Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886211.5605 | 758778.839 | 127432.7216 | 6320239.3837 | 4678867.1133 | 1641372.2704 |
Total P&L (%) | 886.2116 | 758.7788 | 127.4327 | 6320.2394 | 4678.8671 | 1641.3723 |
Avg Daily Profit (%) | 0.4886 | 0.4184 | 0.0703 | 0.2297 | 0.2134 | 0.1577 |
Buy And Hold Return (%) | 123.9354 | 123.9354 | 123.9354 | 123.9354 | 123.9354 | 123.9354 |
Max Trade Drawdown | -73852 | -52654 | -72772 | -5714634 | -5423953 | -3585418 |
Profit Factor | 2.307 | 3.274 | 1.37 | 1.2215 | 1.3159 | 1.1196 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 31.5508 | 26.5957 | 36.5591 | 31.5508 | 26.5957 | 36.5591 |
Ratio Avg Win / Avg Loss | 5.005 | 9.0362 | 2.3774 | 2.65 | 3.6318 | 1.9428 |
Largest Winning Trade | 219589 | 219589 | 71013 | 6009283 | 6009283 | 2623675 |
Largest Losing Trade | -24081 | -24081 | -19425 | -1151733 | -1151733 | -1024315 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 71 | 74 | 69 | 71 | 74 | 69 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5324 | 2482 | 2842 | 5324 | 2482 | 2842 |
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 | 323267 | -7229 | -260032 | 111216 | -13362 | -85720 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759318764640, "expiration_time": 1764006624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 886211.5605430407, 758778.8389616956, 127432.7215813451, 6320239.383733781, 4678867.113307516, 1641372.2704262603 ], [ 886.211561, 758.778839, 127.432722, 6320.239384, 4678.867113, 1641.37227 ], [ 0.488629, 0.418367, 0.070262, 0.229745, 0.21343, 0.157664 ], [ 123.935448, 123.935448, 123.935448, 123.935448, 123.935448, 123.935448 ], [ -73852, -52654, -72772, -5714634, -5423953, -3585418 ], [ 2.307, 3.273983, 1.370044, 1.221473, 1.315869, 1.119593 ], [ 187, 94, 93, 187, 94, 93 ], [ 59, 25, 34, 59, 25, 34 ], [ 128, 69, 59, 128, 69, 59 ], [ 31.550802, 26.595745, 36.55914, 31.550802, 26.595745, 36.55914 ], [ 5.005017, 9.036193, 2.377429, 2.649974, 3.631799, 1.942823 ], [ 219589, 219589, 71013, 6009283, 6009283, 2623675 ], [ -24081, -24081, -19425, -1151733, -1151733, -1024315 ], [ 28, 26, 30, 28, 26, 30 ], [ 71, 74, 69, 71, 74, 69 ], [ 8, 8, 8, 8, 8, 8 ], [ 5324, 2482, 2842, 5324, 2482, 2842 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323267, -7229, -260032, 111216, -13362, -85720 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759318764640, "expiration_time": 1764006624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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