Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704179.8442 | 660346.0483 | 43833.7959 | 1165290.6824 | 1959147.426 | -793856.7436 |
Total P&L (%) | 704.1798 | 660.346 | 43.8338 | 1165.2907 | 1959.1474 | -793.8567 |
Avg Daily Profit (%) | 0.3893 | 0.365 | 0.0242 | 0.1404 | 0.1674 | 0 |
Buy And Hold Return (%) | 147.4949 | 147.4949 | 147.4949 | 147.4949 | 147.4949 | 147.4949 |
Max Trade Drawdown | -129289 | -64678 | -96650 | -2345049 | -1524575 | -1471159 |
Profit Factor | 2.4299 | 3.8864 | 1.1662 | 1.198 | 1.697 | 0.7417 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 32.5301 | 34.1463 | 30.9524 | 32.5301 | 34.1463 | 30.9524 |
Ratio Avg Win / Avg Loss | 5.0398 | 7.4952 | 2.6016 | 2.4848 | 3.2727 | 1.6547 |
Largest Winning Trade | 322284 | 322284 | 72367 | 1550063 | 1550063 | 700407 |
Largest Losing Trade | -32881 | -27451 | -32881 | -686459 | -296012 | -686459 |
Avg Bars in Trades | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Winners | 142 | 130 | 156 | 142 | 130 | 156 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 5197 | 2356 | 2841 | 5197 | 2356 | 2841 |
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 | 168475 | 305959 | -370201 | -14874 | 174403 | -585364 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5427, "evaluation_days": 1809, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758918439982, "expiration_time": 1763591328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 16, "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": [ [ 704179.8441661447, 660346.0482911657, 43833.7958749793, 1165290.6823709742, 1959147.4260135305, -793856.7436425562 ], [ 704.179844, 660.346048, 43.833796, 1165.290682, 1959.147426, -793.856744 ], [ 0.389265, 0.365034, 0.024231, 0.140391, 0.167353, 0 ], [ 147.494901, 147.494901, 147.494901, 147.494901, 147.494901, 147.494901 ], [ -129289, -64678, -96650, -2345049, -1524575, -1471159 ], [ 2.429897, 3.8864, 1.166232, 1.198013, 1.696959, 0.741745 ], [ 83, 41, 42, 83, 41, 42 ], [ 27, 14, 13, 27, 14, 13 ], [ 56, 27, 29, 56, 27, 29 ], [ 32.53012, 34.146341, 30.952381, 32.53012, 34.146341, 30.952381 ], [ 5.039786, 7.495201, 2.601594, 2.484768, 3.272707, 1.654661 ], [ 322284, 322284, 72367, 1550063, 1550063, 700407 ], [ -32881, -27451, -32881, -686459, -296012, -686459 ], [ 62, 57, 67, 62, 57, 67 ], [ 142, 130, 156, 142, 130, 156 ], [ 23, 19, 27, 23, 19, 27 ], [ 5197, 2356, 2841, 5197, 2356, 2841 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 168475, 305959, -370201, -14874, 174403, -585364 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5427, "evaluation_days": 1809, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758918439982, "expiration_time": 1763591328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 16, "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) |
---|