Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504297.8948 | 511407.804 | -7109.9092 | -43318.3553 | 73773.3293 | -117091.6846 |
Total P&L (%) | 504.2979 | 511.4078 | -7.1099 | -43.3184 | 73.7733 | -117.0917 |
Avg Daily Profit (%) | 0.2773 | 0.2812 | -0.0039 | -0.0312 | 0.0304 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198659 | -197522 | -92766 | -453290 | -344702 | -176827 |
Profit Factor | 1.7575 | 2.1999 | 0.9703 | 0.9477 | 1.1408 | 0.6145 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 52.9412 | 47.619 | 58.1395 | 52.9412 | 47.619 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.5622 | 2.4199 | 0.6986 | 0.8424 | 1.2549 | 0.4424 |
Largest Winning Trade | 427697 | 427697 | 29963 | 160046 | 160046 | 36097 |
Largest Losing Trade | -61009 | -61009 | -42703 | -186782 | -186782 | -127736 |
Avg Bars in Trades | 37 | 53 | 22 | 37 | 53 | 22 |
Avg Bars in Winners | 35 | 58 | 17 | 35 | 58 | 17 |
Avg Bars in Losers | 40 | 48 | 30 | 40 | 48 | 30 |
Bars Traded | 3220 | 2244 | 976 | 3220 | 2244 | 976 |
Profit Streak | 31.6434 | 103.1434 | 31.6434 | 31.6434 | 103.1434 | 31.6434 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509060 | 482070 | -578395 | -578668 | -217446 | -578395 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1613174400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759721193058, "expiration_time": 1764422352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "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": [ [ 504297.89479439, 511407.8039560877, -7109.9091616976, -43318.3553083395, 73773.3293224174, -117091.684630757 ], [ 504.297895, 511.407804, -7.109909, -43.318355, 73.773329, -117.091685 ], [ 0.277315, 0.281225, -0.00391, -0.031214, 0.030391, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -198659, -197522, -92766, -453290, -344702, -176827 ], [ 1.757507, 2.199943, 0.970319, 0.947661, 1.140812, 0.614504 ], [ 85, 42, 43, 85, 42, 43 ], [ 45, 20, 25, 45, 20, 25 ], [ 40, 22, 18, 40, 22, 18 ], [ 52.941176, 47.619048, 58.139535, 52.941176, 47.619048, 58.139535 ], [ 1.562229, 2.419938, 0.698629, 0.842366, 1.254893, 0.442443 ], [ 427697, 427697, 29963, 160046, 160046, 36097 ], [ -61009, -61009, -42703, -186782, -186782, -127736 ], [ 37, 53, 22, 37, 53, 22 ], [ 35, 58, 17, 35, 58, 17 ], [ 40, 48, 30, 40, 48, 30 ], [ 3220, 2244, 976, 3220, 2244, 976 ], [ 31.643438, 103.143438, 31.643438, 31.643438, 103.143438, 31.643438 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509060, 482070, -578395, -578668, -217446, -578395 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3637, "evaluation_days": 1818.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1613174400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759721193058, "expiration_time": 1764422352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "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) |
---|