| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -485971.7834 | -14192.8248 | -471778.9585 | 1860536.0917 | 600639.5239 | 1259896.5678 |
| Total P&L (%) | -485.9718 | -14.1928 | -471.779 | 1860.5361 | 600.6395 | 1259.8966 |
| Avg Daily Profit (%) | -0.2671 | -0.0078 | -0.2593 | 0.1637 | 0.1071 | 0.1436 |
| Buy And Hold Return (%) | 292.9176 | 292.9176 | 292.9176 | 292.9176 | 292.9176 | 292.9176 |
| Max Trade Drawdown | -758696 | -122983 | -678019 | -1030883 | -238076 | -1001019 |
| Profit Factor | 0.5578 | 0.929 | 0.4752 | 1.6717 | 1.7673 | 1.634 |
| Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Winning Trades | 109 | 48 | 61 | 75 | 37 | 38 |
| Losing Trades | 36 | 25 | 11 | 70 | 36 | 34 |
| Profitability (%) | 75.1724 | 65.7534 | 84.7222 | 51.7241 | 50.6849 | 52.7778 |
| Ratio Avg Win / Avg Loss | 0.1842 | 0.4839 | 0.0857 | 1.5602 | 1.7196 | 1.462 |
| Largest Winning Trade | 24679 | 17516 | 24679 | 811312 | 215273 | 811312 |
| Largest Losing Trade | -421600 | -39930 | -421600 | -1001019 | -211979 | -1001019 |
| Avg Bars in Trades | 41 | 11 | 71 | 41 | 11 | 71 |
| Avg Bars in Winners | 21 | 2 | 36 | 42 | 15 | 69 |
| Avg Bars in Losers | 99 | 26 | 266 | 39 | 7 | 74 |
| Bars Traded | 5975 | 811 | 5164 | 5975 | 811 | 5164 |
| Profit Streak | 178.4996 | 178.4996 | 290.9996 | 178.4996 | 178.4996 | 290.9996 |
| Trades During Streak | 4 | 2 | 11 | 4 | 2 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575747 | -649168 | -654096 | 448303 | -123451 | -78243 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7277,
"evaluation_days": 1819.25,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605182400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759816768467,
"expiration_time": 1764510696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 119,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
-485971.7833508449,
-14192.8248208276,
-471778.9585300175,
1860536.0916535503,
600639.5238829018,
1259896.567770648
],
[
-485.971783,
-14.192825,
-471.778959,
1860.536092,
600.639524,
1259.896568
],
[
-0.267128,
-0.007801,
-0.259326,
0.163707,
0.10707,
0.143568
],
[
292.917589,
292.917589,
292.917589,
292.917589,
292.917589,
292.917589
],
[
-758696,
-122983,
-678019,
-1030883,
-238076,
-1001019
],
[
0.557803,
0.929047,
0.475196,
1.671666,
1.767334,
1.633984
],
[
145,
73,
72,
145,
73,
72
],
[
109,
48,
61,
75,
37,
38
],
[
36,
25,
11,
70,
36,
34
],
[
75.172414,
65.753425,
84.722222,
51.724138,
50.684932,
52.777778
],
[
0.184229,
0.483879,
0.085691,
1.560222,
1.719568,
1.461986
],
[
24679,
17516,
24679,
811312,
215273,
811312
],
[
-421600,
-39930,
-421600,
-1001019,
-211979,
-1001019
],
[
41,
11,
71,
41,
11,
71
],
[
21,
2,
36,
42,
15,
69
],
[
99,
26,
266,
39,
7,
74
],
[
5975,
811,
5164,
5975,
811,
5164
],
[
178.499635,
178.499635,
290.999635,
178.499635,
178.499635,
290.999635
],
[
4,
2,
11,
4,
2,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575747,
-649168,
-654096,
448303,
-123451,
-78243
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7277,
"evaluation_days": 1819.25,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605182400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759816768467,
"expiration_time": 1764510696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 119,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|