Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502956.9708 | 567453.7027 | -64496.7319 | -17810.8806 | 164502.1509 | -182313.0315 |
Total P&L (%) | 502.957 | 567.4537 | -64.4967 | -17.8109 | 164.5022 | -182.313 |
Avg Daily Profit (%) | 0.2767 | 0.3121 | -0.0355 | -0.0108 | 0.0535 | 0 |
Buy And Hold Return (%) | 175.4619 | 175.4619 | 175.4619 | 175.4619 | 175.4619 | 175.4619 |
Max Trade Drawdown | -184109 | -111322 | -145098 | -273050 | -207197 | -250985 |
Profit Factor | 1.715 | 2.432 | 0.79 | 0.9818 | 1.3352 | 0.6258 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 48.6111 | 50 | 47.2222 | 48.6111 | 50 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.813 | 2.432 | 0.883 | 1.0379 | 1.3352 | 0.6994 |
Largest Winning Trade | 321601 | 321601 | 57672 | 127625 | 127625 | 77579 |
Largest Losing Trade | -54277 | -50476 | -54277 | -137564 | -65803 | -137564 |
Avg Bars in Trades | 72 | 83 | 62 | 72 | 83 | 62 |
Avg Bars in Winners | 77 | 88 | 66 | 77 | 88 | 66 |
Avg Bars in Losers | 68 | 78 | 59 | 68 | 78 | 59 |
Bars Traded | 5251 | 3003 | 2248 | 5251 | 3003 | 2248 |
Profit Streak | 19.0221 | 119.3554 | 0 | 19.0221 | 119.3554 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75044 | 436027 | -581860 | -662869 | -285544 | -581860 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5454, "evaluation_days": 1818, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606060800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759710706937, "expiration_time": 1764392256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 92, "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": [ [ 502956.970841929, 567453.7027248075, -64496.7318828788, -17810.8806163308, 164502.1508546382, -182313.031470969 ], [ 502.956971, 567.453703, -64.496732, -17.810881, 164.502151, -182.313031 ], [ 0.276654, 0.312131, -0.035477, -0.010789, 0.053517, 0 ], [ 175.461888, 175.461888, 175.461888, 175.461888, 175.461888, 175.461888 ], [ -184109, -111322, -145098, -273050, -207197, -250985 ], [ 1.714966, 2.431959, 0.790044, 0.981788, 1.335173, 0.625762 ], [ 72, 36, 36, 72, 36, 36 ], [ 35, 18, 17, 35, 18, 17 ], [ 37, 18, 19, 37, 18, 19 ], [ 48.611111, 50, 47.222222, 48.611111, 50, 47.222222 ], [ 1.812964, 2.431959, 0.882991, 1.03789, 1.335173, 0.699381 ], [ 321601, 321601, 57672, 127625, 127625, 77579 ], [ -54277, -50476, -54277, -137564, -65803, -137564 ], [ 72, 83, 62, 72, 83, 62 ], [ 77, 88, 66, 77, 88, 66 ], [ 68, 78, 59, 68, 78, 59 ], [ 5251, 3003, 2248, 5251, 3003, 2248 ], [ 19.022071, 119.355404, 0, 19.022071, 119.355404, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75044, 436027, -581860, -662869, -285544, -581860 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5454, "evaluation_days": 1818, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606060800000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759710706937, "expiration_time": 1764392256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 92, "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) |
---|