Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124170.4224 | 50611.7959 | 73558.6266 | 159270.2686 | 94014.7989 | 65255.4697 |
Total P&L (%) | 124.1704 | 50.6118 | 73.5586 | 159.2703 | 94.0148 | 65.2555 |
Avg Daily Profit (%) | 0.4768 | 0.1943 | 0.2825 | 0.3665 | 0.2548 | 0.1931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34284 | -38534 | -23251 | -42133 | -39522 | -47041 |
Profit Factor | 1.4678 | 1.3569 | 1.5952 | 1.4334 | 1.4995 | 1.364 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.5 | 45 | 50 | 47.5 | 45 | 50 |
Ratio Avg Win / Avg Loss | 1.6224 | 1.6584 | 1.5952 | 1.5843 | 1.8327 | 1.364 |
Largest Winning Trade | 28259 | 28259 | 17026 | 32233 | 32233 | 22207 |
Largest Losing Trade | -16678 | -16678 | -11457 | -18088 | -14699 | -18088 |
Avg Bars in Trades | 204 | 216 | 193 | 204 | 216 | 193 |
Avg Bars in Winners | 278 | 296 | 262 | 278 | 296 | 262 |
Avg Bars in Losers | 138 | 150 | 124 | 138 | 150 | 124 |
Bars Traded | 24575 | 12965 | 11610 | 24575 | 12965 | 11610 |
Profit Streak | 13.5694 | 13.5694 | 14.309 | 13.5694 | 13.5694 | 14.309 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419680 | -164095 | -158176 | 378158 | -161415 | -161780 |
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736367300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758981294060, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.68362 } }, "second_band": { "type": "ema", "factors": { "length": 156, "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": [ [ 124170.4224478888, 50611.7958667497, 73558.6265811391, 159270.268602488, 94014.7989126714, 65255.4696898167 ], [ 124.170422, 50.611796, 73.558627, 159.270269, 94.014799, 65.25547 ], [ 0.476808, 0.194347, 0.282462, 0.366502, 0.254822, 0.193075 ], [ 10, 10, 10, 10, 10, 10 ], [ -34284, -38534, -23251, -42133, -39522, -47041 ], [ 1.467844, 1.356885, 1.595161, 1.433383, 1.499461, 1.364003 ], [ 120, 60, 60, 120, 60, 60 ], [ 57, 27, 30, 57, 27, 30 ], [ 63, 33, 30, 63, 33, 30 ], [ 47.5, 45, 50, 47.5, 45, 50 ], [ 1.622354, 1.658416, 1.595161, 1.584266, 1.832674, 1.364003 ], [ 28259, 28259, 17026, 32233, 32233, 22207 ], [ -16678, -16678, -11457, -18088, -14699, -18088 ], [ 204, 216, 193, 204, 216, 193 ], [ 278, 296, 262, 278, 296, 262 ], [ 138, 150, 124, 138, 150, 124 ], [ 24575, 12965, 11610, 24575, 12965, 11610 ], [ 13.569376, 13.569376, 14.308959, 13.569376, 13.569376, 14.308959 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419680, -164095, -158176, 378158, -161415, -161780 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736367300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758981294060, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.68362 } }, "second_band": { "type": "ema", "factors": { "length": 156, "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) |
---|