Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707339.5243 | 636849.0242 | 70490.5001 | 1008932.1842 | 1038122.57 | -29190.3859 |
Total P&L (%) | 707.3395 | 636.849 | 70.4905 | 1008.9322 | 1038.1226 | -29.1904 |
Avg Daily Profit (%) | 0.3882 | 0.3495 | 0.0387 | 0.1321 | 0.1336 | -0.0189 |
Buy And Hold Return (%) | 153.1646 | 153.1646 | 153.1646 | 153.1646 | 153.1646 | 153.1646 |
Max Trade Drawdown | -111643 | -134409 | -42044 | -1160320 | -829049 | -516100 |
Profit Factor | 3.092 | 4.0826 | 1.5359 | 1.3744 | 1.6958 | 0.9757 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 45.9459 | 37.8378 | 54.0541 | 45.9459 | 37.8378 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.6376 | 6.7072 | 1.3055 | 1.617 | 2.7859 | 0.8294 |
Largest Winning Trade | 297017 | 297017 | 46878 | 900979 | 900979 | 358596 |
Largest Losing Trade | -55310 | -55310 | -36895 | -516100 | -488239 | -516100 |
Avg Bars in Trades | 45 | 58 | 32 | 45 | 58 | 32 |
Avg Bars in Winners | 61 | 91 | 40 | 61 | 91 | 40 |
Avg Bars in Losers | 31 | 38 | 22 | 31 | 38 | 22 |
Bars Traded | 3363 | 2166 | 1197 | 3363 | 2166 | 1197 |
Profit Streak | 71.2017 | 0 | 150.7017 | 71.2017 | 0 | 150.7017 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55914 | 346750 | -303590 | -84625 | -15959 | -578895 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3644, "evaluation_days": 1822, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760028625895, "expiration_time": 1764733824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "kcu", "factors": { "length": 95, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 707339.5242664198, 636849.0241590084, 70490.5001074116, 1008932.1841705353, 1038122.5700250093, -29190.3858544747 ], [ 707.339524, 636.849024, 70.4905, 1008.932184, 1038.12257, -29.190386 ], [ 0.388221, 0.349533, 0.038689, 0.132139, 0.133567, -0.018943 ], [ 153.164557, 153.164557, 153.164557, 153.164557, 153.164557, 153.164557 ], [ -111643, -134409, -42044, -1160320, -829049, -516100 ], [ 3.091965, 4.082637, 1.535928, 1.374434, 1.695789, 0.975726 ], [ 74, 37, 37, 74, 37, 37 ], [ 34, 14, 20, 34, 14, 20 ], [ 40, 23, 17, 40, 23, 17 ], [ 45.945946, 37.837838, 54.054054, 45.945946, 37.837838, 54.054054 ], [ 3.637606, 6.70719, 1.305539, 1.616982, 2.785938, 0.829367 ], [ 297017, 297017, 46878, 900979, 900979, 358596 ], [ -55310, -55310, -36895, -516100, -488239, -516100 ], [ 45, 58, 32, 45, 58, 32 ], [ 61, 91, 40, 61, 91, 40 ], [ 31, 38, 22, 31, 38, 22 ], [ 3363, 2166, 1197, 3363, 2166, 1197 ], [ 71.201688, 0, 150.701689, 71.201689, 0, 150.701689 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -55914, 346750, -303590, -84625, -15959, -578895 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3644, "evaluation_days": 1822, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1608595200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760028625895, "expiration_time": 1764733824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "kcu", "factors": { "length": 95, "offset": 0, "scalar": 3 } } }
# | 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) |
---|