Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73242.0619 | 22762.2606 | 50479.8013 | 60912.3848 | 31593.4575 | 29318.9273 |
Total P&L (%) | 73.2421 | 22.7623 | 50.4798 | 60.9124 | 31.5935 | 29.3189 |
Avg Daily Profit (%) | 0.2812 | 0.0874 | 0.1938 | 0.1828 | 0.1055 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42152 | -25573 | -20475 | -53019 | -24438 | -37948 |
Profit Factor | 1.4378 | 1.2188 | 1.7976 | 1.2815 | 1.2515 | 1.3231 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.3479 | 1.1426 | 1.6852 | 1.2014 | 1.1732 | 1.2404 |
Largest Winning Trade | 28528 | 26586 | 28528 | 30462 | 30462 | 23794 |
Largest Losing Trade | -14835 | -14461 | -14835 | -31737 | -19529 | -31737 |
Avg Bars in Trades | 386 | 424 | 349 | 386 | 424 | 349 |
Avg Bars in Winners | 469 | 465 | 472 | 469 | 465 | 472 |
Avg Bars in Losers | 299 | 380 | 217 | 299 | 380 | 217 |
Bars Traded | 23987 | 13158 | 10829 | 23987 | 13158 | 10829 |
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 | -150445 | -82950 | 304211 | -152846 | -56574 | -65275 |
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736829000000, "first_datapoint_time": 1736888400000, "last_datapoint_time": 1759328100000, "evaluation_time": 1759328704210, "expiration_time": 1765808100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "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": [ [ 73242.061911187, 22762.2606061686, 50479.8013050184, 60912.3847762854, 31593.4575027129, 29318.9272735725 ], [ 73.242062, 22.762261, 50.479801, 60.912385, 31.593458, 29.318927 ], [ 0.281246, 0.087406, 0.19384, 0.182829, 0.10548, 0.098778 ], [ 10, 10, 10, 10, 10, 10 ], [ -42152, -25573, -20475, -53019, -24438, -37948 ], [ 1.437755, 1.21882, 1.79759, 1.281503, 1.251459, 1.323102 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 16, 16, 32, 16, 16 ], [ 30, 15, 15, 30, 15, 15 ], [ 51.612903, 51.612903, 51.612903, 51.612903, 51.612903, 51.612903 ], [ 1.347895, 1.142644, 1.685241, 1.201409, 1.173243, 1.240408 ], [ 28528, 26586, 28528, 30462, 30462, 23794 ], [ -14835, -14461, -14835, -31737, -19529, -31737 ], [ 386, 424, 349, 386, 424, 349 ], [ 469, 465, 472, 469, 465, 472 ], [ 299, 380, 217, 299, 380, 217 ], [ 23987, 13158, 10829, 23987, 13158, 10829 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150445, -82950, 304211, -152846, -56574, -65275 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736829000000, "first_datapoint_time": 1736888400000, "last_datapoint_time": 1759328100000, "evaluation_time": 1759328704210, "expiration_time": 1765808100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "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) |
---|