Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715921.9275 | 684007.7625 | 31914.165 | 790843.2119 | 1581429.9403 | -790586.7284 |
Total P&L (%) | 715.9219 | 684.0078 | 31.9142 | 790.8432 | 1581.4299 | -790.5867 |
Avg Daily Profit (%) | 0.3962 | 0.3785 | 0.0177 | 0.1211 | 0.1563 | 0 |
Buy And Hold Return (%) | 236.8456 | 236.8456 | 236.8456 | 236.8456 | 236.8456 | 236.8456 |
Max Trade Drawdown | -88969 | -67408 | -70854 | -2118999 | -1104837 | -1187189 |
Profit Factor | 2.2347 | 3.7951 | 1.0952 | 1.1383 | 1.7636 | 0.7833 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 43.75 | 37.5 | 50 | 43.75 | 37.5 | 50 |
Ratio Avg Win / Avg Loss | 2.8731 | 6.3251 | 1.0952 | 1.4635 | 2.9393 | 0.7833 |
Largest Winning Trade | 251349 | 251349 | 71996 | 1294641 | 1294641 | 570187 |
Largest Losing Trade | -48188 | -23311 | -48188 | -1136100 | -405824 | -1136100 |
Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Winners | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Losers | 23 | 18 | 28 | 23 | 18 | 28 |
Bars Traded | 3528 | 1486 | 2042 | 3528 | 1486 | 2042 |
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 | -15331 | 303529 | -450782 | -128368 | 214561 | -580749 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3614, "evaluation_days": 1807, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758923545205, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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": [ [ 715921.9274553665, 684007.7624519275, 31914.1650034389, 790843.211854896, 1581429.9402919726, -790586.7284370755 ], [ 715.921927, 684.007762, 31.914165, 790.843212, 1581.42994, -790.586728 ], [ 0.396194, 0.378532, 0.017661, 0.121103, 0.156305, 0 ], [ 236.845571, 236.845571, 236.845571, 236.845571, 236.845571, 236.845571 ], [ -88969, -67408, -70854, -2118999, -1104837, -1187189 ], [ 2.234669, 3.795056, 1.09523, 1.138269, 1.763606, 0.783318 ], [ 80, 40, 40, 80, 40, 40 ], [ 35, 15, 20, 35, 15, 20 ], [ 45, 25, 20, 45, 25, 20 ], [ 43.75, 37.5, 50, 43.75, 37.5, 50 ], [ 2.873146, 6.325094, 1.09523, 1.463489, 2.939343, 0.783318 ], [ 251349, 251349, 71996, 1294641, 1294641, 570187 ], [ -48188, -23311, -48188, -1136100, -405824, -1136100 ], [ 44, 37, 51, 44, 37, 51 ], [ 70, 67, 73, 70, 67, 73 ], [ 23, 18, 28, 23, 18, 28 ], [ 3528, 1486, 2042, 3528, 1486, 2042 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -15331, 303529, -450782, -128368, 214561, -580749 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3614, "evaluation_days": 1807, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604966400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758923545205, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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) |
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