Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -526919.115 | -12702.5785 | -514216.5365 | 3201258.8774 | 555694.5866 | 2645564.2908 |
Total P&L (%) | -526.9191 | -12.7026 | -514.2165 | 3201.2589 | 555.6946 | 2645.5643 |
Avg Daily Profit (%) | -0.2917 | -0.007 | -0.2846 | 0.1938 | 0.1042 | 0.1835 |
Buy And Hold Return (%) | 160.9028 | 160.9028 | 160.9028 | 160.9028 | 160.9028 | 160.9028 |
Max Trade Drawdown | -746370 | -122188 | -696983 | -676138 | -358102 | -646610 |
Profit Factor | 0.5307 | 0.9426 | 0.4295 | 2.2358 | 1.4077 | 3.1554 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 128 | 57 | 71 | 78 | 39 | 39 |
Losing Trades | 33 | 24 | 9 | 83 | 42 | 41 |
Profitability (%) | 79.5031 | 70.3704 | 88.75 | 48.4472 | 48.1481 | 48.75 |
Ratio Avg Win / Avg Loss | 0.1368 | 0.3969 | 0.0544 | 2.3791 | 1.516 | 3.3172 |
Largest Winning Trade | 17516 | 17516 | 16134 | 1015627 | 283193 | 1015627 |
Largest Losing Trade | -497238 | -57244 | -497238 | -506846 | -358102 | -506846 |
Avg Bars in Trades | 55 | 30 | 81 | 55 | 30 | 81 |
Avg Bars in Winners | 21 | 9 | 30 | 63 | 38 | 88 |
Avg Bars in Losers | 190 | 80 | 482 | 48 | 24 | 73 |
Bars Traded | 8988 | 2496 | 6492 | 8988 | 2496 | 6492 |
Profit Streak | 112.5116 | 159.8449 | 112.5116 | 112.5116 | 159.8449 | 112.5116 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574332 | -588435 | -593865 | 503235 | -65671 | -4664 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10839, "evaluation_days": 1806.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606104000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917799951, "expiration_time": 1763397648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -526919.1149869409, -12702.5784886706, -514216.5364982705, 3201258.877429365, 555694.5865958533, 2645564.290833512 ], [ -526.919115, -12.702578, -514.216536, 3201.258877, 555.694587, 2645.564291 ], [ -0.29168, -0.007032, -0.284648, 0.19376, 0.104152, 0.183538 ], [ 160.902831, 160.902831, 160.902831, 160.902831, 160.902831, 160.902831 ], [ -746370, -122188, -696983, -676138, -358102, -646610 ], [ 0.53069, 0.942635, 0.429485, 2.235803, 1.407703, 3.155352 ], [ 161, 81, 80, 161, 81, 80 ], [ 128, 57, 71, 78, 39, 39 ], [ 33, 24, 9, 83, 42, 41 ], [ 79.503106, 70.37037, 88.75, 48.447205, 48.148148, 48.75 ], [ 0.136818, 0.396899, 0.054442, 2.379124, 1.515988, 3.317165 ], [ 17516, 17516, 16134, 1015627, 283193, 1015627 ], [ -497238, -57244, -497238, -506846, -358102, -506846 ], [ 55, 30, 81, 55, 30, 81 ], [ 21, 9, 30, 63, 38, 88 ], [ 190, 80, 482, 48, 24, 73 ], [ 8988, 2496, 6492, 8988, 2496, 6492 ], [ 112.511573, 159.844907, 112.511573, 112.511573, 159.844907, 112.511573 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574332, -588435, -593865, 503235, -65671, -4664 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10839, "evaluation_days": 1806.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606104000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917799951, "expiration_time": 1763397648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 4 } } }
# | 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) |
---|