Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776410.2882 | 712710.044 | 63700.2442 | 1493656.9438 | 1497873.4165 | -4216.4727 |
Total P&L (%) | 776.4103 | 712.71 | 63.7002 | 1493.6569 | 1497.8734 | -4.2165 |
Avg Daily Profit (%) | 0.4297 | 0.3945 | 0.0353 | 0.1534 | 0.1535 | -0.0024 |
Buy And Hold Return (%) | 236.8456 | 236.8456 | 236.8456 | 236.8456 | 236.8456 | 236.8456 |
Max Trade Drawdown | -107399 | -85437 | -80357 | -2472965 | -1890441 | -826094 |
Profit Factor | 2.1088 | 3.1136 | 1.1755 | 1.1905 | 1.3744 | 0.9989 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 52.9032 | 50.6494 | 55.1282 | 52.9032 | 50.6494 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.8774 | 3.0338 | 0.9568 | 1.0598 | 1.3392 | 0.8131 |
Largest Winning Trade | 273328 | 273328 | 73185 | 1732766 | 1732766 | 815858 |
Largest Losing Trade | -36647 | -36647 | -32887 | -640835 | -640835 | -571965 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 7059 | 3328 | 3731 | 7059 | 3328 | 3731 |
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 | 444100 | -29327 | -374536 | -2632 | -34145 | -614571 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604988000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873759086, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 776410.2881592917, 712710.0439687137, 63700.2441905772, 1493656.9437626929, 1497873.416481771, -4216.472719078 ], [ 776.410288, 712.710044, 63.700244, 1493.656944, 1497.873416, -4.216473 ], [ 0.429728, 0.394471, 0.035257, 0.153355, 0.153501, -0.002384 ], [ 236.845571, 236.845571, 236.845571, 236.845571, 236.845571, 236.845571 ], [ -107399, -85437, -80357, -2472965, -1890441, -826094 ], [ 2.10883, 3.113634, 1.175478, 1.190481, 1.374448, 0.998902 ], [ 155, 77, 78, 155, 77, 78 ], [ 82, 39, 43, 82, 39, 43 ], [ 73, 38, 35, 73, 38, 35 ], [ 52.903226, 50.649351, 55.128205, 52.903226, 50.649351, 55.128205 ], [ 1.877373, 3.033797, 0.956784, 1.059819, 1.339205, 0.81306 ], [ 273328, 273328, 73185, 1732766, 1732766, 815858 ], [ -36647, -36647, -32887, -640835, -640835, -571965 ], [ 45, 43, 47, 45, 43, 47 ], [ 61, 62, 60, 61, 62, 60 ], [ 27, 23, 32, 27, 23, 32 ], [ 7059, 3328, 3731, 7059, 3328, 3731 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444100, -29327, -374536, -2632, -34145, -614571 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604988000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758873759086, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|