Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764369.8457 | 699927.0757 | 64442.77 | 1507209.206 | 952464.8274 | 554744.3786 |
Total P&L (%) | 764.3698 | 699.9271 | 64.4428 | 1507.2092 | 952.4648 | 554.7444 |
Avg Daily Profit (%) | 0.4189 | 0.3836 | 0.0353 | 0.1523 | 0.1291 | 0.103 |
Buy And Hold Return (%) | 172.1064 | 172.1064 | 172.1064 | 172.1064 | 172.1064 | 172.1064 |
Max Trade Drawdown | -141673 | -94495 | -50126 | -6908064 | -5054669 | -1988620 |
Profit Factor | 2.5386 | 3.4626 | 1.3031 | 1.1422 | 1.1427 | 1.1413 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 43.9394 | 51.5152 | 36.3636 | 43.9394 | 51.5152 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.2388 | 3.2589 | 2.2805 | 1.4572 | 1.0754 | 1.9973 |
Largest Winning Trade | 311149 | 311149 | 68272 | 2765455 | 2765455 | 1143139 |
Largest Losing Trade | -41438 | -41438 | -28198 | -2666568 | -2666568 | -895543 |
Avg Bars in Trades | 53 | 49 | 56 | 53 | 49 | 56 |
Avg Bars in Winners | 80 | 70 | 95 | 80 | 70 | 95 |
Avg Bars in Losers | 31 | 27 | 34 | 31 | 27 | 34 |
Bars Traded | 3513 | 1636 | 1877 | 3513 | 1636 | 1877 |
Profit Streak | 28.0598 | 47.0598 | 0 | 28.0598 | 47.0598 | 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 | -117675 | 532724 | -315603 | -187117 | -84125 | -127207 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3649, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760275563894, "expiration_time": 1764956304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 1.09412 } } }
{ "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": [ [ 764369.8457385635, 699927.0757207405, 64442.7700178227, 1507209.2059624195, 952464.8274055223, 554744.3785568967 ], [ 764.369846, 699.927076, 64.44277, 1507.209206, 952.464827, 554.744379 ], [ 0.418948, 0.383627, 0.035321, 0.152327, 0.12909, 0.103044 ], [ 172.106441, 172.106441, 172.106441, 172.106441, 172.106441, 172.106441 ], [ -141673, -94495, -50126, -6908064, -5054669, -1988620 ], [ 2.53855, 3.462569, 1.303138, 1.142158, 1.142653, 1.141315 ], [ 66, 33, 33, 66, 33, 33 ], [ 29, 17, 12, 29, 17, 12 ], [ 37, 16, 21, 37, 16, 21 ], [ 43.939394, 51.515152, 36.363636, 43.939394, 51.515152, 36.363636 ], [ 3.23884, 3.258889, 2.280492, 1.457235, 1.075438, 1.9973 ], [ 311149, 311149, 68272, 2765455, 2765455, 1143139 ], [ -41438, -41438, -28198, -2666568, -2666568, -895543 ], [ 53, 49, 56, 53, 49, 56 ], [ 80, 70, 95, 80, 70, 95 ], [ 31, 27, 34, 31, 27, 34 ], [ 3513, 1636, 1877, 3513, 1636, 1877 ], [ 28.059767, 47.059767, 0, 28.059767, 47.059767, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117675, 532724, -315603, -187117, -84125, -127207 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3649, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760275563894, "expiration_time": 1764956304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 1.09412 } } }
# | 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) |
---|