| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 894659.436 | 788091.9486 | 106567.4874 | 4726550.2961 | 3103027.9583 | 1623522.3378 |
| Total P&L (%) | 894.6594 | 788.0919 | 106.5675 | 4726.5503 | 3103.028 | 1623.5223 |
| Avg Daily Profit (%) | 0.4916 | 0.4331 | 0.0586 | 0.2133 | 0.1907 | 0.1566 |
| Buy And Hold Return (%) | 243.539 | 243.539 | 243.539 | 243.539 | 243.539 | 243.539 |
| Max Trade Drawdown | -62751 | -52045 | -44016 | -4698713 | -1977245 | -3282431 |
| Profit Factor | 2.8519 | 4.2912 | 1.4374 | 1.4246 | 1.5233 | 1.3121 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 47.8261 | 44.1176 | 51.4286 | 47.8261 | 44.1176 | 51.4286 |
| Ratio Avg Win / Avg Loss | 3.1112 | 5.4356 | 1.3575 | 1.5541 | 1.9295 | 1.2392 |
| Largest Winning Trade | 328722 | 328722 | 75965 | 2354604 | 2354604 | 2175196 |
| Largest Losing Trade | -41504 | -29658 | -41504 | -1667750 | -1244519 | -1667750 |
| Avg Bars in Trades | 153 | 145 | 160 | 153 | 145 | 160 |
| Avg Bars in Winners | 238 | 251 | 227 | 238 | 251 | 227 |
| Avg Bars in Losers | 75 | 61 | 90 | 75 | 61 | 90 |
| Bars Traded | 10576 | 4947 | 5629 | 10576 | 4947 | 5629 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -93660 | 435555 | -279406 | -97015 | 295656 | 279986 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10919,
"evaluation_days": 1819.83,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605139200000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759882276758,
"expiration_time": 1764584208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 96,
"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": [
[
894659.4359584393,
788091.9486027027,
106567.4873557368,
4726550.296071098,
3103027.958307648,
1623522.3377634503
],
[
894.659436,
788.091949,
106.567487,
4726.550296,
3103.027958,
1623.522338
],
[
0.491617,
0.433058,
0.058559,
0.213253,
0.190676,
0.156563
],
[
243.538999,
243.538999,
243.538999,
243.538999,
243.538999,
243.538999
],
[
-62751,
-52045,
-44016,
-4698713,
-1977245,
-3282431
],
[
2.851929,
4.291241,
1.437389,
1.424597,
1.523276,
1.312105
],
[
69,
34,
35,
69,
34,
35
],
[
33,
15,
18,
33,
15,
18
],
[
36,
19,
17,
36,
19,
17
],
[
47.826087,
44.117647,
51.428571,
47.826087,
44.117647,
51.428571
],
[
3.111195,
5.435572,
1.357534,
1.554106,
1.929483,
1.23921
],
[
328722,
328722,
75965,
2354604,
2354604,
2175196
],
[
-41504,
-29658,
-41504,
-1667750,
-1244519,
-1667750
],
[
153,
145,
160,
153,
145,
160
],
[
238,
251,
227,
238,
251,
227
],
[
75,
61,
90,
75,
61,
90
],
[
10576,
4947,
5629,
10576,
4947,
5629
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93660,
435555,
-279406,
-97015,
295656,
279986
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10919,
"evaluation_days": 1819.83,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605139200000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759882276758,
"expiration_time": 1764584208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 96,
"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) |
|---|