Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180203.8511 | 198396.7901 | -18192.9389 | 21030.8181 | 119423.2485 | -98392.4304 |
Total P&L (%) | 180.2039 | 198.3968 | -18.1929 | 21.0308 | 119.4232 | -98.3924 |
Avg Daily Profit (%) | 0.173 | 0.1905 | -0.0175 | 0.0183 | 0.0755 | -0.3957 |
Buy And Hold Return (%) | 77.4706 | 77.4706 | 77.4706 | 77.4706 | 77.4706 | 77.4706 |
Max Trade Drawdown | -97623 | -66008 | -74145 | -269387 | -176276 | -158910 |
Profit Factor | 1.4169 | 2.001 | 0.9223 | 1.0292 | 1.3492 | 0.7393 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 54.9451 | 54.3478 | 55.5556 | 54.9451 | 54.3478 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1618 | 1.6808 | 0.7378 | 0.844 | 1.1334 | 0.5914 |
Largest Winning Trade | 133772 | 133772 | 37233 | 193706 | 193706 | 56646 |
Largest Losing Trade | -35119 | -28891 | -35119 | -100793 | -87139 | -100793 |
Avg Bars in Trades | 270 | 237 | 303 | 270 | 237 | 303 |
Avg Bars in Winners | 261 | 228 | 294 | 261 | 228 | 294 |
Avg Bars in Losers | 281 | 248 | 315 | 281 | 248 | 315 |
Bars Traded | 24604 | 10934 | 13671 | 24604 | 10934 | 13671 |
Profit Streak | 21.015 | 43.2233 | 0 | 21.015 | 43.2233 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 176730 | 325080 | -579991 | -522745 | -100553 | -579991 |
{ "trading_pair": "NEAR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669636800000, "first_datapoint_time": 1670522400000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759638094741, "expiration_time": 1766116800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 247, "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": [ [ 180203.8511208008, 198396.7900560797, -18192.9389352791, 21030.8181472811, 119423.2485499197, -98392.4304026384 ], [ 180.203851, 198.39679, -18.192939, 21.030818, 119.423249, -98.39243 ], [ 0.172995, 0.19046, -0.017465, 0.018326, 0.075468, -0.395737 ], [ 77.470588, 77.470588, 77.470588, 77.470588, 77.470588, 77.470588 ], [ -97623, -66008, -74145, -269387, -176276, -158910 ], [ 1.416868, 2.000955, 0.922277, 1.029238, 1.349235, 0.739254 ], [ 91, 46, 45, 91, 46, 45 ], [ 50, 25, 25, 50, 25, 25 ], [ 41, 21, 20, 41, 21, 20 ], [ 54.945055, 54.347826, 55.555556, 54.945055, 54.347826, 55.555556 ], [ 1.161832, 1.680802, 0.737821, 0.843975, 1.133357, 0.591403 ], [ 133772, 133772, 37233, 193706, 193706, 56646 ], [ -35119, -28891, -35119, -100793, -87139, -100793 ], [ 270, 237, 303, 270, 237, 303 ], [ 261, 228, 294, 261, 228, 294 ], [ 281, 248, 315, 281, 248, 315 ], [ 24604, 10934, 13671, 24604, 10934, 13671 ], [ 21.014985, 43.223319, 0, 21.014985, 43.223319, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 176730, 325080, -579991, -522745, -100553, -579991 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669636800000, "first_datapoint_time": 1670522400000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759638094741, "expiration_time": 1766116800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 247, "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) |
---|