| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 547662.755 | 614433.2834 | -66770.5284 | -11185.6459 | 66992.0886 | -78177.7345 |
| Total P&L (%) | 547.6628 | 614.4333 | -66.7705 | -11.1856 | 66.9921 | -78.1777 |
| Avg Daily Profit (%) | 0.3017 | 0.3385 | -0.0368 | -0.0065 | 0.0283 | -0.0838 |
| Buy And Hold Return (%) | 239.03 | 239.03 | 239.03 | 239.03 | 239.03 | 239.03 |
| Max Trade Drawdown | -152974 | -50896 | -146710 | -111833 | -88691 | -47979 |
| Profit Factor | 1.8046 | 3.1818 | 0.8327 | 0.9741 | 1.3414 | 0.6675 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 38.961 | 43.5897 | 34.2105 | 38.961 | 43.5897 | 34.2105 |
| Ratio Avg Win / Avg Loss | 2.8272 | 4.1176 | 1.6013 | 1.526 | 1.736 | 1.2837 |
| Largest Winning Trade | 342362 | 342362 | 71478 | 73950 | 73950 | 67177 |
| Largest Losing Trade | -65177 | -38645 | -65177 | -64711 | -36488 | -64711 |
| Avg Bars in Trades | 138 | 119 | 157 | 138 | 119 | 157 |
| Avg Bars in Winners | 255 | 209 | 314 | 255 | 209 | 314 |
| Avg Bars in Losers | 63 | 49 | 76 | 63 | 49 | 76 |
| Bars Traded | 10656 | 4655 | 6001 | 10656 | 4655 | 6001 |
| Profit Streak | 20.9131 | 45.4131 | 0 | 20.9131 | 45.4131 | 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 | -42635 | 356164 | -584127 | -628018 | -321381 | -585238 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10891,
"evaluation_days": 1815.17,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605556800000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759470895948,
"expiration_time": 1764168912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 26,
"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": [
[
547662.7549616421,
614433.2833720025,
-66770.5284103606,
-11185.6458957964,
66992.0885863533,
-78177.7344821498
],
[
547.662755,
614.433283,
-66.770528,
-11.185646,
66.992089,
-78.177734
],
[
0.301714,
0.338499,
-0.036785,
-0.006535,
0.028253,
-0.083827
],
[
239.030023,
239.030023,
239.030023,
239.030023,
239.030023,
239.030023
],
[
-152974,
-50896,
-146710,
-111833,
-88691,
-47979
],
[
1.804575,
3.181777,
0.832683,
0.974068,
1.341446,
0.667538
],
[
77,
39,
38,
77,
39,
38
],
[
30,
17,
13,
30,
17,
13
],
[
47,
22,
25,
47,
22,
25
],
[
38.961039,
43.589744,
34.210526,
38.961039,
43.589744,
34.210526
],
[
2.827167,
4.117593,
1.601313,
1.52604,
1.735989,
1.283727
],
[
342362,
342362,
71478,
73950,
73950,
67177
],
[
-65177,
-38645,
-65177,
-64711,
-36488,
-64711
],
[
138,
119,
157,
138,
119,
157
],
[
255,
209,
314,
255,
209,
314
],
[
63,
49,
76,
63,
49,
76
],
[
10656,
4655,
6001,
10656,
4655,
6001
],
[
20.913147,
45.413147,
0,
20.913148,
45.413148,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-42635,
356164,
-584127,
-628018,
-321381,
-585238
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10891,
"evaluation_days": 1815.17,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605556800000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759470895948,
"expiration_time": 1764168912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 26,
"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) |
|---|