Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517164.3511 | 483884.9643 | 33279.3868 | 457442.008 | 1129876.5864 | -672434.5784 |
Total P&L (%) | 517.1644 | 483.885 | 33.2794 | 457.442 | 1129.8766 | -672.4346 |
Avg Daily Profit (%) | 0.2846 | 0.2663 | 0.0183 | 0.0946 | 0.1382 | 0 |
Buy And Hold Return (%) | 150.1272 | 150.1272 | 150.1272 | 150.1272 | 150.1272 | 150.1272 |
Max Trade Drawdown | -147296 | -92104 | -113523 | -1841200 | -1267821 | -839370 |
Profit Factor | 1.9318 | 2.9399 | 1.1089 | 1.1252 | 1.5881 | 0.6116 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 52.5641 | 51.2821 | 53.8462 | 52.5641 | 51.2821 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7434 | 2.7929 | 0.9505 | 1.0155 | 1.5087 | 0.5242 |
Largest Winning Trade | 165791 | 165791 | 66973 | 738330 | 738330 | 185063 |
Largest Losing Trade | -67009 | -32443 | -67009 | -731207 | -731207 | -460704 |
Avg Bars in Trades | 135 | 116 | 154 | 135 | 116 | 154 |
Avg Bars in Winners | 162 | 118 | 203 | 162 | 118 | 203 |
Avg Bars in Losers | 105 | 115 | 96 | 105 | 115 | 96 |
Bars Traded | 10562 | 4555 | 6007 | 10562 | 4555 | 6007 |
Profit Streak | 17.9408 | 43.6075 | 17.9408 | 17.9408 | 43.6075 | 17.9408 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27664 | 418650 | -435466 | -189879 | -4416 | -579693 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10902, "evaluation_days": 1817, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606118400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631687090, "expiration_time": 1764332064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "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": [ [ 517164.3511055729, 483884.9642823928, 33279.3868231805, 457442.0080033042, 1129876.5864001047, -672434.5783968003 ], [ 517.164351, 483.884964, 33.279387, 457.442008, 1129.876586, -672.434578 ], [ 0.284625, 0.26631, 0.018316, 0.094607, 0.138208, 0 ], [ 150.127183, 150.127183, 150.127183, 150.127183, 150.127183, 150.127183 ], [ -147296, -92104, -113523, -1841200, -1267821, -839370 ], [ 1.931837, 2.939905, 1.108914, 1.125236, 1.588059, 0.611598 ], [ 78, 39, 39, 78, 39, 39 ], [ 41, 20, 21, 41, 20, 21 ], [ 37, 19, 18, 37, 19, 18 ], [ 52.564103, 51.282051, 53.846154, 52.564103, 51.282051, 53.846154 ], [ 1.743365, 2.79291, 0.950498, 1.015457, 1.508656, 0.524227 ], [ 165791, 165791, 66973, 738330, 738330, 185063 ], [ -67009, -32443, -67009, -731207, -731207, -460704 ], [ 135, 116, 154, 135, 116, 154 ], [ 162, 118, 203, 162, 118, 203 ], [ 105, 115, 96, 105, 115, 96 ], [ 10562, 4555, 6007, 10562, 4555, 6007 ], [ 17.940823, 43.607489, 17.940823, 17.940823, 43.607489, 17.940823 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -27664, 418650, -435466, -189879, -4416, -579693 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10902, "evaluation_days": 1817, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1606118400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759631687090, "expiration_time": 1764332064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 70, "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) |
---|