Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424308.4372 | 477113.3392 | -52804.902 | -166918.5912 | 117872.0053 | -284790.5965 |
Total P&L (%) | 424.3084 | 477.1133 | -52.8049 | -166.9186 | 117.872 | -284.7906 |
Avg Daily Profit (%) | 0.234 | 0.2632 | -0.0291 | 0 | 0.043 | 0 |
Buy And Hold Return (%) | 143.1258 | 143.1258 | 143.1258 | 143.1258 | 143.1258 | 143.1258 |
Max Trade Drawdown | -218484 | -101617 | -69352 | -330811 | -68706 | -46631 |
Profit Factor | 1.6381 | 2.4171 | 0.8392 | 0.689 | 1.7453 | 0.2477 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 19 | 21 | 32 | 18 | 14 |
Losing Trades | 32 | 17 | 15 | 40 | 18 | 22 |
Profitability (%) | 55.5556 | 52.7778 | 58.3333 | 44.4444 | 50 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.3105 | 2.1627 | 0.5994 | 0.8612 | 1.7453 | 0.3892 |
Largest Winning Trade | 160253 | 160253 | 34700 | 124218 | 124218 | 47061 |
Largest Losing Trade | -119074 | -71429 | -119074 | -266986 | -32860 | -266986 |
Avg Bars in Trades | 70 | 94 | 46 | 70 | 94 | 46 |
Avg Bars in Winners | 68 | 88 | 49 | 68 | 100 | 26 |
Avg Bars in Losers | 73 | 101 | 42 | 72 | 88 | 59 |
Bars Traded | 5084 | 3402 | 1682 | 5084 | 3402 | 1682 |
Profit Streak | 158.7085 | 158.7085 | 192.3752 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74666 | 391912 | -578340 | -666716 | -297994 | -585101 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1813, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1608480000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759251618211, "expiration_time": 1763947296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 155, "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": [ [ 424308.4372438733, 477113.3392171758, -52804.9019733024, -166918.5912026395, 117872.0052696312, -284790.5964722707 ], [ 424.308437, 477.113339, -52.804902, -166.918591, 117.872005, -284.790596 ], [ 0.234037, 0.263162, -0.029126, 0, 0.042962, 0 ], [ 143.125768, 143.125768, 143.125768, 143.125768, 143.125768, 143.125768 ], [ -218484, -101617, -69352, -330811, -68706, -46631 ], [ 1.638086, 2.417092, 0.83915, 0.688993, 1.745252, 0.247661 ], [ 72, 36, 36, 72, 36, 36 ], [ 40, 19, 21, 32, 18, 14 ], [ 32, 17, 15, 40, 18, 22 ], [ 55.555556, 52.777778, 58.333333, 44.444444, 50, 38.888889 ], [ 1.310469, 2.162662, 0.599393, 0.861241, 1.745252, 0.389181 ], [ 160253, 160253, 34700, 124218, 124218, 47061 ], [ -119074, -71429, -119074, -266986, -32860, -266986 ], [ 70, 94, 46, 70, 94, 46 ], [ 68, 88, 49, 68, 100, 26 ], [ 73, 101, 42, 72, 88, 59 ], [ 5084, 3402, 1682, 5084, 3402, 1682 ], [ 158.708544, 158.708544, 192.375211, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74666, 391912, -578340, -666716, -297994, -585101 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1813, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1608480000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759251618211, "expiration_time": 1763947296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 155, "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) |
---|