| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 670377.0038 | 542285.2672 | 128091.7366 | 2268330.2241 | 752003.7313 | 1516326.4928 |
| Total P&L (%) | 670.377 | 542.2853 | 128.0917 | 2268.3302 | 752.0037 | 1516.3265 |
| Avg Daily Profit (%) | 0.3689 | 0.2985 | 0.0705 | 0.1743 | 0.118 | 0.1533 |
| Buy And Hold Return (%) | 201.7286 | 201.7286 | 201.7286 | 201.7286 | 201.7286 | 201.7286 |
| Max Trade Drawdown | -116967 | -119045 | -76086 | -1629848 | -1773745 | -462726 |
| Profit Factor | 2.1938 | 2.835 | 1.4815 | 1.381 | 1.1982 | 1.7018 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Profitability (%) | 58.6957 | 63.0435 | 54.3478 | 58.6957 | 63.0435 | 54.3478 |
| Ratio Avg Win / Avg Loss | 1.5438 | 1.6619 | 1.2444 | 0.9718 | 0.7024 | 1.4295 |
| Largest Winning Trade | 168756 | 168756 | 45014 | 712223 | 712223 | 575608 |
| Largest Losing Trade | -56390 | -56390 | -56210 | -882913 | -882913 | -416902 |
| Avg Bars in Trades | 74 | 111 | 36 | 74 | 111 | 36 |
| Avg Bars in Winners | 84 | 111 | 53 | 84 | 111 | 53 |
| Avg Bars in Losers | 58 | 110 | 17 | 58 | 110 | 17 |
| Bars Traded | 6812 | 5112 | 1700 | 6812 | 5112 | 1700 |
| Profit Streak | 190.1591 | 190.1591 | 306.1591 | 190.1591 | 190.1591 | 306.1591 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 490191 | 491068 | -261370 | 342528 | -38936 | 423997 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7268,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1607904000000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759614545569,
"expiration_time": 1764310464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 212,
"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": [
[
670377.003787884,
542285.2671696009,
128091.7366182832,
2268330.224065139,
752003.7312890517,
1516326.4927760868
],
[
670.377004,
542.285267,
128.091737,
2268.330224,
752.003731,
1516.326493
],
[
0.368947,
0.298451,
0.070496,
0.174327,
0.117979,
0.153268
],
[
201.7286,
201.7286,
201.7286,
201.7286,
201.7286,
201.7286
],
[
-116967,
-119045,
-76086,
-1629848,
-1773745,
-462726
],
[
2.193797,
2.835049,
1.481484,
1.380971,
1.198243,
1.701769
],
[
92,
46,
46,
92,
46,
46
],
[
54,
29,
25,
54,
29,
25
],
[
38,
17,
21,
38,
17,
21
],
[
58.695652,
63.043478,
54.347826,
58.695652,
63.043478,
54.347826
],
[
1.543783,
1.661925,
1.244447,
0.971795,
0.702418,
1.429486
],
[
168756,
168756,
45014,
712223,
712223,
575608
],
[
-56390,
-56390,
-56210,
-882913,
-882913,
-416902
],
[
74,
111,
36,
74,
111,
36
],
[
84,
111,
53,
84,
111,
53
],
[
58,
110,
17,
58,
110,
17
],
[
6812,
5112,
1700,
6812,
5112,
1700
],
[
190.159092,
190.159092,
306.159092,
190.159092,
190.159092,
306.159092
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
490191,
491068,
-261370,
342528,
-38936,
423997
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7268,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1607904000000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759614545569,
"expiration_time": 1764310464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 212,
"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) |
|---|