Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786946.6735 | 708712.3678 | 78234.3057 | 1967466.8401 | 2831103.4316 | -863636.5915 |
Total P&L (%) | 786.9467 | 708.7124 | 78.2343 | 1967.4668 | 2831.1034 | -863.6366 |
Avg Daily Profit (%) | 0.434 | 0.3908 | 0.0431 | 0.1672 | 0.1865 | 0 |
Buy And Hold Return (%) | 152.0968 | 152.0968 | 152.0968 | 152.0968 | 152.0968 | 152.0968 |
Max Trade Drawdown | -86439 | -47365 | -71297 | -2335949 | -1434345 | -1869716 |
Profit Factor | 2.8736 | 5.0994 | 1.3166 | 1.3191 | 2.2072 | 0.774 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 37.3333 | 37.8378 | 36.8421 | 37.3333 | 37.8378 | 36.8421 |
Ratio Avg Win / Avg Loss | 4.8235 | 8.3776 | 2.257 | 2.2142 | 3.6261 | 1.3268 |
Largest Winning Trade | 360042 | 360042 | 67853 | 1794160 | 1794160 | 1103377 |
Largest Losing Trade | -37580 | -37580 | -32373 | -988781 | -469532 | -988781 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 139 | 129 | 150 | 139 | 129 | 150 |
Avg Bars in Losers | 26 | 20 | 32 | 26 | 20 | 32 |
Bars Traded | 5160 | 2284 | 2876 | 5160 | 2284 | 2876 |
Profit Streak | 0 | 58.8494 | 0 | 0 | 58.8494 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51897 | 422533 | -304866 | -57134 | 286498 | -584215 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607126400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292587471, "expiration_time": 1763976960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 194, "offset": 0, "std": 2.72476 } } }
{ "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": [ [ 786946.6735121328, 708712.3678350676, 78234.3056770655, 1967466.8400923335, 2831103.431588963, -863636.5914966299 ], [ 786.946674, 708.712368, 78.234306, 1967.46684, 2831.103432, -863.636591 ], [ 0.433979, 0.390835, 0.043144, 0.167175, 0.186459, 0 ], [ 152.096836, 152.096836, 152.096836, 152.096836, 152.096836, 152.096836 ], [ -86439, -47365, -71297, -2335949, -1434345, -1869716 ], [ 2.873585, 5.099383, 1.31656, 1.319075, 2.207164, 0.773971 ], [ 75, 37, 38, 75, 37, 38 ], [ 28, 14, 14, 28, 14, 14 ], [ 47, 23, 24, 47, 23, 24 ], [ 37.333333, 37.837838, 36.842105, 37.333333, 37.837838, 36.842105 ], [ 4.823518, 8.377558, 2.25696, 2.214161, 3.626055, 1.326808 ], [ 360042, 360042, 67853, 1794160, 1794160, 1103377 ], [ -37580, -37580, -32373, -988781, -469532, -988781 ], [ 68, 61, 75, 68, 61, 75 ], [ 139, 129, 150, 139, 129, 150 ], [ 26, 20, 32, 26, 20, 32 ], [ 5160, 2284, 2876, 5160, 2284, 2876 ], [ 0, 58.849392, 0, 0, 58.849392, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51897, 422533, -304866, -57134, 286498, -584215 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5440, "evaluation_days": 1813.33, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607126400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292587471, "expiration_time": 1763976960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 194, "offset": 0, "std": 2.72476 } } }
# | 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) |
---|