Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315026.1875 | 367913.6527 | -52887.4652 | -110370.4213 | 70455.1798 | -180825.601 |
Total P&L (%) | 315.0262 | 367.9137 | -52.8875 | -110.3704 | 70.4552 | -180.8256 |
Avg Daily Profit (%) | 0.1735 | 0.2027 | -0.0291 | 0 | 0.0294 | 0 |
Buy And Hold Return (%) | 153.632 | 153.632 | 153.632 | 153.632 | 153.632 | 153.632 |
Max Trade Drawdown | -245741 | -118694 | -133423 | -183730 | -6883 | -6998 |
Profit Factor | 1.4662 | 2.1829 | 0.855 | 0.4661 | 6.4046 | 0.0665 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 18 | 22 | 31 | 19 | 12 |
Losing Trades | 31 | 18 | 13 | 40 | 17 | 23 |
Profitability (%) | 56.338 | 50 | 62.8571 | 43.662 | 52.7778 | 34.2857 |
Ratio Avg Win / Avg Loss | 1.1363 | 2.1829 | 0.5052 | 0.6015 | 5.7305 | 0.1274 |
Largest Winning Trade | 122644 | 122644 | 36642 | 71213 | 71213 | 8773 |
Largest Losing Trade | -107311 | -51866 | -107311 | -183730 | -3070 | -183730 |
Avg Bars in Trades | 73 | 96 | 49 | 73 | 96 | 49 |
Avg Bars in Winners | 86 | 114 | 63 | 57 | 78 | 25 |
Avg Bars in Losers | 56 | 77 | 27 | 85 | 116 | 62 |
Bars Traded | 5214 | 3467 | 1747 | 5214 | 3467 | 1747 |
Profit Streak | 135.8626 | 135.8626 | 526.8626 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86852 | 305931 | -577699 | -674520 | -310244 | -586898 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5446, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606982400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466526541, "expiration_time": 1764154944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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": [ [ 315026.1874952538, 367913.6526553463, -52887.4651600927, -110370.4212707777, 70455.1797517794, -180825.6010225571 ], [ 315.026187, 367.913653, -52.887465, -110.370421, 70.45518, -180.825601 ], [ 0.173537, 0.20267, -0.029134, 0, 0.029382, 0 ], [ 153.631961, 153.631961, 153.631961, 153.631961, 153.631961, 153.631961 ], [ -245741, -118694, -133423, -183730, -6883, -6998 ], [ 1.466241, 2.182875, 0.854959, 0.466128, 6.404634, 0.066464 ], [ 71, 36, 35, 71, 36, 35 ], [ 40, 18, 22, 31, 19, 12 ], [ 31, 18, 13, 40, 17, 23 ], [ 56.338028, 50, 62.857143, 43.661972, 52.777778, 34.285714 ], [ 1.136337, 2.182875, 0.505203, 0.601456, 5.730462, 0.12739 ], [ 122644, 122644, 36642, 71213, 71213, 8773 ], [ -107311, -51866, -107311, -183730, -3070, -183730 ], [ 73, 96, 49, 73, 96, 49 ], [ 86, 114, 63, 57, 78, 25 ], [ 56, 77, 27, 85, 116, 62 ], [ 5214, 3467, 1747, 5214, 3467, 1747 ], [ 135.862576, 135.862576, 526.862576, 0, 0, 0 ], [ 4, 2, 8, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86852, 305931, -577699, -674520, -310244, -586898 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5446, "evaluation_days": 1815.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606982400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759466526541, "expiration_time": 1764154944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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) |
---|