Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134317.973 | 56641.5567 | 77676.4162 | 185600.6697 | 103697.5044 | 81903.1653 |
Total P&L (%) | 134.318 | 56.6416 | 77.6764 | 185.6007 | 103.6975 | 81.9032 |
Avg Daily Profit (%) | 0.5158 | 0.2175 | 0.2983 | 0.4038 | 0.2736 | 0.23 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42350 | -33172 | -22226 | -56483 | -36757 | -44329 |
Profit Factor | 1.5064 | 1.4302 | 1.5816 | 1.4541 | 1.5266 | 1.3867 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.5064 | 1.4302 | 1.5816 | 1.4541 | 1.5266 | 1.3867 |
Largest Winning Trade | 25147 | 25147 | 18218 | 48608 | 48608 | 22886 |
Largest Losing Trade | -15986 | -15986 | -13016 | -26023 | -17770 | -26023 |
Avg Bars in Trades | 197 | 204 | 190 | 197 | 204 | 190 |
Avg Bars in Winners | 251 | 256 | 246 | 251 | 256 | 246 |
Avg Bars in Losers | 143 | 152 | 135 | 143 | 152 | 135 |
Bars Traded | 24499 | 12662 | 11837 | 24499 | 12662 | 11837 |
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 | 421559 | -147816 | -144198 | 335585 | -144746 | -147084 |
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737568800000, "first_datapoint_time": 1737766800000, "last_datapoint_time": 1760067900000, "evaluation_time": 1760068216579, "expiration_time": 1766547900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 221, "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": [ [ 134317.9729566356, 56641.5567455101, 77676.4162111255, 185600.6697040405, 103697.5043726668, 81903.1653313736 ], [ 134.317973, 56.641557, 77.676416, 185.60067, 103.697504, 81.903165 ], [ 0.515774, 0.217501, 0.298274, 0.403787, 0.273573, 0.23001 ], [ 10, 10, 10, 10, 10, 10 ], [ -42350, -33172, -22226, -56483, -36757, -44329 ], [ 1.506444, 1.430183, 1.581631, 1.454101, 1.526597, 1.386698 ], [ 124, 62, 62, 124, 62, 62 ], [ 62, 31, 31, 62, 31, 31 ], [ 62, 31, 31, 62, 31, 31 ], [ 50, 50, 50, 50, 50, 50 ], [ 1.506444, 1.430183, 1.581631, 1.454101, 1.526597, 1.386698 ], [ 25147, 25147, 18218, 48608, 48608, 22886 ], [ -15986, -15986, -13016, -26023, -17770, -26023 ], [ 197, 204, 190, 197, 204, 190 ], [ 251, 256, 246, 251, 256, 246 ], [ 143, 152, 135, 143, 152, 135 ], [ 24499, 12662, 11837, 24499, 12662, 11837 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421559, -147816, -144198, 335585, -144746, -147084 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737568800000, "first_datapoint_time": 1737766800000, "last_datapoint_time": 1760067900000, "evaluation_time": 1760068216579, "expiration_time": 1766547900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 221, "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) |
---|