Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393353.0346 | 509804.7381 | -116451.7035 | -76922.9921 | 729937.0326 | -806860.0247 |
Total P&L (%) | 393.353 | 509.8047 | -116.4517 | -76.923 | 729.937 | -806.86 |
Avg Daily Profit (%) | 0.2171 | 0.2813 | -0.0643 | -0.0809 | 0.1168 | 0 |
Buy And Hold Return (%) | 182.9935 | 182.9935 | 182.9935 | 182.9935 | 182.9935 | 182.9935 |
Max Trade Drawdown | -276929 | -190341 | -207950 | -1100781 | -543212 | -968129 |
Profit Factor | 1.5655 | 2.5007 | 0.6728 | 0.9587 | 1.8706 | 0.2131 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 45.3488 | 46.5116 | 44.186 | 45.3488 | 46.5116 | 44.186 |
Ratio Avg Win / Avg Loss | 1.8867 | 2.8758 | 0.8498 | 1.1554 | 2.1512 | 0.2692 |
Largest Winning Trade | 382540 | 382540 | 42592 | 624145 | 624145 | 153425 |
Largest Losing Trade | -63882 | -63882 | -59733 | -293280 | -293280 | -205691 |
Avg Bars in Trades | 81 | 80 | 81 | 81 | 80 | 81 |
Avg Bars in Winners | 104 | 95 | 114 | 104 | 95 | 114 |
Avg Bars in Losers | 61 | 67 | 56 | 61 | 67 | 56 |
Bars Traded | 6994 | 3475 | 3518 | 6994 | 3475 | 3518 |
Profit Streak | 0 | 59.6377 | 0 | 0 | 59.6377 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 112083 | 355298 | -582988 | -580690 | -35614 | -582988 |
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7249, "evaluation_days": 1812.25, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607904000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759202293840, "expiration_time": 1763887752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 239, "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": [ [ 393353.0346354394, 509804.7381444037, -116451.7035089641, -76922.992093899, 729937.0326241219, -806860.0247180203 ], [ 393.353035, 509.804738, -116.451704, -76.922992, 729.937033, -806.860025 ], [ 0.217052, 0.28131, -0.064258, -0.08088, 0.116839, 0 ], [ 182.993479, 182.993479, 182.993479, 182.993479, 182.993479, 182.993479 ], [ -276929, -190341, -207950, -1100781, -543212, -968129 ], [ 1.56552, 2.500725, 0.672754, 0.958728, 1.870623, 0.213115 ], [ 86, 43, 43, 86, 43, 43 ], [ 39, 20, 19, 39, 20, 19 ], [ 47, 23, 24, 47, 23, 24 ], [ 45.348837, 46.511628, 44.186047, 45.348837, 46.511628, 44.186047 ], [ 1.886653, 2.875833, 0.849795, 1.15539, 2.151216, 0.269198 ], [ 382540, 382540, 42592, 624145, 624145, 153425 ], [ -63882, -63882, -59733, -293280, -293280, -205691 ], [ 81, 80, 81, 81, 80, 81 ], [ 104, 95, 114, 104, 95, 114 ], [ 61, 67, 56, 61, 67, 56 ], [ 6994, 3475, 3518, 6994, 3475, 3518 ], [ 0, 59.63766, 0, 0, 59.63766, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 112083, 355298, -582988, -580690, -35614, -582988 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7249, "evaluation_days": 1812.25, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607904000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759202293840, "expiration_time": 1763887752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 239, "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) |
---|