| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 558732.8731 | 496230.7784 | 62502.0947 | 1132369.883 | 1759803.3221 | -627433.4391 |
| Total P&L (%) | 558.7329 | 496.2308 | 62.5021 | 1132.3699 | 1759.8033 | -627.4334 |
| Avg Daily Profit (%) | 0.3081 | 0.2736 | 0.0345 | 0.1386 | 0.1613 | 0 |
| Buy And Hold Return (%) | 132.8167 | 132.8167 | 132.8167 | 132.8167 | 132.8167 | 132.8167 |
| Max Trade Drawdown | -122333 | -58347 | -115928 | -3082680 | -1860178 | -2538093 |
| Profit Factor | 1.9381 | 2.5425 | 1.2282 | 1.1123 | 1.3104 | 0.8578 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 54.9451 | 55.5556 | 54.3478 | 54.9451 | 55.5556 | 54.3478 |
| Ratio Avg Win / Avg Loss | 1.5893 | 2.034 | 1.0317 | 0.9121 | 1.0483 | 0.7205 |
| Largest Winning Trade | 117358 | 117358 | 58289 | 1565291 | 1565291 | 604152 |
| Largest Losing Trade | -41669 | -38482 | -41669 | -1532436 | -1532436 | -1020771 |
| Avg Bars in Trades | 57 | 43 | 70 | 57 | 43 | 70 |
| Avg Bars in Winners | 54 | 35 | 73 | 54 | 35 | 73 |
| Avg Bars in Losers | 60 | 53 | 67 | 60 | 53 | 67 |
| Bars Traded | 5217 | 1962 | 3255 | 5217 | 1962 | 3255 |
| Profit Streak | 0 | 44.4294 | 0 | 0 | 44.4294 | 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 | 413555 | 431333 | -312352 | -105365 | 331026 | -580140 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5441,
"evaluation_days": 1813.67,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606291200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313896146,
"expiration_time": 1764006624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 128,
"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": [
[
558732.8730964978,
496230.7783951499,
62502.0947013478,
1132369.883000915,
1759803.3221111342,
-627433.439110219
],
[
558.732873,
496.230778,
62.502095,
1132.369883,
1759.803322,
-627.433439
],
[
0.308068,
0.273606,
0.034462,
0.138573,
0.161298,
0
],
[
132.816712,
132.816712,
132.816712,
132.816712,
132.816712,
132.816712
],
[
-122333,
-58347,
-115928,
-3082680,
-1860178,
-2538093
],
[
1.938143,
2.54254,
1.228213,
1.112337,
1.310415,
0.857754
],
[
91,
45,
46,
91,
45,
46
],
[
50,
25,
25,
50,
25,
25
],
[
41,
20,
21,
41,
20,
21
],
[
54.945055,
55.555556,
54.347826,
54.945055,
55.555556,
54.347826
],
[
1.589277,
2.034032,
1.031699,
0.912116,
1.048332,
0.720513
],
[
117358,
117358,
58289,
1565291,
1565291,
604152
],
[
-41669,
-38482,
-41669,
-1532436,
-1532436,
-1020771
],
[
57,
43,
70,
57,
43,
70
],
[
54,
35,
73,
54,
35,
73
],
[
60,
53,
67,
60,
53,
67
],
[
5217,
1962,
3255,
5217,
1962,
3255
],
[
0,
44.429353,
0,
0,
44.429354,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
413555,
431333,
-312352,
-105365,
331026,
-580140
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5441,
"evaluation_days": 1813.67,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606291200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759313896146,
"expiration_time": 1764006624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 128,
"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) |
|---|