| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 964229.4283 | 872102.0139 | 92127.4144 | 3285141.781 | 3103000.6063 | 182141.1747 |
| Total P&L (%) | 964.2294 | 872.102 | 92.1274 | 3285.1418 | 3103.0006 | 182.1412 |
| Avg Daily Profit (%) | 0.5307 | 0.48 | 0.0507 | 0.194 | 0.191 | 0.0571 |
| Buy And Hold Return (%) | 326.794 | 326.794 | 326.794 | 326.794 | 326.794 | 326.794 |
| Max Trade Drawdown | -134672 | -69884 | -67216 | -2714554 | -2058658 | -1757214 |
| Profit Factor | 2.7204 | 4.3907 | 1.3038 | 1.3414 | 1.6322 | 1.0386 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
| Profitability (%) | 40.3509 | 36.8421 | 43.8596 | 40.3509 | 36.8421 | 43.8596 |
| Ratio Avg Win / Avg Loss | 4.0215 | 7.5269 | 1.6689 | 1.9829 | 2.7981 | 1.3294 |
| Largest Winning Trade | 392521 | 392521 | 66272 | 2420777 | 2420777 | 1147313 |
| Largest Losing Trade | -37722 | -37722 | -29824 | -928590 | -928590 | -706998 |
| Avg Bars in Trades | 94 | 91 | 97 | 94 | 91 | 97 |
| Avg Bars in Winners | 172 | 175 | 169 | 172 | 175 | 169 |
| Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
| Bars Traded | 10724 | 5192 | 5532 | 10724 | 5192 | 5532 |
| Profit Streak | 0 | 45.2741 | 0 | 0 | 45.2741 | 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 | 340195 | -170520 | -472205 | 215457 | -173842 | -642928 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10902,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1604606400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631681489,
"expiration_time": 1764332064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 137,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 38,
"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": [
[
964229.4283483177,
872102.0139433657,
92127.4144049516,
3285141.7809935976,
3103000.6063136715,
182141.1746799278
],
[
964.229428,
872.102014,
92.127414,
3285.141781,
3103.000606,
182.141175
],
[
0.530671,
0.479968,
0.050703,
0.194023,
0.190973,
0.057101
],
[
326.793981,
326.793981,
326.793981,
326.793981,
326.793981,
326.793981
],
[
-134672,
-69884,
-67216,
-2714554,
-2058658,
-1757214
],
[
2.720445,
4.390691,
1.303801,
1.341385,
1.632245,
1.038629
],
[
114,
57,
57,
114,
57,
57
],
[
46,
21,
25,
46,
21,
25
],
[
68,
36,
32,
68,
36,
32
],
[
40.350877,
36.842105,
43.859649,
40.350877,
36.842105,
43.859649
],
[
4.021527,
7.526898,
1.668866,
1.982916,
2.798134,
1.329446
],
[
392521,
392521,
66272,
2420777,
2420777,
1147313
],
[
-37722,
-37722,
-29824,
-928590,
-928590,
-706998
],
[
94,
91,
97,
94,
91,
97
],
[
172,
175,
169,
172,
175,
169
],
[
41,
41,
40,
41,
41,
40
],
[
10724,
5192,
5532,
10724,
5192,
5532
],
[
0,
45.274091,
0,
0,
45.274091,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340195,
-170520,
-472205,
215457,
-173842,
-642928
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10902,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1604606400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759631681489,
"expiration_time": 1764332064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 137,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 38,
"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) |
|---|