Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743420.2029 | 688500.7645 | 54919.4384 | 1278654.2432 | 1354973.9049 | -76319.6617 |
Total P&L (%) | 743.4202 | 688.5008 | 54.9194 | 1278.6542 | 1354.9739 | -76.3197 |
Avg Daily Profit (%) | 0.41 | 0.3797 | 0.0303 | 0.1448 | 0.1478 | -0.0794 |
Buy And Hold Return (%) | 308.3827 | 308.3827 | 308.3827 | 308.3827 | 308.3827 | 308.3827 |
Max Trade Drawdown | -85192 | -63545 | -46538 | -2693913 | -2056351 | -1009890 |
Profit Factor | 2.6091 | 4.3448 | 1.2144 | 1.2143 | 1.4444 | 0.9738 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1888 | 5.6816 | 1.3879 | 1.4842 | 1.8889 | 1.113 |
Largest Winning Trade | 290528 | 290528 | 70262 | 1960728 | 1960728 | 905052 |
Largest Losing Trade | -43783 | -28540 | -43783 | -783928 | -783928 | -489453 |
Avg Bars in Trades | 88 | 81 | 95 | 88 | 81 | 95 |
Avg Bars in Winners | 151 | 146 | 156 | 151 | 146 | 156 |
Avg Bars in Losers | 36 | 30 | 42 | 36 | 30 | 42 |
Bars Traded | 5296 | 2432 | 2864 | 5296 | 2432 | 2864 |
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 | -164787 | 320753 | -319984 | -177306 | 79285 | -580455 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 53, "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": [ [ 743420.2028679729, 688500.764474584, 54919.4383933885, 1278654.2431757634, 1354973.9049044608, -76319.6617286975 ], [ 743.420203, 688.500764, 54.919438, 1278.654243, 1354.973905, -76.319662 ], [ 0.409975, 0.379689, 0.030287, 0.144794, 0.14777, -0.079409 ], [ 308.382674, 308.382674, 308.382674, 308.382674, 308.382674, 308.382674 ], [ -85192, -63545, -46538, -2693913, -2056351, -1009890 ], [ 2.609055, 4.344762, 1.21438, 1.21434, 1.444426, 0.973834 ], [ 60, 30, 30, 60, 30, 30 ], [ 27, 13, 14, 27, 13, 14 ], [ 33, 17, 16, 33, 17, 16 ], [ 45, 43.333333, 46.666667, 45, 43.333333, 46.666667 ], [ 3.188845, 5.681612, 1.387862, 1.484193, 1.888865, 1.112953 ], [ 290528, 290528, 70262, 1960728, 1960728, 905052 ], [ -43783, -28540, -43783, -783928, -783928, -489453 ], [ 88, 81, 95, 88, 81, 95 ], [ 151, 146, 156, 151, 146, 156 ], [ 36, 30, 42, 36, 30, 42 ], [ 5296, 2432, 2864, 5296, 2432, 2864 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164787, 320753, -319984, -177306, 79285, -580455 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604131200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759279951013, "expiration_time": 1763976960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 53, "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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