Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622437.0976 | 571732.5336 | 50704.564 | 12393.2642 | 167738.3625 | -155345.0983 |
Total P&L (%) | 622.4371 | 571.7325 | 50.7046 | 12.3933 | 167.7384 | -155.3451 |
Avg Daily Profit (%) | 0.3445 | 0.3164 | 0.0281 | 0.0065 | 0.0545 | 0 |
Buy And Hold Return (%) | 25.9852 | 25.9852 | 25.9852 | 25.9852 | 25.9852 | 25.9852 |
Max Trade Drawdown | -159682 | -88048 | -95216 | -140689 | -63577 | -154133 |
Profit Factor | 1.6817 | 2.1464 | 1.1224 | 1.0174 | 1.5815 | 0.6331 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 58.2278 | 56.962 | 59.4937 | 58.2278 | 56.962 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.2065 | 1.6217 | 0.7642 | 0.7299 | 1.1949 | 0.4311 |
Largest Winning Trade | 376930 | 376930 | 59528 | 74857 | 74857 | 22322 |
Largest Losing Trade | -89327 | -44235 | -89327 | -136825 | -33944 | -136825 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3371 | 1865 | 1506 | 3371 | 1865 | 1506 |
Profit Streak | 0 | 35.3117 | 0 | 0 | 35.3117 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486703 | -11393 | -275348 | -550835 | -143185 | -605949 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3614, "evaluation_days": 1807, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758828526859, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 120, "af": 0, "af0": 0, "max_af": 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": [ [ 622437.0975911344, 571732.5335552265, 50704.5640359079, 12393.2641688991, 167738.3625157667, -155345.0983468675 ], [ 622.437098, 571.732534, 50.704564, 12.393264, 167.738363, -155.345098 ], [ 0.344459, 0.316399, 0.02806, 0.006466, 0.054516, 0 ], [ 25.985222, 25.985222, 25.985222, 25.985222, 25.985222, 25.985222 ], [ -159682, -88048, -95216, -140689, -63577, -154133 ], [ 1.681721, 2.146368, 1.122385, 1.017408, 1.581489, 0.633143 ], [ 158, 79, 79, 158, 79, 79 ], [ 92, 45, 47, 92, 45, 47 ], [ 66, 34, 32, 66, 34, 32 ], [ 58.227848, 56.962025, 59.493671, 58.227848, 56.962025, 59.493671 ], [ 1.206452, 1.6217, 0.764177, 0.72988, 1.194903, 0.431076 ], [ 376930, 376930, 59528, 74857, 74857, 22322 ], [ -89327, -44235, -89327, -136825, -33944, -136825 ], [ 21, 23, 19, 21, 23, 19 ], [ 23, 27, 20, 23, 27, 20 ], [ 17, 17, 17, 17, 17, 17 ], [ 3371, 1865, 1506, 3371, 1865, 1506 ], [ 0, 35.311653, 0, 0, 35.311653, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486703, -11393, -275348, -550835, -143185, -605949 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3614, "evaluation_days": 1807, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1612224000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758828526859, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 120, "af": 0, "af0": 0, "max_af": 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) |
---|