| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 760856.4066 | 682550.3915 | 78306.0151 | 1823438.3581 | 1648104.575 | 175333.7831 |
| Total P&L (%) | 760.8564 | 682.5504 | 78.306 | 1823.4384 | 1648.1046 | 175.3338 |
| Avg Daily Profit (%) | 0.4179 | 0.3749 | 0.043 | 0.1625 | 0.1573 | 0.0556 |
| Buy And Hold Return (%) | 241.7434 | 241.7434 | 241.7434 | 241.7434 | 241.7434 | 241.7434 |
| Max Trade Drawdown | -137771 | -92367 | -109203 | -3064025 | -1639944 | -2003621 |
| Profit Factor | 1.9785 | 2.753 | 1.2017 | 1.2345 | 1.4471 | 1.0429 |
| Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
| Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
| Profitability (%) | 54.9618 | 53.0303 | 56.9231 | 54.9618 | 53.0303 | 56.9231 |
| Ratio Avg Win / Avg Loss | 1.6213 | 2.4384 | 0.9094 | 1.0116 | 1.2818 | 0.7892 |
| Largest Winning Trade | 226791 | 226791 | 62396 | 1568253 | 1568253 | 1123401 |
| Largest Losing Trade | -47922 | -47922 | -44300 | -1792094 | -522602 | -1792094 |
| Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
| Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
| Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
| Bars Traded | 3569 | 1814 | 1755 | 3569 | 1814 | 1755 |
| Profit Streak | 24.5925 | 44.0925 | 0 | 24.5925 | 44.0925 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 449677 | -111437 | -433921 | 331664 | -114421 | -589940 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3641,
"evaluation_days": 1820.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759889590596,
"expiration_time": 1764600336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 53,
"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": [
[
760856.4065969663,
682550.3915044728,
78306.0150924934,
1823438.3580649693,
1648104.574983131,
175333.783081839
],
[
760.856407,
682.550392,
78.306015,
1823.438358,
1648.104575,
175.333783
],
[
0.417938,
0.374925,
0.043013,
0.162543,
0.157285,
0.055649
],
[
241.74338,
241.74338,
241.74338,
241.74338,
241.74338,
241.74338
],
[
-137771,
-92367,
-109203,
-3064025,
-1639944,
-2003621
],
[
1.97852,
2.75303,
1.201714,
1.234469,
1.447142,
1.042858
],
[
131,
66,
65,
131,
66,
65
],
[
72,
35,
37,
72,
35,
37
],
[
59,
31,
28,
59,
31,
28
],
[
54.961832,
53.030303,
56.923077,
54.961832,
53.030303,
56.923077
],
[
1.621287,
2.438398,
0.909405,
1.011579,
1.281755,
0.78919
],
[
226791,
226791,
62396,
1568253,
1568253,
1123401
],
[
-47922,
-47922,
-44300,
-1792094,
-522602,
-1792094
],
[
27,
27,
27,
27,
27,
27
],
[
33,
35,
31,
33,
35,
31
],
[
19,
18,
21,
19,
18,
21
],
[
3569,
1814,
1755,
3569,
1814,
1755
],
[
24.592484,
44.092484,
0,
24.592484,
44.092484,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
449677,
-111437,
-433921,
331664,
-114421,
-589940
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3641,
"evaluation_days": 1820.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759889590596,
"expiration_time": 1764600336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 53,
"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) |
|---|