Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950004.0439 | 831178.6419 | 118825.402 | 7179542.0933 | 8549956.857 | -1370414.7637 |
Total P&L (%) | 950.004 | 831.1786 | 118.8254 | 7179.5421 | 8549.9569 | -1370.4148 |
Avg Daily Profit (%) | 0.5259 | 0.4601 | 0.0658 | 0.2376 | 0.2472 | 0 |
Buy And Hold Return (%) | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 |
Max Trade Drawdown | -79386 | -43841 | -62910 | -6219433 | -2569987 | -5274928 |
Profit Factor | 3.8611 | 8.2357 | 1.5471 | 1.5886 | 3.1642 | 0.8338 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 38.0282 | 42.8571 | 33.3333 | 38.0282 | 42.8571 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.2921 | 10.9809 | 3.0943 | 2.5889 | 4.2189 | 1.6676 |
Largest Winning Trade | 406293 | 406293 | 71970 | 4825471 | 4825471 | 2972260 |
Largest Losing Trade | -26002 | -18832 | -26002 | -2612929 | -859954 | -2612929 |
Avg Bars in Trades | 146 | 130 | 161 | 146 | 130 | 161 |
Avg Bars in Winners | 309 | 258 | 374 | 309 | 258 | 374 |
Avg Bars in Losers | 45 | 34 | 55 | 45 | 34 | 55 |
Bars Traded | 10372 | 4557 | 5815 | 10372 | 4557 | 5815 |
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 | -79392 | 511885 | -274659 | -84615 | 421219 | -584483 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10839, "evaluation_days": 1806.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606075200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758846813691, "expiration_time": 1763397648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 950004.0439162368, 831178.6419338876, 118825.4019823493, 7179542.093308562, 8549956.857038211, -1370414.7637296529 ], [ 950.004044, 831.178642, 118.825402, 7179.542093, 8549.956857, -1370.414764 ], [ 0.525881, 0.460104, 0.065777, 0.237628, 0.247199, 0 ], [ 184.931761, 184.931761, 184.931761, 184.931761, 184.931761, 184.931761 ], [ -79386, -43841, -62910, -6219433, -2569987, -5274928 ], [ 3.861065, 8.235675, 1.547145, 1.588618, 3.164159, 0.83382 ], [ 71, 35, 36, 71, 35, 36 ], [ 27, 15, 12, 27, 15, 12 ], [ 44, 20, 24, 44, 20, 24 ], [ 38.028169, 42.857143, 33.333333, 38.028169, 42.857143, 33.333333 ], [ 6.292105, 10.9809, 3.094291, 2.588859, 4.218879, 1.66764 ], [ 406293, 406293, 71970, 4825471, 4825471, 2972260 ], [ -26002, -18832, -26002, -2612929, -859954, -2612929 ], [ 146, 130, 161, 146, 130, 161 ], [ 309, 258, 374, 309, 258, 374 ], [ 45, 34, 55, 45, 34, 55 ], [ 10372, 4557, 5815, 10372, 4557, 5815 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79392, 511885, -274659, -84615, 421219, -584483 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10839, "evaluation_days": 1806.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606075200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758846813691, "expiration_time": 1763397648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|