Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680093.6001 | 508531.8744 | 171561.7256 | 3220162.3341 | 1736668.7013 | 1483493.6328 |
Total P&L (%) | 680.0936 | 508.5319 | 171.5617 | 3220.1623 | 1736.6687 | 1483.4936 |
Avg Daily Profit (%) | 0.375 | 0.2804 | 0.0946 | 0.1933 | 0.1606 | 0.1524 |
Buy And Hold Return (%) | 125.5038 | 125.5038 | 125.5038 | 125.5038 | 125.5038 | 125.5038 |
Max Trade Drawdown | -83208 | -46031 | -63747 | -993812 | -1169013 | -678912 |
Profit Factor | 2.615 | 3.3337 | 1.8443 | 1.5931 | 1.5916 | 1.5949 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 36.3636 | 31.8182 | 40.9091 | 36.3636 | 31.8182 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.5763 | 7.1437 | 2.664 | 2.7879 | 3.4105 | 2.3037 |
Largest Winning Trade | 217330 | 217330 | 73273 | 1694763 | 1694763 | 1258763 |
Largest Losing Trade | -27633 | -27633 | -16418 | -487841 | -427268 | -487841 |
Avg Bars in Trades | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Winners | 124 | 116 | 130 | 124 | 116 | 130 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 4950 | 2118 | 2832 | 4950 | 2118 | 2832 |
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 | 302340 | 212780 | -118262 | 212346 | 131957 | 257440 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1609113600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759313901027, "expiration_time": 1764006624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 4.27527 } }, "second_band": { "type": "fwma", "factors": { "length": 226, "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": [ [ 680093.6000912128, 508531.8744494847, 171561.7256417279, 3220162.334091799, 1736668.7012548507, 1483493.6328369486 ], [ 680.0936, 508.531874, 171.561726, 3220.162334, 1736.668701, 1483.493633 ], [ 0.374982, 0.280388, 0.094594, 0.193309, 0.160607, 0.152416 ], [ 125.503794, 125.503794, 125.503794, 125.503794, 125.503794, 125.503794 ], [ -83208, -46031, -63747, -993812, -1169013, -678912 ], [ 2.615046, 3.333726, 1.844328, 1.593084, 1.591555, 1.594883 ], [ 88, 44, 44, 88, 44, 44 ], [ 32, 14, 18, 32, 14, 18 ], [ 56, 30, 26, 56, 30, 26 ], [ 36.363636, 31.818182, 40.909091, 36.363636, 31.818182, 40.909091 ], [ 4.57633, 7.1437, 2.66403, 2.787896, 3.410474, 2.30372 ], [ 217330, 217330, 73273, 1694763, 1694763, 1258763 ], [ -27633, -27633, -16418, -487841, -427268, -487841 ], [ 56, 48, 64, 56, 48, 64 ], [ 124, 116, 130, 124, 116, 130 ], [ 17, 16, 18, 17, 16, 18 ], [ 4950, 2118, 2832, 4950, 2118, 2832 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302340, 212780, -118262, 212346, 131957, 257440 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5441, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1609113600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759313901027, "expiration_time": 1764006624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 4.27527 } }, "second_band": { "type": "fwma", "factors": { "length": 226, "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) |
---|