Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96210.2642 | 35879.827 | 60330.4372 | 103996.842 | 36956.3888 | 67040.4531 |
Total P&L (%) | 96.2103 | 35.8798 | 60.3304 | 103.9968 | 36.9564 | 67.0405 |
Avg Daily Profit (%) | 0.3694 | 0.1378 | 0.2317 | 0.2741 | 0.1208 | 0.1972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58071 | -36789 | -26996 | -75772 | -47870 | -34879 |
Profit Factor | 1.4196 | 1.2926 | 1.5657 | 1.3269 | 1.2165 | 1.4547 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 42.0168 | 37.2881 | 46.6667 | 42.0168 | 37.2881 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.959 | 2.1738 | 1.7893 | 1.8311 | 2.0459 | 1.6625 |
Largest Winning Trade | 24353 | 24353 | 23222 | 30539 | 30539 | 27638 |
Largest Losing Trade | -14235 | -14235 | -10505 | -17189 | -17189 | -15686 |
Avg Bars in Trades | 206 | 203 | 210 | 206 | 203 | 210 |
Avg Bars in Winners | 309 | 318 | 302 | 309 | 318 | 302 |
Avg Bars in Losers | 132 | 134 | 129 | 132 | 134 | 129 |
Bars Traded | 24605 | 11985 | 12620 | 24605 | 11985 | 12620 |
Profit Streak | 10.3102 | 10.3102 | 13.5185 | 10.3102 | 10.3102 | 13.5185 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300554 | -193183 | -160728 | 250833 | -216140 | -161254 |
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736561700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758792401058, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 150, "offset": 211 } }, "second_band": { "type": "dema", "factors": { "length": 227, "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": [ [ 96210.2641843775, 35879.8269697621, 60330.4372146154, 103996.8419939399, 36956.3888484725, 67040.4531454674 ], [ 96.210264, 35.879827, 60.330437, 103.996842, 36.956389, 67.040453 ], [ 0.369443, 0.137777, 0.231666, 0.274138, 0.120836, 0.197209 ], [ 10, 10, 10, 10, 10, 10 ], [ -58071, -36789, -26996, -75772, -47870, -34879 ], [ 1.419587, 1.292553, 1.565665, 1.326879, 1.216501, 1.454659 ], [ 119, 59, 60, 119, 59, 60 ], [ 50, 22, 28, 50, 22, 28 ], [ 69, 37, 32, 69, 37, 32 ], [ 42.016807, 37.288136, 46.666667, 42.016807, 37.288136, 46.666667 ], [ 1.95903, 2.17384, 1.789332, 1.831093, 2.045933, 1.662468 ], [ 24353, 24353, 23222, 30539, 30539, 27638 ], [ -14235, -14235, -10505, -17189, -17189, -15686 ], [ 206, 203, 210, 206, 203, 210 ], [ 309, 318, 302, 309, 318, 302 ], [ 132, 134, 129, 132, 134, 129 ], [ 24605, 11985, 12620, 24605, 11985, 12620 ], [ 10.310197, 10.310197, 13.518531, 10.310197, 10.310197, 13.518531 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300554, -193183, -160728, 250833, -216140, -161254 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736561700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758792401058, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 150, "offset": 211 } }, "second_band": { "type": "dema", "factors": { "length": 227, "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) |
---|