| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1127815.5227 | 1134562.7729 | -6747.2502 | 166090.4337 | 189326.6392 | -23236.2055 |
| Total P&L (%) | 1127.8155 | 1134.5628 | -6.7473 | 166.0904 | 189.3266 | -23.2362 |
| Avg Daily Profit (%) | 0.6221 | 0.6258 | -0.0037 | 0.054 | 0.0586 | -0.0146 |
| Buy And Hold Return (%) | 138.5567 | 138.5567 | 138.5567 | 138.5567 | 138.5567 | 138.5567 |
| Max Trade Drawdown | -211312 | -141536 | -135263 | -723775 | -280903 | -451622 |
| Profit Factor | 2.5983 | 3.8848 | 0.9784 | 1.1332 | 1.349 | 0.967 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
| Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
| Profitability (%) | 43.3735 | 34.1463 | 52.381 | 43.3735 | 34.1463 | 52.381 |
| Ratio Avg Win / Avg Loss | 3.3922 | 7.4921 | 0.8895 | 1.4795 | 2.6017 | 0.8791 |
| Largest Winning Trade | 609027 | 609027 | 58625 | 365837 | 176306 | 365837 |
| Largest Losing Trade | -44014 | -44014 | -43533 | -347142 | -148932 | -347142 |
| Avg Bars in Trades | 80 | 104 | 58 | 80 | 104 | 58 |
| Avg Bars in Winners | 120 | 188 | 77 | 120 | 188 | 77 |
| Avg Bars in Losers | 50 | 61 | 37 | 50 | 61 | 37 |
| Bars Traded | 6721 | 4282 | 2439 | 6721 | 4282 | 2439 |
| Profit Streak | 0 | 92.3008 | 0 | 0 | 92.3008 | 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 | 458834 | 471005 | -580426 | -302587 | -170509 | -580426 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7252,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759259587803,
"expiration_time": 1763954496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 156,
"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": [
[
1127815.5226643349,
1134562.7729021853,
-6747.2502378505,
166090.4336980512,
189326.6392294152,
-23236.205531364
],
[
1127.815523,
1134.562773,
-6.74725,
166.090434,
189.326639,
-23.236206
],
[
0.622071,
0.625793,
-0.003722,
0.053995,
0.058615,
-0.014585
],
[
138.556663,
138.556663,
138.556663,
138.556663,
138.556663,
138.556663
],
[
-211312,
-141536,
-135263,
-723775,
-280903,
-451622
],
[
2.598253,
3.884775,
0.978399,
1.133238,
1.349043,
0.967001
],
[
83,
41,
42,
83,
41,
42
],
[
36,
14,
22,
36,
14,
22
],
[
47,
27,
20,
47,
27,
20
],
[
43.373494,
34.146341,
52.380952,
43.373494,
34.146341,
52.380952
],
[
3.392164,
7.492067,
0.889454,
1.479505,
2.601726,
0.879092
],
[
609027,
609027,
58625,
365837,
176306,
365837
],
[
-44014,
-44014,
-43533,
-347142,
-148932,
-347142
],
[
80,
104,
58,
80,
104,
58
],
[
120,
188,
77,
120,
188,
77
],
[
50,
61,
37,
50,
61,
37
],
[
6721,
4282,
2439,
6721,
4282,
2439
],
[
0,
92.300785,
0,
0,
92.300785,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458834,
471005,
-580426,
-302587,
-170509,
-580426
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7252,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759259587803,
"expiration_time": 1763954496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 156,
"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) |
|---|