Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881617.7809 | 788391.7656 | 93226.0153 | 2747589.3135 | 1370285.6252 | 1377303.6882 |
Total P&L (%) | 881.6178 | 788.3918 | 93.226 | 2747.5893 | 1370.2856 | 1377.3037 |
Avg Daily Profit (%) | 0.488 | 0.4364 | 0.0516 | 0.1855 | 0.1489 | 0.1492 |
Buy And Hold Return (%) | 253.0833 | 253.0833 | 253.0833 | 253.0833 | 253.0833 | 253.0833 |
Max Trade Drawdown | -88847 | -76997 | -43252 | -1830286 | -1732613 | -1183708 |
Profit Factor | 2.5604 | 3.4733 | 1.3786 | 1.3256 | 1.287 | 1.3759 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 42.2222 | 35.5556 | 48.8889 | 42.2222 | 35.5556 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.5037 | 6.2953 | 1.4413 | 1.814 | 2.3327 | 1.4385 |
Largest Winning Trade | 286635 | 286635 | 66816 | 1917914 | 1917914 | 1028531 |
Largest Losing Trade | -32209 | -32209 | -23274 | -950497 | -731581 | -950497 |
Avg Bars in Trades | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Winners | 128 | 147 | 114 | 128 | 147 | 114 |
Avg Bars in Losers | 41 | 34 | 50 | 41 | 34 | 50 |
Bars Traded | 7040 | 3354 | 3686 | 7040 | 3354 | 3686 |
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 | 356930 | 293085 | -289587 | 233318 | 22854 | 202422 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1603044000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758975017984, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 20, "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": [ [ 881617.7809337592, 788391.765648079, 93226.01528568, 2747589.3134821123, 1370285.6252329587, 1377303.6882491538 ], [ 881.617781, 788.391766, 93.226015, 2747.589313, 1370.285625, 1377.303688 ], [ 0.487958, 0.436359, 0.051599, 0.185536, 0.148888, 0.149152 ], [ 253.083295, 253.083295, 253.083295, 253.083295, 253.083295, 253.083295 ], [ -88847, -76997, -43252, -1830286, -1732613, -1183708 ], [ 2.560381, 3.47328, 1.378601, 1.325607, 1.286994, 1.375927 ], [ 90, 45, 45, 90, 45, 45 ], [ 38, 16, 22, 38, 16, 22 ], [ 52, 29, 23, 52, 29, 23 ], [ 42.222222, 35.555556, 48.888889, 42.222222, 35.555556, 48.888889 ], [ 3.503679, 6.295319, 1.441265, 1.813988, 2.332677, 1.438469 ], [ 286635, 286635, 66816, 1917914, 1917914, 1028531 ], [ -32209, -32209, -23274, -950497, -731581, -950497 ], [ 78, 74, 81, 78, 74, 81 ], [ 128, 147, 114, 128, 147, 114 ], [ 41, 34, 50, 41, 34, 50 ], [ 7040, 3354, 3686, 7040, 3354, 3686 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356930, 293085, -289587, 233318, 22854, 202422 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1603044000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758975017984, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 20, "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) |
---|