Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -289652.3115 | 70009.2852 | -359661.5966 | 3348488.5461 | 900788.5015 | 2447700.0446 |
Total P&L (%) | -289.6523 | 70.0093 | -359.6616 | 3348.4885 | 900.7885 | 2447.7 |
Avg Daily Profit (%) | -0.159 | 0.0384 | -0.1975 | 0.1946 | 0.1265 | 0.1779 |
Buy And Hold Return (%) | 29.3962 | 29.3962 | 29.3962 | 29.3962 | 29.3962 | 29.3962 |
Max Trade Drawdown | -529115 | -118028 | -484062 | -990514 | -990514 | -708164 |
Profit Factor | 0.6773 | 1.28 | 0.4446 | 2.3205 | 1.4949 | 4.421 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 78 | 39 | 39 | 46 | 22 | 24 |
Losing Trades | 11 | 6 | 5 | 43 | 23 | 20 |
Profitability (%) | 87.6404 | 86.6667 | 88.6364 | 51.6854 | 48.8889 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0955 | 0.1969 | 0.057 | 2.1691 | 1.5628 | 3.6842 |
Largest Winning Trade | 23781 | 23781 | 22196 | 1370673 | 370871 | 1370673 |
Largest Losing Trade | -461716 | -53743 | -461716 | -990514 | -990514 | -176142 |
Avg Bars in Trades | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Winners | 13 | 9 | 17 | 39 | 44 | 34 |
Avg Bars in Losers | 193 | 237 | 141 | 32 | 36 | 28 |
Bars Traded | 3199 | 1812 | 1387 | 3199 | 1812 | 1387 |
Profit Streak | 153.2429 | 153.2429 | 488.2429 | 153.2429 | 153.2429 | 903.7429 |
Trades During Streak | 18 | 9 | 17 | 18 | 9 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573908 | -141474 | -574446 | 525201 | -20124 | 625569 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3643, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1611619200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759988987503, "expiration_time": 1764689328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 209, "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": [ [ -289652.3114826519, 70009.2851595214, -359661.5966421732, 3348488.5460884934, 900788.5014714249, 2447700.044617068 ], [ -289.652311, 70.009285, -359.661597, 3348.488546, 900.788501, 2447.700045 ], [ -0.159019, 0.038435, -0.197454, 0.194563, 0.126535, 0.177911 ], [ 29.39621, 29.39621, 29.39621, 29.39621, 29.39621, 29.39621 ], [ -529115, -118028, -484062, -990514, -990514, -708164 ], [ 0.677277, 1.280031, 0.444556, 2.320481, 1.494853, 4.420984 ], [ 89, 45, 44, 89, 45, 44 ], [ 78, 39, 39, 46, 22, 24 ], [ 11, 6, 5, 43, 23, 20 ], [ 87.640449, 86.666667, 88.636364, 51.685393, 48.888889, 54.545455 ], [ 0.095513, 0.196928, 0.056994, 2.169145, 1.562801, 3.684153 ], [ 23781, 23781, 22196, 1370673, 370871, 1370673 ], [ -461716, -53743, -461716, -990514, -990514, -176142 ], [ 35, 40, 31, 35, 40, 31 ], [ 13, 9, 17, 39, 44, 34 ], [ 193, 237, 141, 32, 36, 28 ], [ 3199, 1812, 1387, 3199, 1812, 1387 ], [ 153.242911, 153.242911, 488.242911, 153.242911, 153.242911, 903.742911 ], [ 18, 9, 17, 18, 9, 18 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573908, -141474, -574446, 525201, -20124, 625569 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3643, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1611619200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759988987503, "expiration_time": 1764689328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 209, "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) |
---|