Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841491.703 | 769636.4677 | 71855.2352 | 2282803.8711 | 2752154.7174 | -469350.8463 |
Total P&L (%) | 841.4917 | 769.6365 | 71.8552 | 2282.8039 | 2752.1547 | -469.3508 |
Avg Daily Profit (%) | 0.4619 | 0.4225 | 0.0394 | 0.1742 | 0.1841 | 0 |
Buy And Hold Return (%) | 135.0196 | 135.0196 | 135.0196 | 135.0196 | 135.0196 | 135.0196 |
Max Trade Drawdown | -111351 | -71521 | -53844 | -4722291 | -3192150 | -2167261 |
Profit Factor | 2.4882 | 3.7527 | 1.2514 | 1.2089 | 1.4758 | 0.9088 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 40.4762 | 42.8571 | 38.0952 | 40.4762 | 42.8571 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.6591 | 5.0036 | 2.0335 | 1.7777 | 1.9677 | 1.4768 |
Largest Winning Trade | 309837 | 309837 | 76829 | 3441008 | 3441008 | 1108796 |
Largest Losing Trade | -37895 | -33642 | -37895 | -1952369 | -1952369 | -979845 |
Avg Bars in Trades | 125 | 117 | 133 | 125 | 117 | 133 |
Avg Bars in Winners | 211 | 197 | 226 | 211 | 197 | 226 |
Avg Bars in Losers | 68 | 58 | 77 | 68 | 58 | 77 |
Bars Traded | 10576 | 4950 | 5626 | 10576 | 4950 | 5626 |
Profit Streak | 29.2928 | 51.4594 | 0 | 29.2928 | 51.4594 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416437 | 511436 | -309684 | 198581 | 303294 | -583697 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10931, "evaluation_days": 1821.83, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606190400000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760050895276, "expiration_time": 1764762192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 4.42886 } } }
{ "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": [ [ 841491.7029616906, 769636.4677451408, 71855.2352165499, 2282803.871055012, 2752154.7173907966, -469350.8463357833 ], [ 841.491703, 769.636468, 71.855235, 2282.803871, 2752.154717, -469.350846 ], [ 0.461894, 0.422452, 0.039441, 0.1742, 0.184086, 0 ], [ 135.019646, 135.019646, 135.019646, 135.019646, 135.019646, 135.019646 ], [ -111351, -71521, -53844, -4722291, -3192150, -2167261 ], [ 2.488177, 3.752723, 1.251365, 1.208851, 1.475806, 0.908795 ], [ 84, 42, 42, 84, 42, 42 ], [ 34, 18, 16, 34, 18, 16 ], [ 50, 24, 26, 50, 24, 26 ], [ 40.47619, 42.857143, 38.095238, 40.47619, 42.857143, 38.095238 ], [ 3.659084, 5.003631, 2.033468, 1.777722, 1.967742, 1.476792 ], [ 309837, 309837, 76829, 3441008, 3441008, 1108796 ], [ -37895, -33642, -37895, -1952369, -1952369, -979845 ], [ 125, 117, 133, 125, 117, 133 ], [ 211, 197, 226, 211, 197, 226 ], [ 68, 58, 77, 68, 58, 77 ], [ 10576, 4950, 5626, 10576, 4950, 5626 ], [ 29.292769, 51.459436, 0, 29.292769, 51.459436, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 416437, 511436, -309684, 198581, 303294, -583697 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10931, "evaluation_days": 1821.83, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606190400000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760050895276, "expiration_time": 1764762192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 4.42886 } } }
# | 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) |
---|