 1.009 | 1.0704 | 0.9159 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 43.0168 | 44.9438 | 41.1111 | 43.0168 | 44.9438 | 41.1111 |
Ratio Avg Win / Avg Loss | 2.2551 | 2.8166 | 1.3099 | 1.3365 | 1.3113 | 1.3119 |
Largest Winning Trade | 430856 | 430856 | 52189 | 629692 | 629692 | 501256 |
Largest Losing Trade | -46245 | -46245 | -37251 | -443062 | -443062 | -243246 |
Avg Bars in Trades | 29 | 38 | 19 | 29 | 38 | 19 |
Avg Bars in Winners | 39 | 49 | 27 | 39 | 49 | 27 |
Avg Bars in Losers | 21 | 30 | 13 | 21 | 30 | 13 |
Bars Traded | 5204 | 3452 | 1751 | 5204 | 3452 | 1751 |
Profit Streak | 23.1973 | 0 | 23.5306 | 23.1973 | 0 | 23.5306 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297442 | 301372 | -582058 | -538381 | -323632 | -582058 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 87 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "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": [ [ 597076.0710623685, 628419.9955982589, -31343.9245358903, 54391.770865668, 257649.5167145738, -203257.7458489055 ], [ 597.076071, 628.419996, -31.343925, 54.391771, 257.649517, -203.257746 ], [ 0.328185, 0.345413, -0.017228, 0.023876, 0.070071, 0 ], [ 201.410689, 201.410689, 201.410689, 201.410689, 201.410689, 201.410689 ], [ -172466, -145527, -99926, -1516094, -1608030, -624498 ], [ 1.702357, 2.299294, 0.914464, 1.008954, 1.070421, 0.915862 ], [ 179, 89, 90, 179, 89, 90 ], [ 77, 40, 37, 77, 40, 37 ], [ 102, 49, 53, 102, 49, 53 ], [ 43.01676, 44.94382, 41.111111, 43.01676, 44.94382, 41.111111 ], [ 2.25507, 2.816635, 1.309908, 1.336537, 1.311266, 1.311911 ], [ 430856, 430856, 52189, 629692, 629692, 501256 ], [ -46245, -46245, -37251, -443062, -443062, -243246 ], [ 29, 38, 19, 29, 38, 19 ], [ 39, 49, 27, 39, 49, 27 ], [ 21, 30, 13, 21, 30, 13 ], [ 5204, 3452, 1751, 5204, 3452, 1751 ], [ 23.197283, 0, 23.530616, 23.197283, 0, 23.530616 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 297442, 301372, -582058, -538381, -323632, -582058 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5458, "evaluation_days": 1819.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1608048000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759812245252, "expiration_time": 1764510912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 87 } }, "second_band": { "type": "dcm", "factors": { "length": 189, "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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