Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602051.9612 | 612635.3877 | -10583.4265 | 223892.5191 | 1577674.3374 | -1353781.8183 |
Total P&L (%) | 602.052 | 612.6354 | -10.5834 | 223.8925 | 1577.6743 | -1353.7818 |
Avg Daily Profit (%) | 0.3321 | 0.3379 | -0.0058 | 0.0648 | 0.1557 | 0 |
Buy And Hold Return (%) | 115.1477 | 115.1477 | 115.1477 | 115.1477 | 115.1477 | 115.1477 |
Max Trade Drawdown | -173842 | -81328 | -120284 | -1232983 | -746375 | -1446953 |
Profit Factor | 1.9853 | 3.4527 | 0.9707 | 1.0494 | 1.9778 | 0.5362 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 43.5897 | 41.3793 | 45.7627 | 43.5897 | 41.3793 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.5692 | 4.8914 | 1.1505 | 1.358 | 2.8019 | 0.6355 |
Largest Winning Trade | 335431 | 335431 | 64453 | 929770 | 929770 | 373144 |
Largest Losing Trade | -56405 | -32538 | -56405 | -380421 | -172271 | -380421 |
Avg Bars in Trades | 59 | 53 | 64 | 59 | 53 | 64 |
Avg Bars in Winners | 97 | 83 | 109 | 97 | 83 | 109 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 6904 | 3105 | 3799 | 6904 | 3105 | 3799 |
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 | 344706 | -168707 | -757439 | -281982 | -171991 | -759106 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606910400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759259586611, "expiration_time": 1763954496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 70 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 602051.9612418, 612635.3877156057, -10583.4264738058, 223892.5191012967, 1577674.3373823627, -1353781.8182810657 ], [ 602.051961, 612.635388, -10.583426, 223.892519, 1577.674337, -1353.781818 ], [ 0.332075, 0.337913, -0.005838, 0.064844, 0.155664, 0 ], [ 115.147732, 115.147732, 115.147732, 115.147732, 115.147732, 115.147732 ], [ -173842, -81328, -120284, -1232983, -746375, -1446953 ], [ 1.9853, 3.452724, 0.970704, 1.049395, 1.977802, 0.536244 ], [ 117, 58, 59, 117, 58, 59 ], [ 51, 24, 27, 51, 24, 27 ], [ 66, 34, 32, 66, 34, 32 ], [ 43.589744, 41.37931, 45.762712, 43.589744, 41.37931, 45.762712 ], [ 2.569212, 4.891359, 1.150464, 1.358041, 2.801886, 0.635548 ], [ 335431, 335431, 64453, 929770, 929770, 373144 ], [ -56405, -32538, -56405, -380421, -172271, -380421 ], [ 59, 53, 64, 59, 53, 64 ], [ 97, 83, 109, 97, 83, 109 ], [ 29, 32, 26, 29, 32, 26 ], [ 6904, 3105, 3799, 6904, 3105, 3799 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344706, -168707, -757439, -281982, -171991, -759106 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 1813, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606910400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759259586611, "expiration_time": 1763954496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 129, "offset": 70 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|