Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072688.7772 | 946901.6207 | 125787.1564 | 6292736.1103 | 7376757.4131 | -1084021.3027 |
Total P&L (%) | 1072.6888 | 946.9016 | 125.7872 | 6292.7361 | 7376.7574 | -1084.0213 |
Avg Daily Profit (%) | 0.5904 | 0.5211 | 0.0692 | 0.2291 | 0.2377 | 0 |
Buy And Hold Return (%) | 195.855 | 195.855 | 195.855 | 195.855 | 195.855 | 195.855 |
Max Trade Drawdown | -84804 | -67146 | -56814 | -9186532 | -7022665 | -4560910 |
Profit Factor | 3.6822 | 5.6479 | 1.6411 | 1.3399 | 1.8234 | 0.8865 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 31.3253 | 29.2683 | 33.3333 | 31.3253 | 29.2683 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.0726 | 13.6492 | 3.2822 | 2.9375 | 4.4065 | 1.7731 |
Largest Winning Trade | 480260 | 480260 | 72366 | 7645598 | 7645598 | 2849312 |
Largest Losing Trade | -45508 | -45508 | -32508 | -2026947 | -2026947 | -1290333 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 100 | 99 | 101 | 100 | 99 | 101 |
Avg Bars in Losers | 14 | 11 | 18 | 14 | 11 | 18 |
Bars Traded | 3454 | 1512 | 1942 | 3454 | 1512 | 1942 |
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 | 311308 | 237792 | -269610 | 42671 | 30692 | -584438 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607472000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759602266924, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 1072688.7771715277, 946901.6207308177, 125787.1564407096, 6292736.110346951, 7376757.413089208, -1084021.3027422572 ], [ 1072.688777, 946.901621, 125.787156, 6292.73611, 7376.757413, -1084.021303 ], [ 0.590363, 0.521135, 0.069228, 0.229087, 0.237728, 0 ], [ 195.854975, 195.854975, 195.854975, 195.854975, 195.854975, 195.854975 ], [ -84804, -67146, -56814, -9186532, -7022665, -4560910 ], [ 3.682218, 5.647928, 1.641116, 1.339921, 1.823369, 0.886527 ], [ 83, 41, 42, 83, 41, 42 ], [ 26, 12, 14, 26, 12, 14 ], [ 57, 29, 28, 57, 29, 28 ], [ 31.325301, 29.268293, 33.333333, 31.325301, 29.268293, 33.333333 ], [ 8.072555, 13.64916, 3.282231, 2.937518, 4.406475, 1.773054 ], [ 480260, 480260, 72366, 7645598, 7645598, 2849312 ], [ -45508, -45508, -32508, -2026947, -2026947, -1290333 ], [ 41, 36, 46, 41, 36, 46 ], [ 100, 99, 101, 100, 99, 101 ], [ 14, 11, 18, 14, 11, 18 ], [ 3454, 1512, 1942, 3454, 1512, 1942 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311308, 237792, -269610, 42671, 30692, -584438 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607472000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759602266924, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
---|