| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 916747.4158 | 832499.9448 | 84247.471 | 2695343.927 | 2152820.3383 | 542523.5887 |
| Total P&L (%) | 916.7474 | 832.4999 | 84.2475 | 2695.3439 | 2152.8203 | 542.5236 |
| Avg Daily Profit (%) | 0.5074 | 0.4608 | 0.0466 | 0.1845 | 0.1725 | 0.103 |
| Buy And Hold Return (%) | 279.2635 | 279.2635 | 279.2635 | 279.2635 | 279.2635 | 279.2635 |
| Max Trade Drawdown | -80658 | -73541 | -36214 | -2639615 | -1921519 | -1065098 |
| Profit Factor | 2.9432 | 4.3637 | 1.3757 | 1.3672 | 1.5431 | 1.1607 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Profitability (%) | 42.623 | 46.6667 | 38.7097 | 42.623 | 46.6667 | 38.7097 |
| Ratio Avg Win / Avg Loss | 3.962 | 4.987 | 2.1781 | 1.8405 | 1.7635 | 1.8378 |
| Largest Winning Trade | 396593 | 396593 | 71756 | 2162039 | 2162039 | 1068193 |
| Largest Losing Trade | -37043 | -37043 | -31778 | -762459 | -740427 | -762459 |
| Avg Bars in Trades | 113 | 104 | 122 | 113 | 104 | 122 |
| Avg Bars in Winners | 195 | 181 | 212 | 195 | 181 | 212 |
| Avg Bars in Losers | 53 | 37 | 66 | 53 | 37 | 66 |
| Bars Traded | 6944 | 3140 | 3804 | 6944 | 3140 | 3804 |
| 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 | -155720 | 472432 | -299185 | -159635 | 329027 | -109355 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7227,
"evaluation_days": 1806.75,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605441600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758877364541,
"expiration_time": 1763398296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 83,
"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": [
[
916747.4158212546,
832499.9447796389,
84247.4710416157,
2695343.9270499176,
2152820.3383296635,
542523.5887202538
],
[
916.747416,
832.499945,
84.247471,
2695.343927,
2152.820338,
542.523589
],
[
0.507401,
0.460772,
0.046629,
0.184509,
0.172545,
0.103013
],
[
279.26347,
279.26347,
279.26347,
279.26347,
279.26347,
279.26347
],
[
-80658,
-73541,
-36214,
-2639615,
-1921519,
-1065098
],
[
2.943222,
4.363665,
1.375654,
1.367232,
1.543066,
1.160728
],
[
61,
30,
31,
61,
30,
31
],
[
26,
14,
12,
26,
14,
12
],
[
35,
16,
19,
35,
16,
19
],
[
42.622951,
46.666667,
38.709677,
42.622951,
46.666667,
38.709677
],
[
3.96203,
4.987046,
2.178119,
1.840505,
1.763504,
1.837819
],
[
396593,
396593,
71756,
2162039,
2162039,
1068193
],
[
-37043,
-37043,
-31778,
-762459,
-740427,
-762459
],
[
113,
104,
122,
113,
104,
122
],
[
195,
181,
212,
195,
181,
212
],
[
53,
37,
66,
53,
37,
66
],
[
6944,
3140,
3804,
6944,
3140,
3804
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155720,
472432,
-299185,
-159635,
329027,
-109355
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7227,
"evaluation_days": 1806.75,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605441600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758877364541,
"expiration_time": 1763398296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 131,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 83,
"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) |
|---|