Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730201.9879 | 706941.5752 | 23260.4126 | 553961.1512 | 590152.9249 | -36191.7738 |
Total P&L (%) | 730.202 | 706.9416 | 23.2604 | 553.9612 | 590.1529 | -36.1918 |
Avg Daily Profit (%) | 0.4019 | 0.3891 | 0.0128 | 0.1034 | 0.1064 | -0.0247 |
Buy And Hold Return (%) | 231.7778 | 231.7778 | 231.7778 | 231.7778 | 231.7778 | 231.7778 |
Max Trade Drawdown | -129264 | -97901 | -81966 | -1030447 | -924706 | -420010 |
Profit Factor | 2.1117 | 3.1051 | 1.0725 | 1.1501 | 1.2972 | 0.9788 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 44.3396 | 39.6226 | 49.0566 | 44.3396 | 39.6226 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.6508 | 4.7315 | 1.1137 | 1.4437 | 1.9767 | 1.0164 |
Largest Winning Trade | 302582 | 302582 | 65292 | 713517 | 713517 | 303212 |
Largest Losing Trade | -41765 | -41765 | -29176 | -334202 | -334202 | -249689 |
Avg Bars in Trades | 66 | 60 | 72 | 66 | 60 | 72 |
Avg Bars in Winners | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Losers | 38 | 34 | 42 | 38 | 34 | 42 |
Bars Traded | 7039 | 3210 | 3829 | 7039 | 3210 | 3829 |
Profit Streak | 23.4091 | 29.1591 | 0 | 23.4091 | 29.1591 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339407 | -171030 | -662761 | -115651 | -236447 | -759533 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7268, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759614547354, "expiration_time": 1764310464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "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": [ [ 730201.987884178, 706941.5752460656, 23260.4126381125, 553961.1511552824, 590152.9249258909, -36191.7737706087 ], [ 730.201988, 706.941575, 23.260413, 553.961151, 590.152925, -36.191774 ], [ 0.401872, 0.389071, 0.012802, 0.103404, 0.106372, -0.024724 ], [ 231.777828, 231.777828, 231.777828, 231.777828, 231.777828, 231.777828 ], [ -129264, -97901, -81966, -1030447, -924706, -420010 ], [ 2.111665, 3.105053, 1.072457, 1.15005, 1.29724, 0.978791 ], [ 106, 53, 53, 106, 53, 53 ], [ 47, 21, 26, 47, 21, 26 ], [ 59, 32, 27, 59, 32, 27 ], [ 44.339623, 39.622642, 49.056604, 44.339623, 39.622642, 49.056604 ], [ 2.650813, 4.731509, 1.113705, 1.443679, 1.976746, 1.016436 ], [ 302582, 302582, 65292, 713517, 713517, 303212 ], [ -41765, -41765, -29176, -334202, -334202, -249689 ], [ 66, 60, 72, 66, 60, 72 ], [ 101, 99, 103, 101, 99, 103 ], [ 38, 34, 42, 38, 34, 42 ], [ 7039, 3210, 3829, 7039, 3210, 3829 ], [ 23.409113, 29.159113, 0, 23.409113, 29.159113, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339407, -171030, -662761, -115651, -236447, -759533 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7268, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759614547354, "expiration_time": 1764310464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "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) |
---|