Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758710.0827 | 712218.1794 | 46491.9033 | 1400788.6886 | 1475795.0417 | -75006.3531 |
Total P&L (%) | 758.7101 | 712.2182 | 46.4919 | 1400.7887 | 1475.795 | -75.0064 |
Avg Daily Profit (%) | 0.4199 | 0.3942 | 0.0257 | 0.15 | 0.1527 | -0.0767 |
Buy And Hold Return (%) | 224.5558 | 224.5558 | 224.5558 | 224.5558 | 224.5558 | 224.5558 |
Max Trade Drawdown | -111126 | -86625 | -74664 | -2267027 | -1696368 | -1006475 |
Profit Factor | 2.057 | 2.8578 | 1.139 | 1.1922 | 1.386 | 0.9784 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 48.1818 | 45.4545 | 50.9091 | 48.1818 | 45.4545 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.2123 | 3.4294 | 1.0983 | 1.2821 | 1.6632 | 0.9434 |
Largest Winning Trade | 244352 | 244352 | 76592 | 1734363 | 1734363 | 538768 |
Largest Losing Trade | -43714 | -43714 | -37617 | -1003123 | -825553 | -1003123 |
Avg Bars in Trades | 64 | 61 | 67 | 64 | 61 | 67 |
Avg Bars in Winners | 85 | 83 | 88 | 85 | 83 | 88 |
Avg Bars in Losers | 44 | 42 | 45 | 44 | 42 | 45 |
Bars Traded | 7062 | 3360 | 3702 | 7062 | 3360 | 3702 |
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 | 382990 | -169628 | -571812 | -2451 | -172754 | -760715 |
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{ "first_band": { "type": "wma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } } }
{ "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": [ [ 758710.0827239892, 712218.1794227645, 46491.9033012249, 1400788.6885994016, 1475795.0417091732, -75006.3531097714 ], [ 758.710083, 712.218179, 46.491903, 1400.788689, 1475.795042, -75.006353 ], [ 0.419931, 0.394199, 0.025732, 0.150027, 0.15273, -0.076713 ], [ 224.555838, 224.555838, 224.555838, 224.555838, 224.555838, 224.555838 ], [ -111126, -86625, -74664, -2267027, -1696368, -1006475 ], [ 2.057035, 2.857843, 1.139025, 1.192171, 1.385981, 0.978358 ], [ 110, 55, 55, 110, 55, 55 ], [ 53, 25, 28, 53, 25, 28 ], [ 57, 30, 27, 57, 30, 27 ], [ 48.181818, 45.454545, 50.909091, 48.181818, 45.454545, 50.909091 ], [ 2.212283, 3.429412, 1.098345, 1.282146, 1.663177, 0.943417 ], [ 244352, 244352, 76592, 1734363, 1734363, 538768 ], [ -43714, -43714, -37617, -1003123, -825553, -1003123 ], [ 64, 61, 67, 64, 61, 67 ], [ 85, 83, 88, 85, 83, 88 ], [ 44, 42, 45, 44, 42, 45 ], [ 7062, 3360, 3702, 7062, 3360, 3702 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382990, -169628, -571812, -2451, -172754, -760715 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605031200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759027443017, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } } }
# | 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) |
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