Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606614.4119 | 558474.9498 | 48139.462 | 980466.8219 | 760016.2632 | 220450.5587 |
Total P&L (%) | 606.6144 | 558.475 | 48.1395 | 980.4668 | 760.0163 | 220.4506 |
Avg Daily Profit (%) | 0.3348 | 0.3082 | 0.0266 | 0.1314 | 0.1188 | 0.0643 |
Buy And Hold Return (%) | 240.444 | 240.444 | 240.444 | 240.444 | 240.444 | 240.444 |
Max Trade Drawdown | -114651 | -110497 | -127813 | -427276 | -301057 | -267193 |
Profit Factor | 1.3767 | 1.6364 | 1.0657 | 1.2168 | 1.3048 | 1.1087 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 222 | 98 | 124 | 222 | 98 | 124 |
Losing Trades | 255 | 140 | 115 | 255 | 140 | 115 |
Profitability (%) | 46.5409 | 41.1765 | 51.8828 | 46.5409 | 41.1765 | 51.8828 |
Ratio Avg Win / Avg Loss | 1.5813 | 2.3377 | 0.9883 | 1.3977 | 1.864 | 1.0282 |
Largest Winning Trade | 113967 | 113967 | 37296 | 359834 | 359834 | 110971 |
Largest Losing Trade | -37643 | -37643 | -18781 | -123918 | -123918 | -119803 |
Avg Bars in Trades | 15 | 22 | 7 | 15 | 22 | 7 |
Avg Bars in Winners | 18 | 30 | 9 | 18 | 30 | 9 |
Avg Bars in Losers | 12 | 16 | 6 | 12 | 16 | 6 |
Bars Traded | 7208 | 5336 | 1872 | 7208 | 5336 | 1872 |
Profit Streak | 4.8127 | 0 | 5.3127 | 4.8127 | 0 | 5.3127 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334231 | 174951 | -471178 | -17758 | -38167 | -371903 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7248, "evaluation_days": 1812, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759174216891, "expiration_time": 1763865504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.88529 } } }
{ "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": [ [ 606614.411857676, 558474.9498264159, 48139.4620312602, 980466.8219252955, 760016.2631920341, 220450.5587332619 ], [ 606.614412, 558.47495, 48.139462, 980.466822, 760.016263, 220.450559 ], [ 0.334776, 0.308209, 0.026567, 0.131432, 0.118822, 0.06429 ], [ 240.444003, 240.444003, 240.444003, 240.444003, 240.444003, 240.444003 ], [ -114651, -110497, -127813, -427276, -301057, -267193 ], [ 1.376669, 1.636406, 1.065681, 1.216839, 1.304812, 1.108691 ], [ 477, 238, 239, 477, 238, 239 ], [ 222, 98, 124, 222, 98, 124 ], [ 255, 140, 115, 255, 140, 115 ], [ 46.540881, 41.176471, 51.882845, 46.540881, 41.176471, 51.882845 ], [ 1.581309, 2.337722, 0.988333, 1.397721, 1.864017, 1.028221 ], [ 113967, 113967, 37296, 359834, 359834, 110971 ], [ -37643, -37643, -18781, -123918, -123918, -119803 ], [ 15, 22, 7, 15, 22, 7 ], [ 18, 30, 9, 18, 30, 9 ], [ 12, 16, 6, 12, 16, 6 ], [ 7208, 5336, 1872, 7208, 5336, 1872 ], [ 4.812695, 0, 5.312695, 4.812695, 0, 5.312695 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334231, 174951, -471178, -17758, -38167, -371903 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7248, "evaluation_days": 1812, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759174216891, "expiration_time": 1763865504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.88529 } } }
# | 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) |
---|