Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656957.0005 | 588228.9338 | 68728.0667 | 353974.4959 | 234659.4843 | 119315.0116 |
Total P&L (%) | 656.957 | 588.2289 | 68.7281 | 353.9745 | 234.6595 | 119.315 |
Avg Daily Profit (%) | 0.3616 | 0.3237 | 0.0378 | 0.0833 | 0.0665 | 0.0432 |
Buy And Hold Return (%) | 38.066 | 38.066 | 38.066 | 38.066 | 38.066 | 38.066 |
Max Trade Drawdown | -178300 | -94692 | -123443 | -251052 | -227215 | -144094 |
Profit Factor | 1.7617 | 2.2184 | 1.181 | 1.2209 | 1.267 | 1.165 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 59.1716 | 52.9412 | 65.4762 | 59.1716 | 52.9412 | 65.4762 |
Ratio Avg Win / Avg Loss | 1.2155 | 1.9719 | 0.6227 | 0.8425 | 1.1262 | 0.6143 |
Largest Winning Trade | 439300 | 439300 | 63586 | 113765 | 113765 | 85516 |
Largest Losing Trade | -56077 | -34742 | -56077 | -91644 | -77119 | -91644 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 20 | 25 | 15 | 20 | 25 | 15 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 3436 | 1966 | 1470 | 3436 | 1966 | 1470 |
Profit Streak | 22.419 | 44.919 | 0 | 22.419 | 44.919 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523718 | 526926 | -171431 | -80909 | -103491 | -176646 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1610755200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759615403944, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 177, "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": [ [ 656957.0004694635, 588228.9337500925, 68728.0667193708, 353974.4959289145, 234659.4843362333, 119315.0115926813 ], [ 656.957, 588.228934, 68.728067, 353.974496, 234.659484, 119.315012 ], [ 0.361561, 0.323736, 0.037825, 0.083297, 0.066502, 0.043231 ], [ 38.066038, 38.066038, 38.066038, 38.066038, 38.066038, 38.066038 ], [ -178300, -94692, -123443, -251052, -227215, -144094 ], [ 1.761658, 2.218369, 1.18099, 1.220943, 1.267002, 1.164974 ], [ 169, 85, 84, 169, 85, 84 ], [ 100, 45, 55, 100, 45, 55 ], [ 69, 40, 29, 69, 40, 29 ], [ 59.171598, 52.941176, 65.47619, 59.171598, 52.941176, 65.47619 ], [ 1.215544, 1.971883, 0.622704, 0.842451, 1.126224, 0.614259 ], [ 439300, 439300, 63586, 113765, 113765, 85516 ], [ -56077, -34742, -56077, -91644, -77119, -91644 ], [ 20, 23, 17, 20, 23, 17 ], [ 20, 25, 15, 20, 25, 15 ], [ 20, 20, 21, 20, 20, 21 ], [ 3436, 1966, 1470, 3436, 1966, 1470 ], [ 22.419027, 44.919027, 0, 22.419027, 44.919027, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 523718, 526926, -171431, -80909, -103491, -176646 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1610755200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759615403944, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 177, "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) |
---|