| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 854118.1966 | 752962.8178 | 101155.3788 | 3180634.1801 | 2744084.6249 | 436549.5552 |
| Total P&L (%) | 854.1182 | 752.9628 | 101.1554 | 3180.6342 | 2744.0846 | 436.5496 |
| Avg Daily Profit (%) | 0.4684 | 0.413 | 0.0555 | 0.1916 | 0.1838 | 0.0922 |
| Buy And Hold Return (%) | 165.2872 | 165.2872 | 165.2872 | 165.2872 | 165.2872 | 165.2872 |
| Max Trade Drawdown | -106362 | -60828 | -81938 | -3977334 | -3276441 | -1557040 |
| Profit Factor | 2.3879 | 3.3801 | 1.3383 | 1.3196 | 1.464 | 1.1081 |
| Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
| Profitability (%) | 47.5524 | 43.662 | 51.3889 | 47.5524 | 43.662 | 51.3889 |
| Ratio Avg Win / Avg Loss | 2.6337 | 4.3614 | 1.2659 | 1.4554 | 1.889 | 1.0482 |
| Largest Winning Trade | 276150 | 276150 | 73886 | 3373183 | 3373183 | 1061687 |
| Largest Losing Trade | -38630 | -38630 | -36147 | -2452492 | -2452492 | -784876 |
| Avg Bars in Trades | 72 | 70 | 74 | 72 | 70 | 74 |
| Avg Bars in Winners | 110 | 111 | 109 | 110 | 111 | 109 |
| Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
| Bars Traded | 10368 | 4991 | 5377 | 10368 | 4991 | 5377 |
| Profit Streak | 0 | 55.5738 | 0 | 0 | 55.5738 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 471089 | -74268 | -363573 | 273467 | -78764 | -254225 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10940,
"evaluation_days": 1823.33,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760175974754,
"expiration_time": 1764895680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 248,
"offset": 130
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
854118.1966320766,
752962.817812522,
101155.3788195543,
3180634.1801350345,
2744084.6249057045,
436549.5552293314
],
[
854.118197,
752.962818,
101.155379,
3180.63418,
2744.084625,
436.549555
],
[
0.468439,
0.41296,
0.055478,
0.191626,
0.183779,
0.092181
],
[
165.287214,
165.287214,
165.287214,
165.287214,
165.287214,
165.287214
],
[
-106362,
-60828,
-81938,
-3977334,
-3276441,
-1557040
],
[
2.387883,
3.380072,
1.338256,
1.319578,
1.463986,
1.108098
],
[
143,
71,
72,
143,
71,
72
],
[
68,
31,
37,
68,
31,
37
],
[
75,
40,
35,
75,
40,
35
],
[
47.552448,
43.661972,
51.388889,
47.552448,
43.661972,
51.388889
],
[
2.633695,
4.361383,
1.265918,
1.455417,
1.889014,
1.048201
],
[
276150,
276150,
73886,
3373183,
3373183,
1061687
],
[
-38630,
-38630,
-36147,
-2452492,
-2452492,
-784876
],
[
72,
70,
74,
72,
70,
74
],
[
110,
111,
109,
110,
111,
109
],
[
38,
38,
37,
38,
38,
37
],
[
10368,
4991,
5377,
10368,
4991,
5377
],
[
0,
55.573782,
0,
0,
55.573782,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471089,
-74268,
-363573,
273467,
-78764,
-254225
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10940,
"evaluation_days": 1823.33,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1608076800000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760175974754,
"expiration_time": 1764895680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 248,
"offset": 130
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|