Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778989.1165 | 704088.5347 | 74900.5818 | 1352378.5125 | 1458815.3801 | -106436.8676 |
Total P&L (%) | 778.9891 | 704.0885 | 74.9006 | 1352.3785 | 1458.8154 | -106.4369 |
Avg Daily Profit (%) | 0.4287 | 0.3875 | 0.0412 | 0.1474 | 0.1513 | 0 |
Buy And Hold Return (%) | 236.9553 | 236.9553 | 236.9553 | 236.9553 | 236.9553 | 236.9553 |
Max Trade Drawdown | -96060 | -110931 | -50430 | -1881975 | -1362262 | -961555 |
Profit Factor | 2.2083 | 3.1037 | 1.2416 | 1.1615 | 1.306 | 0.9705 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 52.0833 | 50 | 54.1667 | 52.0833 | 50 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.0316 | 3.1037 | 1.0506 | 1.0686 | 1.306 | 0.8212 |
Largest Winning Trade | 248164 | 248164 | 40716 | 1245892 | 1245892 | 627188 |
Largest Losing Trade | -62495 | -62495 | -31966 | -1060940 | -1060940 | -463859 |
Avg Bars in Trades | 73 | 114 | 32 | 73 | 114 | 32 |
Avg Bars in Winners | 82 | 134 | 35 | 82 | 134 | 35 |
Avg Bars in Losers | 63 | 95 | 28 | 63 | 95 | 28 |
Bars Traded | 7060 | 5511 | 1549 | 7060 | 5511 | 1549 |
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 | 427147 | 450814 | -303265 | -39118 | 261658 | -580149 |
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{ "first_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 82, "offset": 0, "std": 2.86932 } } }
{ "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": [ [ 778989.1165173465, 704088.5347321742, 74900.5817851722, 1352378.512530925, 1458815.3801149454, -106436.8675840201 ], [ 778.989117, 704.088535, 74.900582, 1352.378513, 1458.81538, -106.436868 ], [ 0.428723, 0.387501, 0.041222, 0.147373, 0.151271, 0 ], [ 236.955265, 236.955265, 236.955265, 236.955265, 236.955265, 236.955265 ], [ -96060, -110931, -50430, -1881975, -1362262, -961555 ], [ 2.208299, 3.103677, 1.241611, 1.161488, 1.306022, 0.970495 ], [ 96, 48, 48, 96, 48, 48 ], [ 50, 24, 26, 50, 24, 26 ], [ 46, 24, 22, 46, 24, 22 ], [ 52.083333, 50, 54.166667, 52.083333, 50, 54.166667 ], [ 2.031635, 3.103677, 1.050594, 1.068569, 1.306022, 0.821188 ], [ 248164, 248164, 40716, 1245892, 1245892, 627188 ], [ -62495, -62495, -31966, -1060940, -1060940, -463859 ], [ 73, 114, 32, 73, 114, 32 ], [ 82, 134, 35, 82, 134, 35 ], [ 63, 95, 28, 63, 95, 28 ], [ 7060, 5511, 1549, 7060, 5511, 1549 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427147, 450814, -303265, -39118, 261658, -580149 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7268, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604923200000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759614544801, "expiration_time": 1764310464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 107, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 82, "offset": 0, "std": 2.86932 } } }
# | 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) |
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