Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735220.7518 | 701723.3256 | 33497.4262 | 952515.0899 | 2936169.089 | -1983653.9991 |
Total P&L (%) | 735.2208 | 701.7233 | 33.4974 | 952.5151 | 2936.1691 | -1983.654 |
Avg Daily Profit (%) | 0.4055 | 0.387 | 0.0185 | 0.1299 | 0.1884 | 0 |
Buy And Hold Return (%) | 159.0433 | 159.0433 | 159.0433 | 159.0433 | 159.0433 | 159.0433 |
Max Trade Drawdown | -183193 | -108876 | -91339 | -6955820 | -4195345 | -2994626 |
Profit Factor | 2.5921 | 4.4235 | 1.1304 | 1.1044 | 1.6282 | 0.5543 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 33.3333 | 35.4839 | 31.25 | 33.3333 | 35.4839 | 31.25 |
Ratio Avg Win / Avg Loss | 5.1842 | 8.0427 | 2.4869 | 2.2088 | 2.9603 | 1.2194 |
Largest Winning Trade | 284316 | 284316 | 75569 | 4260333 | 4260333 | 767637 |
Largest Losing Trade | -47719 | -47719 | -42390 | -1497170 | -1266299 | -1497170 |
Avg Bars in Trades | 82 | 75 | 89 | 82 | 75 | 89 |
Avg Bars in Winners | 172 | 157 | 189 | 172 | 157 | 189 |
Avg Bars in Losers | 37 | 30 | 43 | 37 | 30 | 43 |
Bars Traded | 5191 | 2337 | 2854 | 5191 | 2337 | 2854 |
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 | -144691 | 340814 | -417220 | -282227 | 192101 | -586435 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607356800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759279946492, "expiration_time": 1763976960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "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": [ [ 735220.7517759867, 701723.3255660433, 33497.4262099436, 952515.0898795361, 2936169.0889727143, -1983653.9990931759 ], [ 735.220752, 701.723326, 33.497426, 952.51509, 2936.169089, -1983.653999 ], [ 0.405453, 0.38698, 0.018473, 0.129888, 0.188405, 0 ], [ 159.043289, 159.043289, 159.043289, 159.043289, 159.043289, 159.043289 ], [ -183193, -108876, -91339, -6955820, -4195345, -2994626 ], [ 2.592094, 4.423499, 1.13043, 1.104388, 1.628159, 0.554285 ], [ 63, 31, 32, 63, 31, 32 ], [ 21, 11, 10, 21, 11, 10 ], [ 42, 20, 22, 42, 20, 22 ], [ 33.333333, 35.483871, 31.25, 33.333333, 35.483871, 31.25 ], [ 5.184188, 8.042726, 2.486947, 2.208776, 2.960288, 1.219427 ], [ 284316, 284316, 75569, 4260333, 4260333, 767637 ], [ -47719, -47719, -42390, -1497170, -1266299, -1497170 ], [ 82, 75, 89, 82, 75, 89 ], [ 172, 157, 189, 172, 157, 189 ], [ 37, 30, 43, 37, 30, 43 ], [ 5191, 2337, 2854, 5191, 2337, 2854 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144691, 340814, -417220, -282227, 192101, -586435 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607356800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759279946492, "expiration_time": 1763976960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "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) |
---|