Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577422.6127 | 591184.5621 | -13761.9494 | 267823.2745 | 355864.1466 | -88040.8721 |
Total P&L (%) | 577.4226 | 591.1846 | -13.7619 | 267.8233 | 355.8641 | -88.0409 |
Avg Daily Profit (%) | 0.3188 | 0.3264 | -0.0076 | 0.0719 | 0.0838 | -0.1172 |
Buy And Hold Return (%) | 219.0361 | 219.0361 | 219.0361 | 219.0361 | 219.0361 | 219.0361 |
Max Trade Drawdown | -188535 | -60215 | -175749 | -190682 | -96193 | -227748 |
Profit Factor | 1.9352 | 3.4284 | 0.9632 | 1.3302 | 2.0065 | 0.8075 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 37.0787 | 37.7778 | 36.3636 | 37.0787 | 37.7778 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.2839 | 5.6467 | 1.6856 | 2.2574 | 3.3048 | 1.4132 |
Largest Winning Trade | 213387 | 213387 | 72429 | 153998 | 153998 | 140335 |
Largest Losing Trade | -56212 | -20940 | -56212 | -64707 | -45427 | -64707 |
Avg Bars in Trades | 119 | 103 | 135 | 119 | 103 | 135 |
Avg Bars in Winners | 239 | 199 | 281 | 239 | 199 | 281 |
Avg Bars in Losers | 48 | 44 | 52 | 48 | 44 | 52 |
Bars Traded | 10627 | 4646 | 5981 | 10627 | 4646 | 5981 |
Profit Streak | 18.4435 | 42.1101 | 18.4435 | 18.4435 | 42.1101 | 18.4435 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 215291 | 309467 | -582682 | -195306 | -90359 | -583793 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10867, "evaluation_days": 1811.17, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605787200000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759127916233, "expiration_time": 1763812944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "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": [ [ 577422.612716464, 591184.5621484682, -13761.9494320043, 267823.2744824415, 355864.1466155498, -88040.8721331084 ], [ 577.422613, 591.184562, -13.761949, 267.823274, 355.864147, -88.040872 ], [ 0.318812, 0.32641, -0.007598, 0.071937, 0.083794, -0.117186 ], [ 219.036089, 219.036089, 219.036089, 219.036089, 219.036089, 219.036089 ], [ -188535, -60215, -175749, -190682, -96193, -227748 ], [ 1.93516, 3.428351, 0.963204, 1.330229, 2.006469, 0.807538 ], [ 89, 45, 44, 89, 45, 44 ], [ 33, 17, 16, 33, 17, 16 ], [ 56, 28, 28, 56, 28, 28 ], [ 37.078652, 37.777778, 36.363636, 37.078652, 37.777778, 36.363636 ], [ 3.283908, 5.646696, 1.685607, 2.257358, 3.304772, 1.413192 ], [ 213387, 213387, 72429, 153998, 153998, 140335 ], [ -56212, -20940, -56212, -64707, -45427, -64707 ], [ 119, 103, 135, 119, 103, 135 ], [ 239, 199, 281, 239, 199, 281 ], [ 48, 44, 52, 48, 44, 52 ], [ 10627, 4646, 5981, 10627, 4646, 5981 ], [ 18.443475, 42.110142, 18.443475, 18.443475, 42.110142, 18.443475 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 215291, 309467, -582682, -195306, -90359, -583793 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10867, "evaluation_days": 1811.17, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605787200000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759127916233, "expiration_time": 1763812944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "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) |
---|