Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569014.6629 | 597132.7664 | -28118.1035 | 74603.8855 | 296509.1418 | -221905.2563 |
Total P&L (%) | 569.0147 | 597.1328 | -28.1181 | 74.6039 | 296.5091 | -221.9053 |
Avg Daily Profit (%) | 0.3138 | 0.3293 | -0.0155 | 0.0307 | 0.076 | 0 |
Buy And Hold Return (%) | 241.9702 | 241.9702 | 241.9702 | 241.9702 | 241.9702 | 241.9702 |
Max Trade Drawdown | -195748 | -134824 | -70172 | -1821957 | -1195344 | -648166 |
Profit Factor | 1.5643 | 1.8415 | 0.9059 | 1.0134 | 1.0733 | 0.8557 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 62.0536 | 60.7143 | 63.3929 | 62.0536 | 60.7143 | 63.3929 |
Ratio Avg Win / Avg Loss | 0.9566 | 1.1916 | 0.5231 | 0.6197 | 0.6945 | 0.4941 |
Largest Winning Trade | 266694 | 266694 | 19484 | 1068892 | 1068892 | 150196 |
Largest Losing Trade | -52169 | -43694 | -52169 | -497868 | -497868 | -328058 |
Avg Bars in Trades | 47 | 85 | 9 | 47 | 85 | 9 |
Avg Bars in Winners | 42 | 79 | 8 | 42 | 79 | 8 |
Avg Bars in Losers | 55 | 95 | 12 | 55 | 95 | 12 |
Bars Traded | 10667 | 9572 | 1095 | 10667 | 9572 | 1095 |
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 | 260378 | 319997 | -579020 | -522351 | -327565 | -579020 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10879, "evaluation_days": 1813.17, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759297621247, "expiration_time": 1763990928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 80, "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": [ [ 569014.662944747, 597132.7664152568, -28118.1034705098, 74603.8855103351, 296509.1418049922, -221905.2562946561 ], [ 569.014663, 597.132766, -28.118103, 74.603886, 296.509142, -221.905256 ], [ 0.313823, 0.329331, -0.015508, 0.030744, 0.076002, 0 ], [ 241.970241, 241.970241, 241.970241, 241.970241, 241.970241, 241.970241 ], [ -195748, -134824, -70172, -1821957, -1195344, -648166 ], [ 1.564292, 1.841528, 0.905893, 1.013363, 1.073292, 0.855666 ], [ 224, 112, 112, 224, 112, 112 ], [ 139, 68, 71, 139, 68, 71 ], [ 85, 44, 41, 85, 44, 41 ], [ 62.053571, 60.714286, 63.392857, 62.053571, 60.714286, 63.392857 ], [ 0.956582, 1.191577, 0.523121, 0.619682, 0.694483, 0.494117 ], [ 266694, 266694, 19484, 1068892, 1068892, 150196 ], [ -52169, -43694, -52169, -497868, -497868, -328058 ], [ 47, 85, 9, 47, 85, 9 ], [ 42, 79, 8, 42, 79, 8 ], [ 55, 95, 12, 55, 95, 12 ], [ 10667, 9572, 1095, 10667, 9572, 1095 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 260378, 319997, -579020, -522351, -327565, -579020 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10879, "evaluation_days": 1813.17, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759297621247, "expiration_time": 1763990928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 80, "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) |
---|