Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903388.1209 | 774754.5544 | 128633.5664 | 4106722.9411 | 1976351.5741 | 2130371.367 |
Total P&L (%) | 903.3881 | 774.7546 | 128.6336 | 4106.7229 | 1976.3516 | 2130.3714 |
Avg Daily Profit (%) | 0.4987 | 0.4277 | 0.071 | 0.2067 | 0.1676 | 0.1716 |
Buy And Hold Return (%) | 283.6267 | 283.6267 | 283.6267 | 283.6267 | 283.6267 | 283.6267 |
Max Trade Drawdown | -74074 | -69653 | -99771 | -5358805 | -4527592 | -3147043 |
Profit Factor | 2.3798 | 3.5558 | 1.3658 | 1.2408 | 1.2212 | 1.2624 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 54.6875 | 50 | 59.375 | 54.6875 | 50 | 59.375 |
Ratio Avg Win / Avg Loss | 1.9718 | 3.5558 | 0.9345 | 1.0281 | 1.2212 | 0.8638 |
Largest Winning Trade | 231185 | 231185 | 64565 | 4605477 | 4605477 | 2685683 |
Largest Losing Trade | -65874 | -34545 | -65874 | -2112953 | -2112953 | -1771300 |
Avg Bars in Trades | 82 | 79 | 86 | 82 | 79 | 86 |
Avg Bars in Winners | 102 | 107 | 98 | 102 | 107 | 98 |
Avg Bars in Losers | 59 | 50 | 69 | 59 | 50 | 69 |
Bars Traded | 10618 | 5071 | 5547 | 10618 | 5071 | 5547 |
Profit Streak | 0 | 34.6806 | 0 | 0 | 34.6806 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472487 | -125268 | -403041 | 315497 | -131296 | -131982 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 69, "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": [ [ 903388.1208591828, 774754.5544277215, 128633.5664314612, 4106722.941121728, 1976351.5741269314, 2130371.3669947963 ], [ 903.388121, 774.754554, 128.633566, 4106.722941, 1976.351574, 2130.371367 ], [ 0.498743, 0.427727, 0.071016, 0.206651, 0.167597, 0.171554 ], [ 283.626711, 283.626711, 283.626711, 283.626711, 283.626711, 283.626711 ], [ -74074, -69653, -99771, -5358805, -4527592, -3147043 ], [ 2.379759, 3.555796, 1.365844, 1.240827, 1.221195, 1.262435 ], [ 128, 64, 64, 128, 64, 64 ], [ 70, 32, 38, 70, 32, 38 ], [ 58, 32, 26, 58, 32, 26 ], [ 54.6875, 50, 59.375, 54.6875, 50, 59.375 ], [ 1.9718, 3.555796, 0.934525, 1.028114, 1.221195, 0.863771 ], [ 231185, 231185, 64565, 4605477, 4605477, 2685683 ], [ -65874, -34545, -65874, -2112953, -2112953, -1771300 ], [ 82, 79, 86, 82, 79, 86 ], [ 102, 107, 98, 102, 107, 98 ], [ 59, 50, 69, 59, 50, 69 ], [ 10618, 5071, 5547, 10618, 5071, 5547 ], [ 0, 34.680599, 0, 0, 34.680599, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 472487, -125268, -403041, 315497, -131296, -131982 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10868, "evaluation_days": 1811.33, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604678400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759148403767, "expiration_time": 1763827776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 69, "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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