| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 833911.818 | 741874.6563 | 92037.1617 | 3045294.8736 | 3436191.7771 | -390896.9035 |
| Total P&L (%) | 833.9118 | 741.8747 | 92.0372 | 3045.2949 | 3436.1918 | -390.8969 |
| Avg Daily Profit (%) | 0.46 | 0.4092 | 0.0508 | 0.1904 | 0.1969 | 0 |
| Buy And Hold Return (%) | 146.9501 | 146.9501 | 146.9501 | 146.9501 | 146.9501 | 146.9501 |
| Max Trade Drawdown | -89587 | -39916 | -70650 | -2682914 | -1533816 | -1957906 |
| Profit Factor | 3.0602 | 5.0252 | 1.4175 | 1.4198 | 2.1103 | 0.906 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Profitability (%) | 32.4675 | 34.2105 | 30.7692 | 32.4675 | 34.2105 | 30.7692 |
| Ratio Avg Win / Avg Loss | 6.3651 | 9.6638 | 3.1893 | 2.9532 | 4.0582 | 2.0385 |
| Largest Winning Trade | 376899 | 376899 | 67608 | 2121397 | 2121397 | 1511130 |
| Largest Losing Trade | -27747 | -27747 | -23363 | -1094288 | -575348 | -1094288 |
| Avg Bars in Trades | 67 | 60 | 73 | 67 | 60 | 73 |
| Avg Bars in Winners | 154 | 139 | 171 | 154 | 139 | 171 |
| Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
| Bars Traded | 5161 | 2309 | 2852 | 5161 | 2309 | 2852 |
| 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 | -37873 | 367590 | -296442 | -43213 | 212279 | -585458 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759263201606,
"expiration_time": 1763947296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 8,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
833911.817976198,
741874.6562631417,
92037.1617130567,
3045294.873591956,
3436191.7771129995,
-390896.9035210428
],
[
833.911818,
741.874656,
92.037162,
3045.294874,
3436.191777,
-390.896904
],
[
0.459962,
0.409197,
0.050765,
0.19039,
0.196864,
0
],
[
146.950057,
146.950057,
146.950057,
146.950057,
146.950057,
146.950057
],
[
-89587,
-39916,
-70650,
-2682914,
-1533816,
-1957906
],
[
3.060159,
5.025183,
1.417455,
1.419812,
2.110283,
0.906013
],
[
77,
38,
39,
77,
38,
39
],
[
25,
13,
12,
25,
13,
12
],
[
52,
25,
27,
52,
25,
27
],
[
32.467532,
34.210526,
30.769231,
32.467532,
34.210526,
30.769231
],
[
6.365131,
9.663814,
3.189274,
2.95321,
4.058237,
2.03853
],
[
376899,
376899,
67608,
2121397,
2121397,
1511130
],
[
-27747,
-27747,
-23363,
-1094288,
-575348,
-1094288
],
[
67,
60,
73,
67,
60,
73
],
[
154,
139,
171,
154,
139,
171
],
[
24,
19,
29,
24,
19,
29
],
[
5161,
2309,
2852,
5161,
2309,
2852
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-37873,
367590,
-296442,
-43213,
212279,
-585458
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5439,
"evaluation_days": 1813,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1607126400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759263201606,
"expiration_time": 1763947296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 8,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|