Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846318.5343 | 805838.2476 | 40480.2868 | 877706.376 | 2210017.5249 | -1332311.1489 |
Total P&L (%) | 846.3185 | 805.8382 | 40.4803 | 877.7064 | 2210.0175 | -1332.3111 |
Avg Daily Profit (%) | 0.4674 | 0.4451 | 0.0224 | 0.126 | 0.1736 | 0 |
Buy And Hold Return (%) | 197.1667 | 197.1667 | 197.1667 | 197.1667 | 197.1667 | 197.1667 |
Max Trade Drawdown | -158194 | -101801 | -86684 | -4166026 | -2645343 | -1788087 |
Profit Factor | 2.526 | 4.3479 | 1.129 | 1.1176 | 1.6618 | 0.677 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 37.8641 | 33.3333 | 42.3077 | 37.8641 | 33.3333 | 42.3077 |
Ratio Avg Win / Avg Loss | 4.1453 | 8.6958 | 1.5395 | 1.834 | 3.3236 | 0.9232 |
Largest Winning Trade | 433261 | 433261 | 71522 | 2061820 | 2061820 | 419424 |
Largest Losing Trade | -60509 | -31220 | -60509 | -713643 | -544425 | -713643 |
Avg Bars in Trades | 100 | 89 | 111 | 100 | 89 | 111 |
Avg Bars in Winners | 181 | 180 | 182 | 181 | 180 | 182 |
Avg Bars in Losers | 51 | 44 | 59 | 51 | 44 | 59 |
Bars Traded | 10374 | 4575 | 5799 | 10374 | 4575 | 5799 |
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 | 314311 | -171232 | -589378 | -120717 | -175577 | -763824 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10864, "evaluation_days": 1810.67, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759079354393, "expiration_time": 1763768448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 59, "offset": 145 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 846318.5343292579, 805838.2475597165, 40480.286769541, 877706.3759879542, 2210017.5249012, -1332311.1489132477 ], [ 846.318534, 805.838248, 40.480287, 877.706376, 2210.017525, -1332.311149 ], [ 0.467406, 0.44505, 0.022357, 0.126002, 0.173558, 0 ], [ 197.166703, 197.166703, 197.166703, 197.166703, 197.166703, 197.166703 ], [ -158194, -101801, -86684, -4166026, -2645343, -1788087 ], [ 2.526023, 4.347885, 1.128963, 1.117593, 1.661797, 0.676979 ], [ 103, 51, 52, 103, 51, 52 ], [ 39, 17, 22, 39, 17, 22 ], [ 64, 34, 30, 64, 34, 30 ], [ 37.864078, 33.333333, 42.307692, 37.864078, 33.333333, 42.307692 ], [ 4.145269, 8.695769, 1.539495, 1.833998, 3.323593, 0.923153 ], [ 433261, 433261, 71522, 2061820, 2061820, 419424 ], [ -60509, -31220, -60509, -713643, -544425, -713643 ], [ 100, 89, 111, 100, 89, 111 ], [ 181, 180, 182, 181, 180, 182 ], [ 51, 44, 59, 51, 44, 59 ], [ 10374, 4575, 5799, 10374, 4575, 5799 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314311, -171232, -589378, -120717, -175577, -763824 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10864, "evaluation_days": 1810.67, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759079354393, "expiration_time": 1763768448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 59, "offset": 145 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|