| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 680360.5407 | 672374.6208 | 7985.9199 | 508081.6342 | 1314158.3602 | -806076.726 |
| Total P&L (%) | 680.3605 | 672.3746 | 7.9859 | 508.0816 | 1314.1584 | -806.0767 |
| Avg Daily Profit (%) | 0.3741 | 0.3697 | 0.0044 | 0.0993 | 0.1458 | 0 |
| Buy And Hold Return (%) | 244.6529 | 244.6529 | 244.6529 | 244.6529 | 244.6529 | 244.6529 |
| Max Trade Drawdown | -129957 | -86718 | -70467 | -2312332 | -1674900 | -1019677 |
| Profit Factor | 1.8019 | 2.6051 | 1.0186 | 1.0728 | 1.3607 | 0.7584 |
| Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
| Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
| Profitability (%) | 46.9636 | 43.9024 | 50 | 46.9636 | 43.9024 | 50 |
| Ratio Avg Win / Avg Loss | 2.035 | 3.3287 | 1.0186 | 1.2115 | 1.7387 | 0.7584 |
| Largest Winning Trade | 320936 | 320936 | 73141 | 1376695 | 1376695 | 416611 |
| Largest Losing Trade | -36134 | -33575 | -36134 | -730347 | -730347 | -319718 |
| Avg Bars in Trades | 42 | 40 | 45 | 42 | 40 | 45 |
| Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
| Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
| Bars Traded | 10589 | 4933 | 5656 | 10589 | 4933 | 5656 |
| Profit Streak | 25.3767 | 39.5433 | 25.3767 | 25.3767 | 39.5433 | 25.3767 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387803 | 326520 | -552485 | -205664 | 14948 | -580460 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10911,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759755744682,
"expiration_time": 1764465552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 123
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 183,
"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": [
[
680360.5406577488,
672374.62079176,
7985.9198659888,
508081.6341874491,
1314158.3601802464,
-806076.725992798
],
[
680.360541,
672.374621,
7.98592,
508.081634,
1314.15836,
-806.076726
],
[
0.374133,
0.369741,
0.004391,
0.099315,
0.145782,
0
],
[
244.65293,
244.65293,
244.65293,
244.65293,
244.65293,
244.65293
],
[
-129957,
-86718,
-70467,
-2312332,
-1674900,
-1019677
],
[
1.801948,
2.605095,
1.018594,
1.072796,
1.360734,
0.758408
],
[
247,
123,
124,
247,
123,
124
],
[
116,
54,
62,
116,
54,
62
],
[
131,
69,
62,
131,
69,
62
],
[
46.963563,
43.902439,
50,
46.963563,
43.902439,
50
],
[
2.034958,
3.328733,
1.018594,
1.21152,
1.738715,
0.758408
],
[
320936,
320936,
73141,
1376695,
1376695,
416611
],
[
-36134,
-33575,
-36134,
-730347,
-730347,
-319718
],
[
42,
40,
45,
42,
40,
45
],
[
59,
60,
58,
59,
60,
58
],
[
28,
24,
33,
28,
24,
33
],
[
10589,
4933,
5656,
10589,
4933,
5656
],
[
25.376674,
39.543341,
25.376674,
25.376675,
39.543341,
25.376675
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387803,
326520,
-552485,
-205664,
14948,
-580460
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10911,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759755744682,
"expiration_time": 1764465552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 123
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 183,
"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) |
|---|