Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111519.082 | 36879.9042 | 74639.1779 | 132993.1549 | 50883.7451 | 82109.4098 |
Total P&L (%) | 111.5191 | 36.8799 | 74.6392 | 132.9932 | 50.8837 | 82.1094 |
Avg Daily Profit (%) | 0.4282 | 0.1416 | 0.2866 | 0.3253 | 0.1581 | 0.2304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51268 | -27951 | -33652 | -150646 | -58645 | -96095 |
Profit Factor | 1.5002 | 1.3251 | 1.6814 | 1.279 | 1.2205 | 1.3338 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 45.8716 | 40.7407 | 50.9091 | 45.8716 | 40.7407 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.7702 | 1.9275 | 1.6213 | 1.5092 | 1.7753 | 1.2862 |
Largest Winning Trade | 32017 | 32017 | 23107 | 58335 | 58335 | 36752 |
Largest Losing Trade | -12352 | -8573 | -12352 | -26610 | -18529 | -26610 |
Avg Bars in Trades | 224 | 222 | 226 | 224 | 222 | 226 |
Avg Bars in Winners | 333 | 344 | 325 | 333 | 344 | 325 |
Avg Bars in Losers | 131 | 138 | 122 | 131 | 138 | 122 |
Bars Traded | 24444 | 12011 | 12433 | 24444 | 12011 | 12433 |
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 | 334032 | -190186 | -169786 | 253710 | -178354 | -173161 |
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737140400000, "first_datapoint_time": 1737357300000, "last_datapoint_time": 1759639500000, "evaluation_time": 1759639813191, "expiration_time": 1766119500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 173, "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": [ [ 111519.0820375751, 36879.904170535, 74639.17786704, 132993.1549014647, 50883.7450809398, 82109.4098205248 ], [ 111.519082, 36.879904, 74.639178, 132.993155, 50.883745, 82.10941 ], [ 0.428228, 0.141617, 0.286611, 0.325326, 0.158077, 0.230446 ], [ 10, 10, 10, 10, 10, 10 ], [ -51268, -27951, -33652, -150646, -58645, -96095 ], [ 1.50016, 1.325143, 1.681387, 1.278981, 1.220525, 1.333817 ], [ 109, 54, 55, 109, 54, 55 ], [ 50, 22, 28, 50, 22, 28 ], [ 59, 32, 27, 59, 32, 27 ], [ 45.87156, 40.740741, 50.909091, 45.87156, 40.740741, 50.909091 ], [ 1.770189, 1.927481, 1.621337, 1.509197, 1.775309, 1.28618 ], [ 32017, 32017, 23107, 58335, 58335, 36752 ], [ -12352, -8573, -12352, -26610, -18529, -26610 ], [ 224, 222, 226, 224, 222, 226 ], [ 333, 344, 325, 333, 344, 325 ], [ 131, 138, 122, 131, 138, 122 ], [ 24444, 12011, 12433, 24444, 12011, 12433 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334032, -190186, -169786, 253710, -178354, -173161 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737140400000, "first_datapoint_time": 1737357300000, "last_datapoint_time": 1759639500000, "evaluation_time": 1759639813191, "expiration_time": 1766119500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 173, "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) |
---|