Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740769.5614 | 757937.8731 | -17168.3117 | 19822.6245 | 218651.5754 | -198828.9509 |
Total P&L (%) | 740.7696 | 757.9379 | -17.1683 | 19.8226 | 218.6516 | -198.829 |
Avg Daily Profit (%) | 0.4096 | 0.4191 | -0.0095 | 0.01 | 0.0641 | 0 |
Buy And Hold Return (%) | 136.5099 | 136.5099 | 136.5099 | 136.5099 | 136.5099 | 136.5099 |
Max Trade Drawdown | -192952 | -147257 | -116374 | -517828 | -345108 | -397287 |
Profit Factor | 1.9532 | 2.5 | 0.9368 | 1.0105 | 1.184 | 0.7166 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 61.165 | 54.902 | 67.3077 | 61.165 | 54.902 | 67.3077 |
Ratio Avg Win / Avg Loss | 1.2401 | 2.0536 | 0.455 | 0.6416 | 0.9725 | 0.3481 |
Largest Winning Trade | 325962 | 325962 | 17084 | 380589 | 380589 | 64759 |
Largest Losing Trade | -77612 | -77612 | -53761 | -267776 | -198231 | -267776 |
Avg Bars in Trades | 50 | 88 | 12 | 50 | 88 | 12 |
Avg Bars in Winners | 37 | 70 | 10 | 37 | 70 | 10 |
Avg Bars in Losers | 70 | 109 | 17 | 70 | 109 | 17 |
Bars Traded | 5151 | 4495 | 656 | 5151 | 4495 | 656 |
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 | 471630 | -165709 | -758311 | -554186 | -316140 | -758311 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5425, "evaluation_days": 1808.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606982400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758862246162, "expiration_time": 1763532000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 152, "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": [ [ 740769.5614045878, 757937.8730700491, -17168.3116654609, 19822.6245005958, 218651.5753550249, -198828.9508544289 ], [ 740.769561, 757.937873, -17.168312, 19.822625, 218.651575, -198.828951 ], [ 0.409643, 0.419137, -0.009494, 0.010001, 0.064109, 0 ], [ 136.509858, 136.509858, 136.509858, 136.509858, 136.509858, 136.509858 ], [ -192952, -147257, -116374, -517828, -345108, -397287 ], [ 1.953225, 2.499983, 0.93684, 1.010487, 1.18395, 0.716594 ], [ 103, 51, 52, 103, 51, 52 ], [ 63, 28, 35, 63, 28, 35 ], [ 40, 23, 17, 40, 23, 17 ], [ 61.165049, 54.901961, 67.307692, 61.165049, 54.901961, 67.307692 ], [ 1.240143, 2.053558, 0.455036, 0.641579, 0.97253, 0.34806 ], [ 325962, 325962, 17084, 380589, 380589, 64759 ], [ -77612, -77612, -53761, -267776, -198231, -267776 ], [ 50, 88, 12, 50, 88, 12 ], [ 37, 70, 10, 37, 70, 10 ], [ 70, 109, 17, 70, 109, 17 ], [ 5151, 4495, 656, 5151, 4495, 656 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471630, -165709, -758311, -554186, -316140, -758311 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5425, "evaluation_days": 1808.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606982400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758862246162, "expiration_time": 1763532000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 152, "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) |
---|