Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909358.8538 | 808286.9991 | 101071.8547 | 3513417.1409 | 2023325.6931 | 1490091.4477 |
Total P&L (%) | 909.3589 | 808.287 | 101.0719 | 3513.4171 | 2023.3257 | 1490.0914 |
Avg Daily Profit (%) | 0.5002 | 0.4446 | 0.0556 | 0.1975 | 0.1682 | 0.1523 |
Buy And Hold Return (%) | 303.2346 | 303.2346 | 303.2346 | 303.2346 | 303.2346 | 303.2346 |
Max Trade Drawdown | -108888 | -63351 | -62447 | -5395374 | -4131515 | -3347917 |
Profit Factor | 2.4541 | 3.7668 | 1.3033 | 1.2795 | 1.3191 | 1.2391 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 51.5152 | 50 | 53.0612 | 51.5152 | 50 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.3097 | 3.7668 | 1.1529 | 1.2042 | 1.3191 | 1.0961 |
Largest Winning Trade | 270593 | 270593 | 65455 | 3285743 | 3285743 | 1256119 |
Largest Losing Trade | -41367 | -27496 | -41367 | -1978556 | -1415011 | -1978556 |
Avg Bars in Trades | 54 | 55 | 52 | 54 | 55 | 52 |
Avg Bars in Winners | 77 | 84 | 70 | 77 | 84 | 70 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 5368 | 2783 | 2585 | 5368 | 2783 | 2585 |
Profit Streak | 26.9669 | 39.3003 | 0 | 26.9669 | 39.3003 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474091 | -165456 | -283860 | 323137 | -171318 | 231293 |
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{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "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": [ [ 909358.8538127001, 808286.9991268315, 101071.8546858688, 3513417.140867646, 2023325.693131724, 1490091.4477359243 ], [ 909.358854, 808.286999, 101.071855, 3513.417141, 2023.325693, 1490.091448 ], [ 0.500197, 0.444602, 0.055595, 0.197513, 0.168214, 0.152282 ], [ 303.234575, 303.234575, 303.234575, 303.234575, 303.234575, 303.234575 ], [ -108888, -63351, -62447, -5395374, -4131515, -3347917 ], [ 2.454097, 3.76676, 1.303305, 1.27946, 1.319148, 1.239088 ], [ 99, 50, 49, 99, 50, 49 ], [ 51, 25, 26, 51, 25, 26 ], [ 48, 25, 23, 48, 25, 23 ], [ 51.515152, 50, 53.061224, 51.515152, 50, 53.061224 ], [ 2.309738, 3.76676, 1.152924, 1.204198, 1.319148, 1.096116 ], [ 270593, 270593, 65455, 3285743, 3285743, 1256119 ], [ -41367, -27496, -41367, -1978556, -1415011, -1978556 ], [ 54, 55, 52, 54, 55, 52 ], [ 77, 84, 70, 77, 84, 70 ], [ 29, 26, 33, 29, 26, 33 ], [ 5368, 2783, 2585, 5368, 2783, 2585 ], [ 26.966922, 39.300256, 0, 26.966922, 39.300256, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 474091, -165456, -283860, 323137, -171318, 231293 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5454, "evaluation_days": 1818, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604707200000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759705942085, "expiration_time": 1764392256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "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) |
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