Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630585.4135 | 643268.1158 | -12682.7023 | 247643.9843 | 764361.6762 | -516717.6919 |
Total P&L (%) | 630.5854 | 643.2681 | -12.6827 | 247.644 | 764.3617 | -516.7177 |
Avg Daily Profit (%) | 0.3474 | 0.3544 | -0.007 | 0.0687 | 0.1189 | 0 |
Buy And Hold Return (%) | 194.0218 | 194.0218 | 194.0218 | 194.0218 | 194.0218 | 194.0218 |
Max Trade Drawdown | -100244 | -66529 | -86930 | -933780 | -646757 | -677536 |
Profit Factor | 2.1846 | 4.4772 | 0.9635 | 1.0962 | 1.7863 | 0.6777 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 48.2759 | 50 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 2.2599 | 4.797 | 0.9635 | 1.134 | 1.9139 | 0.6777 |
Largest Winning Trade | 327196 | 327196 | 72186 | 662767 | 662767 | 261076 |
Largest Losing Trade | -59978 | -40129 | -59978 | -409157 | -374790 | -409157 |
Avg Bars in Trades | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Winners | 73 | 68 | 78 | 73 | 68 | 78 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 3470 | 1551 | 1919 | 3470 | 1551 | 1919 |
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 | -169263 | 475662 | -580825 | -475607 | -33464 | -580825 |
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607472000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759422393418, "expiration_time": 1764110880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 49, "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": [ [ 630585.4134761688, 643268.1158122425, -12682.702336074, 247643.9843016139, 764361.6761649522, -516717.6918633383 ], [ 630.585413, 643.268116, -12.682702, 247.643984, 764.361676, -516.717692 ], [ 0.34743, 0.354418, -0.006988, 0.068674, 0.118904, 0 ], [ 194.021794, 194.021794, 194.021794, 194.021794, 194.021794, 194.021794 ], [ -100244, -66529, -86930, -933780, -646757, -677536 ], [ 2.184594, 4.477234, 0.963485, 1.096169, 1.786327, 0.67766 ], [ 59, 29, 30, 59, 29, 30 ], [ 29, 14, 15, 29, 14, 15 ], [ 30, 15, 15, 30, 15, 15 ], [ 49.152542, 48.275862, 50, 49.152542, 48.275862, 50 ], [ 2.259925, 4.797036, 0.963485, 1.133968, 1.913922, 0.67766 ], [ 327196, 327196, 72186, 662767, 662767, 261076 ], [ -59978, -40129, -59978, -409157, -374790, -409157 ], [ 58, 53, 63, 58, 53, 63 ], [ 73, 68, 78, 73, 68, 78 ], [ 44, 39, 49, 44, 39, 49 ], [ 3470, 1551, 1919, 3470, 1551, 1919 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -169263, 475662, -580825, -475607, -33464, -580825 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607472000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759422393418, "expiration_time": 1764110880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 49, "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) |
---|