Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173421.6959 | 79045.0289 | 94376.667 | 219999.0952 | 109747.659 | 110251.4362 |
Total P&L (%) | 173.4217 | 79.045 | 94.3767 | 219.9991 | 109.7477 | 110.2514 |
Avg Daily Profit (%) | 0.333 | 0.1518 | 0.1812 | 0.2236 | 0.1423 | 0.1428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86843 | -45203 | -58402 | -91608 | -59477 | -56211 |
Profit Factor | 1.531 | 1.429 | 1.6631 | 1.5221 | 1.4779 | 1.5751 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 58.7719 | 54.386 | 63.1579 | 58.7719 | 54.386 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.074 | 1.1985 | 0.9701 | 1.0677 | 1.2395 | 0.9188 |
Largest Winning Trade | 27238 | 27238 | 23042 | 42753 | 42753 | 35328 |
Largest Losing Trade | -35015 | -27435 | -35015 | -40040 | -32122 | -40040 |
Avg Bars in Trades | 215 | 234 | 195 | 215 | 234 | 195 |
Avg Bars in Winners | 173 | 188 | 160 | 173 | 188 | 160 |
Avg Bars in Losers | 274 | 289 | 256 | 274 | 289 | 256 |
Bars Traded | 24519 | 13361 | 11158 | 24519 | 13361 | 11158 |
Profit Streak | 8.7089 | 20.438 | 8.7089 | 8.7089 | 20.438 | 8.7089 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440794 | -170914 | -170415 | 405172 | -180866 | -180578 |
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 207, "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": [ [ 173421.6959171942, 79045.0289120326, 94376.6670051615, 219999.0952476551, 109747.659038494, 110251.436209161 ], [ 173.421696, 79.045029, 94.376667, 219.999095, 109.747659, 110.251436 ], [ 0.332972, 0.151767, 0.181204, 0.223575, 0.142323, 0.142784 ], [ 10, 10, 10, 10, 10, 10 ], [ -86843, -45203, -58402, -91608, -59477, -56211 ], [ 1.531011, 1.429005, 1.663058, 1.522095, 1.477868, 1.575075 ], [ 114, 57, 57, 114, 57, 57 ], [ 67, 31, 36, 67, 31, 36 ], [ 47, 26, 21, 47, 26, 21 ], [ 58.77193, 54.385965, 63.157895, 58.77193, 54.385965, 63.157895 ], [ 1.073993, 1.19852, 0.970117, 1.067738, 1.239502, 0.918794 ], [ 27238, 27238, 23042, 42753, 42753, 35328 ], [ -35015, -27435, -35015, -40040, -32122, -40040 ], [ 215, 234, 195, 215, 234, 195 ], [ 173, 188, 160, 173, 188, 160 ], [ 274, 289, 256, 274, 289, 256 ], [ 24519, 13361, 11158, 24519, 13361, 11158 ], [ 8.708867, 20.438034, 8.708867, 8.708867, 20.438034, 8.708867 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440794, -170914, -170415, 405172, -180866, -180578 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714098600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758799846135, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 207, "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) |
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