Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665774.1331 | 610473.8091 | 55300.3241 | 1112234.7458 | 3380147.594 | -2267912.8483 |
Total P&L (%) | 665.7741 | 610.4738 | 55.3003 | 1112.2347 | 3380.1476 | -2267.9128 |
Avg Daily Profit (%) | 0.3684 | 0.3378 | 0.0306 | 0.1382 | 0.1966 | 0 |
Buy And Hold Return (%) | 146.8232 | 146.8232 | 146.8232 | 146.8232 | 146.8232 | 146.8232 |
Max Trade Drawdown | -135445 | -91762 | -111737 | -6148648 | -3754773 | -4766227 |
Profit Factor | 1.9831 | 2.8662 | 1.158 | 1.0692 | 1.4469 | 0.7335 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 51.2 | 51.6129 | 50.7937 | 51.2 | 51.6129 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.8901 | 2.6871 | 1.1218 | 1.0191 | 1.3565 | 0.7106 |
Largest Winning Trade | 249605 | 249605 | 61523 | 3611088 | 3611088 | 831337 |
Largest Losing Trade | -34381 | -32654 | -34381 | -1934398 | -1934398 | -1756528 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 3480 | 1622 | 1858 | 3480 | 1622 | 1858 |
Profit Streak | 0 | 34.9804 | 0 | 0 | 34.9804 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441461 | -140095 | -510853 | -151803 | -143710 | -727077 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3614, "evaluation_days": 1807, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606219200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758886302661, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 171, "offset": 0, "std": 1.20545 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 665774.1331474563, 610473.8090518357, 55300.3240956207, 1112234.7457505146, 3380147.594047894, -2267912.848297381 ], [ 665.774133, 610.473809, 55.300324, 1112.234746, 3380.147594, -2267.912848 ], [ 0.368442, 0.337838, 0.030603, 0.138172, 0.196632, 0 ], [ 146.823227, 146.823227, 146.823227, 146.823227, 146.823227, 146.823227 ], [ -135445, -91762, -111737, -6148648, -3754773, -4766227 ], [ 1.983107, 2.866218, 1.157958, 1.069199, 1.446892, 0.73348 ], [ 125, 62, 63, 125, 62, 63 ], [ 64, 32, 32, 64, 32, 32 ], [ 61, 30, 31, 61, 30, 31 ], [ 51.2, 51.612903, 50.793651, 51.2, 51.612903, 50.793651 ], [ 1.890149, 2.68708, 1.121771, 1.01908, 1.356462, 0.710558 ], [ 249605, 249605, 61523, 3611088, 3611088, 831337 ], [ -34381, -32654, -34381, -1934398, -1934398, -1756528 ], [ 27, 26, 29, 27, 26, 29 ], [ 36, 34, 39, 36, 34, 39 ], [ 18, 17, 19, 18, 17, 19 ], [ 3480, 1622, 1858, 3480, 1622, 1858 ], [ 0, 34.980355, 0, 0, 34.980355, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441461, -140095, -510853, -151803, -143710, -727077 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3614, "evaluation_days": 1807, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606219200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758886302661, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 171, "offset": 0, "std": 1.20545 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|