| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 932082.7364 | 838757.7679 | 93324.9685 | 3990027.6112 | 5075677.4752 | -1085649.864 |
| Total P&L (%) | 932.0827 | 838.7578 | 93.325 | 3990.0276 | 5075.6775 | -1085.6499 |
| Avg Daily Profit (%) | 0.514 | 0.4625 | 0.0515 | 0.2048 | 0.2179 | 0 |
| Buy And Hold Return (%) | 175.6215 | 175.6215 | 175.6215 | 175.6215 | 175.6215 | 175.6215 |
| Max Trade Drawdown | -82238 | -53310 | -62110 | -3998473 | -1757763 | -3173381 |
| Profit Factor | 3.4417 | 6.8105 | 1.3931 | 1.4817 | 2.955 | 0.8091 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
| Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
| Profitability (%) | 28.3951 | 35 | 21.9512 | 28.3951 | 35 | 21.9512 |
| Ratio Avg Win / Avg Loss | 8.6791 | 12.6481 | 4.9534 | 3.7364 | 5.4879 | 2.8769 |
| Largest Winning Trade | 448988 | 448988 | 70426 | 2988489 | 2988489 | 1697728 |
| Largest Losing Trade | -24329 | -22314 | -24329 | -1606059 | -626994 | -1606059 |
| Avg Bars in Trades | 85 | 75 | 94 | 85 | 75 | 94 |
| Avg Bars in Winners | 234 | 182 | 314 | 234 | 182 | 314 |
| Avg Bars in Losers | 26 | 17 | 33 | 26 | 17 | 33 |
| Bars Traded | 6911 | 3019 | 3892 | 6911 | 3019 | 3892 |
| 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 | -14953 | 412992 | -331421 | -20744 | 289025 | -621216 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7254,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606024800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759317283992,
"expiration_time": 1763998992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
932082.7363788486,
838757.7678757292,
93324.9685031194,
3990027.6111610383,
5075677.475207108,
-1085649.8640460703
],
[
932.082736,
838.757768,
93.324969,
3990.027611,
5075.677475,
-1085.649864
],
[
0.513969,
0.462508,
0.051461,
0.204849,
0.217858,
0
],
[
175.621499,
175.621499,
175.621499,
175.621499,
175.621499,
175.621499
],
[
-82238,
-53310,
-62110,
-3998473,
-1757763,
-3173381
],
[
3.441722,
6.810517,
1.393146,
1.481677,
2.955049,
0.809114
],
[
81,
40,
41,
81,
40,
41
],
[
23,
14,
9,
23,
14,
9
],
[
58,
26,
32,
58,
26,
32
],
[
28.395062,
35,
21.95122,
28.395062,
35,
21.95122
],
[
8.679125,
12.648103,
4.953407,
3.736403,
5.487949,
2.87685
],
[
448988,
448988,
70426,
2988489,
2988489,
1697728
],
[
-24329,
-22314,
-24329,
-1606059,
-626994,
-1606059
],
[
85,
75,
94,
85,
75,
94
],
[
234,
182,
314,
234,
182,
314
],
[
26,
17,
33,
26,
17,
33
],
[
6911,
3019,
3892,
6911,
3019,
3892
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-14953,
412992,
-331421,
-20744,
289025,
-621216
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7254,
"evaluation_days": 1813.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606024800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759317283992,
"expiration_time": 1763998992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|