Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493596.7544 | 518408.497 | -24811.7426 | 128619.598 | 1339973.4758 | -1211353.8778 |
Total P&L (%) | 493.5968 | 518.4085 | -24.8117 | 128.6196 | 1339.9735 | -1211.3539 |
Avg Daily Profit (%) | 0.2732 | 0.2869 | -0.0137 | 0.0458 | 0.1477 | 0 |
Buy And Hold Return (%) | 184.193 | 184.193 | 184.193 | 184.193 | 184.193 | 184.193 |
Max Trade Drawdown | -175735 | -83598 | -135581 | -1166629 | -513802 | -1295207 |
Profit Factor | 1.9385 | 3.1643 | 0.9134 | 1.0389 | 1.9558 | 0.3652 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3693 | 4.138 | 1.0439 | 1.2697 | 2.5576 | 0.4173 |
Largest Winning Trade | 312190 | 312190 | 64676 | 960690 | 960690 | 124144 |
Largest Losing Trade | -45880 | -40967 | -45880 | -443488 | -370762 | -443488 |
Avg Bars in Trades | 116 | 101 | 132 | 116 | 101 | 132 |
Avg Bars in Winners | 146 | 104 | 185 | 146 | 104 | 185 |
Avg Bars in Losers | 92 | 98 | 86 | 92 | 98 | 86 |
Bars Traded | 7013 | 3030 | 3983 | 7013 | 3030 | 3983 |
Profit Streak | 10.8768 | 31.3768 | 10.8768 | 10.8768 | 31.3768 | 10.8768 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165816 | 340276 | -579811 | -649680 | 223354 | -581477 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606802400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758877357001, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 117, "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": [ [ 493596.7544031929, 518408.4969666108, -24811.7425634178, 128619.5979993361, 1339973.4758440014, -1211353.8778446652 ], [ 493.596754, 518.408497, -24.811743, 128.619598, 1339.973476, -1211.353878 ], [ 0.273196, 0.286929, -0.013733, 0.045777, 0.147734, 0 ], [ 184.192981, 184.192981, 184.192981, 184.192981, 184.192981, 184.192981 ], [ -175735, -83598, -135581, -1166629, -513802, -1295207 ], [ 1.938519, 3.164335, 0.913369, 1.038858, 1.955844, 0.36515 ], [ 60, 30, 30, 60, 30, 30 ], [ 27, 13, 14, 27, 13, 14 ], [ 33, 17, 16, 33, 17, 16 ], [ 45, 43.333333, 46.666667, 45, 43.333333, 46.666667 ], [ 2.369301, 4.137977, 1.043851, 1.269716, 2.557642, 0.417315 ], [ 312190, 312190, 64676, 960690, 960690, 124144 ], [ -45880, -40967, -45880, -443488, -370762, -443488 ], [ 116, 101, 132, 116, 101, 132 ], [ 146, 104, 185, 146, 104, 185 ], [ 92, 98, 86, 92, 98, 86 ], [ 7013, 3030, 3983, 7013, 3030, 3983 ], [ 10.876817, 31.376817, 10.876817, 10.876817, 31.376817, 10.876817 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165816, 340276, -579811, -649680, 223354, -581477 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606802400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758877357001, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 117, "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) |
---|