Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705621.0581 | 706484.8339 | -863.7759 | 399922.0265 | 1278122.4411 | -878200.4146 |
Total P&L (%) | 705.6211 | 706.4848 | -0.8638 | 399.922 | 1278.1224 | -878.2004 |
Avg Daily Profit (%) | 0.3906 | 0.3911 | -0.0005 | 0.0891 | 0.1453 | 0 |
Buy And Hold Return (%) | 228.1651 | 228.1651 | 228.1651 | 228.1651 | 228.1651 | 228.1651 |
Max Trade Drawdown | -131528 | -77773 | -75531 | -1721085 | -1150968 | -967564 |
Profit Factor | 2.3144 | 4.0518 | 0.9972 | 1.0931 | 1.7136 | 0.6494 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 35.5932 | 37.931 | 33.3333 | 35.5932 | 37.931 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.188 | 6.6302 | 1.9943 | 1.978 | 2.8041 | 1.2989 |
Largest Winning Trade | 407934 | 407934 | 67979 | 970061 | 970061 | 516787 |
Largest Losing Trade | -38766 | -38766 | -30814 | -533604 | -360658 | -533604 |
Avg Bars in Trades | 176 | 163 | 188 | 176 | 163 | 188 |
Avg Bars in Winners | 346 | 297 | 400 | 346 | 297 | 400 |
Avg Bars in Losers | 82 | 81 | 82 | 82 | 81 | 82 |
Bars Traded | 10398 | 4749 | 5649 | 10398 | 4749 | 5649 |
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 | -174335 | 323872 | -584529 | -384911 | -1062 | -585640 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10839, "evaluation_days": 1806.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605888000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885042884, "expiration_time": 1763397648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 226, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 95, "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": [ [ 705621.0580532837, 706484.8339301379, -863.7758768542, 399922.0265291026, 1278122.4410821735, -878200.4145530703 ], [ 705.621058, 706.484834, -0.863776, 399.922027, 1278.122441, -878.200415 ], [ 0.390601, 0.391079, -0.000478, 0.089123, 0.14532, 0 ], [ 228.165098, 228.165098, 228.165098, 228.165098, 228.165098, 228.165098 ], [ -131528, -77773, -75531, -1721085, -1150968, -967564 ], [ 2.314423, 4.051764, 0.997171, 1.093089, 1.71362, 0.649431 ], [ 59, 29, 30, 59, 29, 30 ], [ 21, 11, 10, 21, 11, 10 ], [ 38, 18, 20, 38, 18, 20 ], [ 35.59322, 37.931034, 33.333333, 35.59322, 37.931034, 33.333333 ], [ 4.188003, 6.630159, 1.994342, 1.977971, 2.804105, 1.298861 ], [ 407934, 407934, 67979, 970061, 970061, 516787 ], [ -38766, -38766, -30814, -533604, -360658, -533604 ], [ 176, 163, 188, 176, 163, 188 ], [ 346, 297, 400, 346, 297, 400 ], [ 82, 81, 82, 82, 81, 82 ], [ 10398, 4749, 5649, 10398, 4749, 5649 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174335, 323872, -584529, -384911, -1062, -585640 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10839, "evaluation_days": 1806.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605888000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885042884, "expiration_time": 1763397648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 226, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 95, "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) |
---|