| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 752844.5814 | 744669.196 | 8175.3853 | 501324.4197 | 649940.5876 | -148616.1679 |
| Total P&L (%) | 752.8446 | 744.6692 | 8.1754 | 501.3244 | 649.9406 | -148.6162 |
| Avg Daily Profit (%) | 0.4142 | 0.4097 | 0.0045 | 0.0988 | 0.1109 | 0 |
| Buy And Hold Return (%) | 224.7074 | 224.7074 | 224.7074 | 224.7074 | 224.7074 | 224.7074 |
| Max Trade Drawdown | -103387 | -70106 | -51091 | -1024177 | -924058 | -462506 |
| Profit Factor | 2.2567 | 3.4856 | 1.0273 | 1.1486 | 1.3617 | 0.9057 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 | 44.4444 |
| Ratio Avg Win / Avg Loss | 2.8209 | 4.357 | 1.2841 | 1.4358 | 1.7021 | 1.1322 |
| Largest Winning Trade | 352540 | 352540 | 75481 | 802066 | 802066 | 416326 |
| Largest Losing Trade | -46378 | -46378 | -34822 | -296864 | -296864 | -273641 |
| Avg Bars in Trades | 146 | 133 | 158 | 146 | 133 | 158 |
| Avg Bars in Winners | 239 | 221 | 257 | 239 | 221 | 257 |
| Avg Bars in Losers | 71 | 63 | 79 | 71 | 63 | 79 |
| Bars Traded | 10530 | 4808 | 5722 | 10530 | 4808 | 5722 |
| Profit Streak | 23.6589 | 44.6589 | 0 | 23.6589 | 44.6589 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -74028 | 434076 | -545245 | -208518 | -47741 | -581273 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10905,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605643200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759679327583,
"expiration_time": 1764376560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 4.43193
}
}
} {
"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": [
[
752844.5813540709,
744669.1960101791,
8175.3853438917,
501324.4197346028,
649940.5876016441,
-148616.1678670413
],
[
752.844581,
744.669196,
8.175385,
501.32442,
649.940588,
-148.616168
],
[
0.41422,
0.409722,
0.004498,
0.098754,
0.110918,
0
],
[
224.707398,
224.707398,
224.707398,
224.707398,
224.707398,
224.707398
],
[
-103387,
-70106,
-51091,
-1024177,
-924058,
-462506
],
[
2.25673,
3.485585,
1.027301,
1.148607,
1.361653,
0.905721
],
[
72,
36,
36,
72,
36,
36
],
[
32,
16,
16,
32,
16,
16
],
[
40,
20,
20,
40,
20,
20
],
[
44.444444,
44.444444,
44.444444,
44.444444,
44.444444,
44.444444
],
[
2.820913,
4.356981,
1.284126,
1.435759,
1.702066,
1.132151
],
[
352540,
352540,
75481,
802066,
802066,
416326
],
[
-46378,
-46378,
-34822,
-296864,
-296864,
-273641
],
[
146,
133,
158,
146,
133,
158
],
[
239,
221,
257,
239,
221,
257
],
[
71,
63,
79,
71,
63,
79
],
[
10530,
4808,
5722,
10530,
4808,
5722
],
[
23.658884,
44.658884,
0,
23.658884,
44.658884,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-74028,
434076,
-545245,
-208518,
-47741,
-581273
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10905,
"evaluation_days": 1817.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605643200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759679327583,
"expiration_time": 1764376560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 4.43193
}
}
}
| # | 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) |
|---|