Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452502.1414 | 427811.4477 | 24690.6937 | -90924.3682 | 427274.9941 | -518199.3623 |
Total P&L (%) | 452.5021 | 427.8114 | 24.6907 | -90.9244 | 427.275 | -518.1994 |
Avg Daily Profit (%) | 0.2488 | 0.2352 | 0.0136 | -0.1318 | 0.0914 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153037 | -76474 | -141527 | -726224 | -190435 | -598177 |
Profit Factor | 1.8089 | 2.9999 | 1.0715 | 0.9141 | 2.486 | 0.3275 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 60.5263 | 52.6316 | 68.4211 | 60.5263 | 52.6316 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.1798 | 2.7 | 0.4945 | 0.5961 | 2.2374 | 0.1512 |
Largest Winning Trade | 349050 | 349050 | 68149 | 567033 | 567033 | 40472 |
Largest Losing Trade | -96727 | -54544 | -96727 | -296642 | -122844 | -296642 |
Avg Bars in Trades | 43 | 46 | 41 | 43 | 46 | 41 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 55 | 60 | 48 | 55 | 60 | 48 |
Bars Traded | 3340 | 1768 | 1572 | 3340 | 1768 | 1572 |
Profit Streak | 8.5665 | 32.5665 | 0 | 8.5665 | 32.5665 | 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 | -41106 | 523680 | -319643 | -632242 | -65251 | -578377 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1612828800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759757742112, "expiration_time": 1764466848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 45, "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": [ [ 452502.141445357, 427811.4477157377, 24690.6937296193, -90924.3682332253, 427274.9940553617, -518199.3622885868 ], [ 452.502141, 427.811448, 24.690694, -90.924368, 427.274994, -518.199362 ], [ 0.248764, 0.23519, 0.013574, -0.13183, 0.091441, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -153037, -76474, -141527, -726224, -190435, -598177 ], [ 1.808949, 2.999945, 1.071472, 0.914068, 2.48601, 0.327504 ], [ 76, 38, 38, 76, 38, 38 ], [ 46, 20, 26, 46, 20, 26 ], [ 30, 18, 12, 30, 18, 12 ], [ 60.526316, 52.631579, 68.421053, 60.526316, 52.631579, 68.421053 ], [ 1.17975, 2.699951, 0.494526, 0.596131, 2.237409, 0.151156 ], [ 349050, 349050, 68149, 567033, 567033, 40472 ], [ -96727, -54544, -96727, -296642, -122844, -296642 ], [ 43, 46, 41, 43, 46, 41 ], [ 36, 34, 38, 36, 34, 38 ], [ 55, 60, 48, 55, 60, 48 ], [ 3340, 1768, 1572, 3340, 1768, 1572 ], [ 8.56646, 32.56646, 0, 8.56646, 32.56646, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -41106, 523680, -319643, -632242, -65251, -578377 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1612828800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759757742112, "expiration_time": 1764466848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 45, "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) |
---|