Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142866.8739 | 52943.5072 | 89923.3666 | 169903.5005 | 82440.2945 | 87463.206 |
Total P&L (%) | 142.8669 | 52.9435 | 89.9234 | 169.9035 | 82.4403 | 87.4632 |
Avg Daily Profit (%) | 0.2743 | 0.1017 | 0.1727 | 0.1908 | 0.1155 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66052 | -26605 | -58778 | -101491 | -56842 | -91254 |
Profit Factor | 1.3549 | 1.3367 | 1.3666 | 1.256 | 1.3099 | 1.2199 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 125 | 54 | 71 | 125 | 54 | 71 |
Losing Trades | 158 | 88 | 70 | 158 | 88 | 70 |
Profitability (%) | 44.1696 | 38.0282 | 50.3546 | 44.1696 | 38.0282 | 50.3546 |
Ratio Avg Win / Avg Loss | 1.7126 | 2.1783 | 1.3474 | 1.5876 | 2.1347 | 1.2027 |
Largest Winning Trade | 31933 | 22677 | 31933 | 48067 | 48067 | 38098 |
Largest Losing Trade | -13679 | -6605 | -13679 | -24193 | -11722 | -24193 |
Avg Bars in Trades | 86 | 37 | 136 | 86 | 37 | 136 |
Avg Bars in Winners | 146 | 64 | 208 | 146 | 64 | 208 |
Avg Bars in Losers | 39 | 20 | 64 | 39 | 20 | 64 |
Bars Traded | 24582 | 5267 | 19315 | 24582 | 5267 | 19315 |
Profit Streak | 0 | 0 | 8.6025 | 0 | 0 | 8.6025 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303512 | -62390 | 282435 | 256056 | -42942 | -32272 |
{ "trading_pair": "NEAR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714147200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758911258751, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 234, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 142866.8738612536, 52943.5072294714, 89923.3666317822, 169903.5004859525, 82440.2945196599, 87463.2059662924 ], [ 142.866874, 52.943507, 89.923367, 169.9035, 82.440295, 87.463206 ], [ 0.274306, 0.101652, 0.172654, 0.190819, 0.115508, 0.120729 ], [ 10, 10, 10, 10, 10, 10 ], [ -66052, -26605, -58778, -101491, -56842, -91254 ], [ 1.354928, 1.336688, 1.366622, 1.255984, 1.309942, 1.2199 ], [ 283, 142, 141, 283, 142, 141 ], [ 125, 54, 71, 125, 54, 71 ], [ 158, 88, 70, 158, 88, 70 ], [ 44.169611, 38.028169, 50.35461, 44.169611, 38.028169, 50.35461 ], [ 1.71263, 2.178307, 1.347374, 1.587564, 2.13472, 1.202719 ], [ 31933, 22677, 31933, 48067, 48067, 38098 ], [ -13679, -6605, -13679, -24193, -11722, -24193 ], [ 86, 37, 136, 86, 37, 136 ], [ 146, 64, 208, 146, 64, 208 ], [ 39, 20, 64, 39, 20, 64 ], [ 24582, 5267, 19315, 24582, 5267, 19315 ], [ 0, 0, 8.602532, 0, 0, 8.602532 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303512, -62390, 282435, 256056, -42942, -32272 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714147200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758911258751, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 234, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|