Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243059.4118 | 1053130.1293 | 189929.2825 | 16215771.7618 | 10902138.444 | 5313633.3177 |
Total P&L (%) | 1243.0594 | 1053.1301 | 189.9293 | 16215.7718 | 10902.1384 | 5313.6333 |
Avg Daily Profit (%) | 0.6827 | 0.5784 | 0.1043 | 0.2802 | 0.2585 | 0.2195 |
Buy And Hold Return (%) | 242.723 | 242.723 | 242.723 | 242.723 | 242.723 | 242.723 |
Max Trade Drawdown | -94327 | -68081 | -49549 | -36587725 | -25629863 | -11522093 |
Profit Factor | 3.0014 | 4.0305 | 1.6942 | 1.1465 | 1.1725 | 1.1118 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 51.8519 | 50 | 53.7037 | 51.8519 | 50 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.787 | 4.0305 | 1.4605 | 1.0646 | 1.1725 | 0.9585 |
Largest Winning Trade | 542501 | 542501 | 44786 | 16560497 | 16560497 | 3932704 |
Largest Losing Trade | -42753 | -42753 | -30579 | -13162064 | -13162064 | -6912929 |
Avg Bars in Trades | 48 | 70 | 27 | 48 | 70 | 27 |
Avg Bars in Winners | 65 | 97 | 37 | 65 | 97 | 37 |
Avg Bars in Losers | 30 | 43 | 16 | 30 | 43 | 16 |
Bars Traded | 10579 | 7598 | 2981 | 10579 | 7598 | 2981 |
Profit Streak | 27.0826 | 27.416 | 27.0826 | 27.0826 | 27.416 | 27.0826 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685015 | 601519 | -216374 | -48320 | -21999 | -89931 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10925, "evaluation_days": 1820.83, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605369600000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759960739107, "expiration_time": 1764673200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 189 } }, "second_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 2.11999 } } }
{ "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": [ [ 1243059.4118261803, 1053130.1293213952, 189929.2825047857, 16215771.761757154, 10902138.444033932, 5313633.317723232 ], [ 1243.059412, 1053.130129, 189.929283, 16215.771762, 10902.138444, 5313.633318 ], [ 0.682688, 0.578379, 0.104309, 0.280194, 0.258495, 0.219454 ], [ 242.723005, 242.723005, 242.723005, 242.723005, 242.723005, 242.723005 ], [ -94327, -68081, -49549, -36587725, -25629863, -11522093 ], [ 3.001375, 4.03049, 1.694208, 1.146454, 1.172469, 1.111842 ], [ 216, 108, 108, 216, 108, 108 ], [ 112, 54, 58, 112, 54, 58 ], [ 104, 54, 50, 104, 54, 50 ], [ 51.851852, 50, 53.703704, 51.851852, 50, 53.703704 ], [ 2.786991, 4.03049, 1.460524, 1.064564, 1.172469, 0.958484 ], [ 542501, 542501, 44786, 16560497, 16560497, 3932704 ], [ -42753, -42753, -30579, -13162064, -13162064, -6912929 ], [ 48, 70, 27, 48, 70, 27 ], [ 65, 97, 37, 65, 97, 37 ], [ 30, 43, 16, 30, 43, 16 ], [ 10579, 7598, 2981, 10579, 7598, 2981 ], [ 27.082628, 27.415962, 27.082628, 27.082629, 27.415962, 27.082629 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 685015, 601519, -216374, -48320, -21999, -89931 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10925, "evaluation_days": 1820.83, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605369600000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759960739107, "expiration_time": 1764673200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 189 } }, "second_band": { "type": "bbu", "factors": { "length": 222, "offset": 0, "std": 2.11999 } } }
# | 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) |
---|