Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527130.1468 | 520999.4426 | 6130.7042 | 282407.7353 | 1932460.2127 | -1650052.4774 |
Total P&L (%) | 527.1301 | 520.9994 | 6.1307 | 282.4077 | 1932.4602 | -1650.0525 |
Avg Daily Profit (%) | 0.2908 | 0.2874 | 0.0034 | 0.074 | 0.1663 | 0 |
Buy And Hold Return (%) | 184.1441 | 184.1441 | 184.1441 | 184.1441 | 184.1441 | 184.1441 |
Max Trade Drawdown | -139686 | -72499 | -97223 | -2806125 | -1209452 | -1834098 |
Profit Factor | 1.7153 | 2.5043 | 1.0157 | 1.032 | 1.4714 | 0.6504 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 49.0196 | 47.0588 | 50.9804 | 49.0196 | 47.0588 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.7839 | 2.8173 | 0.9766 | 1.0733 | 1.6553 | 0.6254 |
Largest Winning Trade | 141389 | 141389 | 66520 | 1232681 | 1232681 | 434619 |
Largest Losing Trade | -67717 | -26852 | -67717 | -1161785 | -602638 | -1161785 |
Avg Bars in Trades | 69 | 46 | 92 | 69 | 46 | 92 |
Avg Bars in Winners | 84 | 46 | 119 | 84 | 46 | 119 |
Avg Bars in Losers | 54 | 46 | 63 | 54 | 46 | 63 |
Bars Traded | 7070 | 2361 | 4709 | 7070 | 2361 | 4709 |
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 | 313962 | -170904 | -738931 | -289539 | -171207 | -760706 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759277657838, "expiration_time": 1763954496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 61, "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": [ [ 527130.1467820251, 520999.4426004293, 6130.7041815958, 282407.7352858037, 1932460.212656502, -1650052.4773706978 ], [ 527.130147, 520.999443, 6.130704, 282.407735, 1932.460213, -1650.052477 ], [ 0.29075, 0.287369, 0.003382, 0.074011, 0.166262, 0 ], [ 184.144085, 184.144085, 184.144085, 184.144085, 184.144085, 184.144085 ], [ -139686, -72499, -97223, -2806125, -1209452, -1834098 ], [ 1.715293, 2.504254, 1.015696, 1.032019, 1.471351, 0.650434 ], [ 102, 51, 51, 102, 51, 51 ], [ 50, 24, 26, 50, 24, 26 ], [ 52, 27, 25, 52, 27, 25 ], [ 49.019608, 47.058824, 50.980392, 49.019608, 47.058824, 50.980392 ], [ 1.783905, 2.817286, 0.976631, 1.073299, 1.65527, 0.625417 ], [ 141389, 141389, 66520, 1232681, 1232681, 434619 ], [ -67717, -26852, -67717, -1161785, -602638, -1161785 ], [ 69, 46, 92, 69, 46, 92 ], [ 84, 46, 119, 84, 46, 119 ], [ 54, 46, 63, 54, 46, 63 ], [ 7070, 2361, 4709, 7070, 2361, 4709 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313962, -170904, -738931, -289539, -171207, -760706 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759277657838, "expiration_time": 1763954496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 61, "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) |
---|