| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462886.3622 | 548979.4543 | -86093.0921 | -58744.9356 | 179361.1754 | -238106.111 |
| Total P&L (%) | 462.8864 | 548.9795 | -86.0931 | -58.7449 | 179.3612 | -238.1061 |
| Avg Daily Profit (%) | 0.2562 | 0.3038 | -0.0477 | -0.049 | 0.0569 | 0 |
| Buy And Hold Return (%) | 255.044 | 255.044 | 255.044 | 255.044 | 255.044 | 255.044 |
| Max Trade Drawdown | -131773 | -84760 | -116664 | -165931 | -115361 | -180405 |
| Profit Factor | 1.6224 | 3.0675 | 0.8199 | 0.9141 | 1.7855 | 0.477 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 53.4884 | 53.4884 | 53.4884 | 53.4884 | 53.4884 | 53.4884 |
| Ratio Avg Win / Avg Loss | 1.4108 | 2.6674 | 0.713 | 0.7948 | 1.5526 | 0.4147 |
| Largest Winning Trade | 312827 | 312827 | 66662 | 100408 | 100408 | 27898 |
| Largest Losing Trade | -76546 | -34783 | -76546 | -85967 | -63846 | -85967 |
| Avg Bars in Trades | 82 | 67 | 96 | 82 | 67 | 96 |
| Avg Bars in Winners | 99 | 80 | 118 | 99 | 80 | 118 |
| Avg Bars in Losers | 61 | 52 | 71 | 61 | 52 | 71 |
| Bars Traded | 7064 | 2903 | 4161 | 7064 | 2903 | 4161 |
| Profit Streak | 0 | 166.2205 | 0 | 0 | 166.2205 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 94360 | 373797 | -580274 | -580096 | -277891 | -580274 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7227,
"evaluation_days": 1806.75,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758820652030,
"expiration_time": 1763398296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 91,
"offset": 42
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 102,
"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": [
[
462886.3621612751,
548979.4542946443,
-86093.092133369,
-58744.9355861077,
179361.1754015448,
-238106.1109876524
],
[
462.886362,
548.979454,
-86.093092,
-58.744936,
179.361175,
-238.106111
],
[
0.256198,
0.303849,
-0.047651,
-0.048993,
0.056877,
0
],
[
255.043961,
255.043961,
255.043961,
255.043961,
255.043961,
255.043961
],
[
-131773,
-84760,
-116664,
-165931,
-115361,
-180405
],
[
1.62244,
3.067498,
0.81994,
0.914063,
1.785463,
0.476959
],
[
86,
43,
43,
86,
43,
43
],
[
46,
23,
23,
46,
23,
23
],
[
40,
20,
20,
40,
20,
20
],
[
53.488372,
53.488372,
53.488372,
53.488372,
53.488372,
53.488372
],
[
1.410818,
2.667389,
0.712991,
0.794838,
1.552577,
0.414747
],
[
312827,
312827,
66662,
100408,
100408,
27898
],
[
-76546,
-34783,
-76546,
-85967,
-63846,
-85967
],
[
82,
67,
96,
82,
67,
96
],
[
99,
80,
118,
99,
80,
118
],
[
61,
52,
71,
61,
52,
71
],
[
7064,
2903,
4161,
7064,
2903,
4161
],
[
0,
166.22051,
0,
0,
166.22051,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
94360,
373797,
-580274,
-580096,
-277891,
-580274
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7227,
"evaluation_days": 1806.75,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605484800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758820652030,
"expiration_time": 1763398296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 91,
"offset": 42
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 102,
"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) |
|---|