Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877323.8644 | 801964.9887 | 75358.8757 | 3598429.2388 | 2485631.5371 | 1112797.7016 |
Total P&L (%) | 877.3239 | 801.965 | 75.3589 | 3598.4292 | 2485.6315 | 1112.7977 |
Avg Daily Profit (%) | 0.4813 | 0.44 | 0.0413 | 0.1983 | 0.1786 | 0.137 |
Buy And Hold Return (%) | 399.685 | 399.685 | 399.685 | 399.685 | 399.685 | 399.685 |
Max Trade Drawdown | -90757 | -69727 | -55291 | -7610378 | -5947911 | -3016807 |
Profit Factor | 2.4731 | 3.7893 | 1.2446 | 1.1737 | 1.2236 | 1.1159 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 46.2366 | 43.4783 | 48.9362 | 46.2366 | 43.4783 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.8757 | 4.9261 | 1.2987 | 1.3648 | 1.5907 | 1.1645 |
Largest Winning Trade | 319633 | 319633 | 79439 | 5251181 | 5251181 | 2556338 |
Largest Losing Trade | -47985 | -30929 | -47985 | -2612773 | -2403753 | -2612773 |
Avg Bars in Trades | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Winners | 116 | 127 | 108 | 116 | 127 | 108 |
Avg Bars in Losers | 43 | 38 | 49 | 43 | 38 | 49 |
Bars Traded | 7207 | 3535 | 3671 | 7207 | 3535 | 3671 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300641 | 276755 | -304045 | -22620 | 201591 | -106349 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7291, "evaluation_days": 1822.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604253600000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105176739, "expiration_time": 1764822168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 38, "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": [ [ 877323.8643981525, 801964.9886834058, 75358.8757147464, 3598429.2387744254, 2485631.5371473907, 1112797.701627037 ], [ 877.323864, 801.964989, 75.358876, 3598.429239, 2485.631537, 1112.797702 ], [ 0.481319, 0.439975, 0.041344, 0.198276, 0.178601, 0.137003 ], [ 399.685039, 399.685039, 399.685039, 399.685039, 399.685039, 399.685039 ], [ -90757, -69727, -55291, -7610378, -5947911, -3016807 ], [ 2.473069, 3.789282, 1.244625, 1.173727, 1.22363, 1.115938 ], [ 93, 46, 47, 93, 46, 47 ], [ 43, 20, 23, 43, 20, 23 ], [ 50, 26, 24, 50, 26, 24 ], [ 46.236559, 43.478261, 48.93617, 46.236559, 43.478261, 48.93617 ], [ 2.875662, 4.926067, 1.298739, 1.364798, 1.590719, 1.164457 ], [ 319633, 319633, 79439, 5251181, 5251181, 2556338 ], [ -47985, -30929, -47985, -2612773, -2403753, -2612773 ], [ 77, 76, 78, 77, 76, 78 ], [ 116, 127, 108, 116, 127, 108 ], [ 43, 38, 49, 43, 38, 49 ], [ 7207, 3535, 3671, 7207, 3535, 3671 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300641, 276755, -304045, -22620, 201591, -106349 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7291, "evaluation_days": 1822.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604253600000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760105176739, "expiration_time": 1764822168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 38, "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) |
---|