Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169143.9129 | 72626.8567 | 96517.0562 | 205149.8459 | 51332.5456 | 153817.3003 |
Total P&L (%) | 169.1439 | 72.6269 | 96.5171 | 205.1498 | 51.3325 | 153.8173 |
Avg Daily Profit (%) | 0.3248 | 0.1394 | 0.1853 | 0.2144 | 0.0796 | 0.179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61471 | -51703 | -43735 | -287722 | -199517 | -182241 |
Profit Factor | 1.3814 | 1.2966 | 1.486 | 1.1454 | 1.0651 | 1.2475 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 73 | 30 | 43 | 73 | 30 | 43 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 42.1965 | 34.8837 | 49.4253 | 42.1965 | 34.8837 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.8923 | 2.4203 | 1.5205 | 1.5691 | 1.9881 | 1.2766 |
Largest Winning Trade | 33957 | 29681 | 33957 | 99021 | 99021 | 77202 |
Largest Losing Trade | -12531 | -12531 | -12069 | -52167 | -52167 | -51448 |
Avg Bars in Trades | 141 | 136 | 147 | 141 | 136 | 147 |
Avg Bars in Winners | 209 | 222 | 200 | 209 | 222 | 200 |
Avg Bars in Losers | 92 | 90 | 95 | 92 | 90 | 95 |
Bars Traded | 24554 | 11753 | 12800 | 24554 | 11753 | 12800 |
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 | 276570 | -12478 | 313678 | -54378 | -242574 | 219277 |
{ "trading_pair": "NEAR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714672800000, "first_datapoint_time": 1714987800000, "last_datapoint_time": 1759671000000, "evaluation_time": 1759672030737, "expiration_time": 1766151000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "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": [ [ 169143.9128740099, 72626.8566608486, 96517.0562131611, 205149.8458575864, 51332.545588487, 153817.3002690992 ], [ 169.143913, 72.626857, 96.517056, 205.149846, 51.332546, 153.8173 ], [ 0.324758, 0.139444, 0.185314, 0.214432, 0.07958, 0.178999 ], [ 10, 10, 10, 10, 10, 10 ], [ -61471, -51703, -43735, -287722, -199517, -182241 ], [ 1.381408, 1.296591, 1.485987, 1.145446, 1.065052, 1.247539 ], [ 173, 86, 87, 173, 86, 87 ], [ 73, 30, 43, 73, 30, 43 ], [ 100, 56, 44, 100, 56, 44 ], [ 42.196532, 34.883721, 49.425287, 42.196532, 34.883721, 49.425287 ], [ 1.89234, 2.420304, 1.520544, 1.569104, 1.988097, 1.276552 ], [ 33957, 29681, 33957, 99021, 99021, 77202 ], [ -12531, -12531, -12069, -52167, -52167, -51448 ], [ 141, 136, 147, 141, 136, 147 ], [ 209, 222, 200, 209, 222, 200 ], [ 92, 90, 95, 92, 90, 95 ], [ 24554, 11753, 12800, 24554, 11753, 12800 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 276570, -12478, 313678, -54378, -242574, 219277 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714672800000, "first_datapoint_time": 1714987800000, "last_datapoint_time": 1759671000000, "evaluation_time": 1759672030737, "expiration_time": 1766151000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 87, "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) |
---|