Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845523.9644 | 751183.2598 | 94340.7046 | 3357238.4742 | 4159789.4799 | -802551.0057 |
Total P&L (%) | 845.524 | 751.1833 | 94.3407 | 3357.2385 | 4159.7895 | -802.551 |
Avg Daily Profit (%) | 0.4652 | 0.4133 | 0.0519 | 0.1951 | 0.2066 | 0 |
Buy And Hold Return (%) | 161.0405 | 161.0405 | 161.0405 | 161.0405 | 161.0405 | 161.0405 |
Max Trade Drawdown | -97531 | -56435 | -77730 | -4331927 | -2121901 | -2802011 |
Profit Factor | 2.9989 | 4.979 | 1.4028 | 1.3834 | 2.1031 | 0.839 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 33.6842 | 34.0426 | 33.3333 | 33.6842 | 34.0426 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.9041 | 9.6467 | 2.8056 | 2.7236 | 4.0747 | 1.678 |
Largest Winning Trade | 376899 | 376899 | 67608 | 2849396 | 2849396 | 1216137 |
Largest Losing Trade | -27918 | -16952 | -27918 | -1427083 | -745643 | -1427083 |
Avg Bars in Trades | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Winners | 127 | 123 | 132 | 127 | 123 | 132 |
Avg Bars in Losers | 17 | 12 | 22 | 17 | 12 | 22 |
Bars Traded | 5194 | 2343 | 2851 | 5194 | 2343 | 2851 |
Profit Streak | 0 | 63.7437 | 0 | 0 | 63.7437 | 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 | 315858 | 390859 | -293950 | 129918 | 249916 | -584392 |
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5453, "evaluation_days": 1817.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607040000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657857716, "expiration_time": 1764362592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 845523.9643518366, 751183.259750825, 94340.7046010119, 3357238.4742035996, 4159789.4798705895, -802551.0056669898 ], [ 845.523964, 751.18326, 94.340705, 3357.238474, 4159.78948, -802.551006 ], [ 0.465169, 0.413267, 0.051902, 0.195113, 0.206621, 0 ], [ 161.040482, 161.040482, 161.040482, 161.040482, 161.040482, 161.040482 ], [ -97531, -56435, -77730, -4331927, -2121901, -2802011 ], [ 2.998886, 4.97896, 1.402806, 1.383405, 2.103087, 0.839018 ], [ 95, 47, 48, 95, 47, 48 ], [ 32, 16, 16, 32, 16, 16 ], [ 63, 31, 32, 63, 31, 32 ], [ 33.684211, 34.042553, 33.333333, 33.684211, 34.042553, 33.333333 ], [ 5.904057, 9.646736, 2.805612, 2.723578, 4.074732, 1.678036 ], [ 376899, 376899, 67608, 2849396, 2849396, 1216137 ], [ -27918, -16952, -27918, -1427083, -745643, -1427083 ], [ 54, 49, 59, 54, 49, 59 ], [ 127, 123, 132, 127, 123, 132 ], [ 17, 12, 22, 17, 12, 22 ], [ 5194, 2343, 2851, 5194, 2343, 2851 ], [ 0, 63.743723, 0, 0, 63.743724, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315858, 390859, -293950, 129918, 249916, -584392 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5453, "evaluation_days": 1817.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607040000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657857716, "expiration_time": 1764362592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|