| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 978127.574 | 986724.8087 | -8597.2347 | 297977.9905 | 233032.9873 | 64945.0032 |
| Total P&L (%) | 978.1276 | 986.7248 | -8.5972 | 297.978 | 233.033 | 64.945 |
| Avg Daily Profit (%) | 0.5414 | 0.5461 | -0.0048 | 0.0765 | 0.0666 | 0.0277 |
| Buy And Hold Return (%) | 396.6019 | 396.6019 | 396.6019 | 396.6019 | 396.6019 | 396.6019 |
| Max Trade Drawdown | -106088 | -137849 | -35636 | -697543 | -721981 | -189310 |
| Profit Factor | 2.7617 | 3.3548 | 0.9369 | 1.1089 | 1.1075 | 1.1143 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 42.029 | 38.2353 | 45.7143 | 42.029 | 38.2353 | 45.7143 |
| Ratio Avg Win / Avg Loss | 3.8092 | 5.4193 | 1.1125 | 1.5295 | 1.789 | 1.3232 |
| Largest Winning Trade | 570945 | 570945 | 21943 | 593586 | 593586 | 157802 |
| Largest Losing Trade | -49171 | -49171 | -24207 | -333570 | -333570 | -91173 |
| Avg Bars in Trades | 100 | 177 | 26 | 100 | 177 | 26 |
| Avg Bars in Winners | 147 | 287 | 33 | 147 | 287 | 33 |
| Avg Bars in Losers | 67 | 109 | 20 | 67 | 109 | 20 |
| Bars Traded | 6948 | 6032 | 916 | 6948 | 6032 | 916 |
| Profit Streak | 0 | 96.4292 | 0 | 0 | 96.4292 | 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 | -96932 | 350716 | -580509 | -465639 | -375010 | -417849 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7227,
"evaluation_days": 1806.75,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758881884171,
"expiration_time": 1763398296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 43,
"offset": 123,
"scalar": 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": [
[
978127.5740070329,
986724.8087312379,
-8597.2347242048,
297977.9905395012,
233032.9872941234,
64945.003245378
],
[
978.127574,
986.724809,
-8.597235,
297.977991,
233.032987,
64.945003
],
[
0.541374,
0.546132,
-0.004758,
0.076477,
0.06661,
0.027702
],
[
396.601942,
396.601942,
396.601942,
396.601942,
396.601942,
396.601942
],
[
-106088,
-137849,
-35636,
-697543,
-721981,
-189310
],
[
2.761663,
3.354788,
0.936878,
1.108881,
1.107463,
1.114295
],
[
69,
34,
35,
69,
34,
35
],
[
29,
13,
16,
29,
13,
16
],
[
40,
21,
19,
40,
21,
19
],
[
42.028986,
38.235294,
45.714286,
42.028986,
38.235294,
45.714286
],
[
3.809191,
5.419274,
1.112543,
1.529492,
1.788979,
1.323225
],
[
570945,
570945,
21943,
593586,
593586,
157802
],
[
-49171,
-49171,
-24207,
-333570,
-333570,
-91173
],
[
100,
177,
26,
100,
177,
26
],
[
147,
287,
33,
147,
287,
33
],
[
67,
109,
20,
67,
109,
20
],
[
6948,
6032,
916,
6948,
6032,
916
],
[
0,
96.429215,
0,
0,
96.429215,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96932,
350716,
-580509,
-465639,
-375010,
-417849
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7227,
"evaluation_days": 1806.75,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604318400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758881884171,
"expiration_time": 1763398296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 43,
"offset": 123,
"scalar": 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) |
|---|