Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633921.555 | 558705.2544 | 75216.3005 | 1311632.8501 | 1823147.7721 | -511514.922 |
Total P&L (%) | 633.9216 | 558.7053 | 75.2163 | 1311.6329 | 1823.1478 | -511.5149 |
Avg Daily Profit (%) | 0.3476 | 0.3064 | 0.0412 | 0.1453 | 0.1623 | 0 |
Buy And Hold Return (%) | 290.5741 | 290.5741 | 290.5741 | 290.5741 | 290.5741 | 290.5741 |
Max Trade Drawdown | -103228 | -72234 | -117635 | -2641453 | -1831026 | -1437021 |
Profit Factor | 1.6957 | 2.3646 | 1.1499 | 1.1395 | 1.4589 | 0.9058 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 54.7739 | 53 | 56.5657 | 54.7739 | 53 | 56.5657 |
Ratio Avg Win / Avg Loss | 1.4001 | 2.0969 | 0.883 | 0.9409 | 1.2937 | 0.6955 |
Largest Winning Trade | 170918 | 170918 | 57280 | 1505944 | 1505944 | 950039 |
Largest Losing Trade | -48902 | -34545 | -48902 | -1024944 | -549607 | -1024944 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Losers | 39 | 29 | 51 | 39 | 29 | 51 |
Bars Traded | 10781 | 5403 | 5378 | 10781 | 5403 | 5378 |
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 | 265816 | 221334 | -360332 | -67544 | 301941 | -580217 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10942, "evaluation_days": 1823.67, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604376000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760217336102, "expiration_time": 1764925344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "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": [ [ 633921.5549537215, 558705.254406596, 75216.3005471253, 1311632.8501291524, 1823147.772135342, -511514.9220061911 ], [ 633.921555, 558.705254, 75.216301, 1311.63285, 1823.147772, -511.514922 ], [ 0.347608, 0.306363, 0.041244, 0.145271, 0.162252, 0 ], [ 290.574122, 290.574122, 290.574122, 290.574122, 290.574122, 290.574122 ], [ -103228, -72234, -117635, -2641453, -1831026, -1437021 ], [ 1.695703, 2.364604, 1.149902, 1.139499, 1.458857, 0.905785 ], [ 199, 100, 99, 199, 100, 99 ], [ 109, 53, 56, 109, 53, 56 ], [ 90, 47, 43, 90, 47, 43 ], [ 54.773869, 53, 56.565657, 54.773869, 53, 56.565657 ], [ 1.400121, 2.096913, 0.882961, 0.940871, 1.293704, 0.695513 ], [ 170918, 170918, 57280, 1505944, 1505944, 950039 ], [ -48902, -34545, -48902, -1024944, -549607, -1024944 ], [ 54, 54, 54, 54, 54, 54 ], [ 66, 76, 56, 66, 76, 56 ], [ 39, 29, 51, 39, 29, 51 ], [ 10781, 5403, 5378, 10781, 5403, 5378 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 265816, 221334, -360332, -67544, 301941, -580217 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10942, "evaluation_days": 1823.67, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604376000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760217336102, "expiration_time": 1764925344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 73, "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) |
---|