| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424654.659 | 422767.3557 | 1887.3033 | 205195.8307 | 94278.82 | 110917.0107 |
| Total P&L (%) | 424.6547 | 422.7674 | 1.8873 | 205.1958 | 94.2788 | 110.917 |
| Avg Daily Profit (%) | 0.2348 | 0.2337 | 0.001 | 0.0617 | 0.0367 | 0.0413 |
| Buy And Hold Return (%) | 170.8396 | 170.8396 | 170.8396 | 170.8396 | 170.8396 | 170.8396 |
| Max Trade Drawdown | -144955 | -109543 | -129490 | -292712 | -277561 | -102935 |
| Profit Factor | 1.7322 | 2.2516 | 1.0078 | 1.2725 | 1.1801 | 1.4833 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 49.2537 | 48.4848 | 50 | 49.2537 | 48.4848 | 50 |
| Ratio Avg Win / Avg Loss | 1.7847 | 2.3923 | 1.0078 | 1.311 | 1.2538 | 1.4833 |
| Largest Winning Trade | 142562 | 142562 | 61702 | 163944 | 163944 | 63711 |
| Largest Losing Trade | -44534 | -44534 | -32657 | -232287 | -232287 | -32641 |
| Avg Bars in Trades | 77 | 109 | 46 | 77 | 109 | 46 |
| Avg Bars in Winners | 100 | 136 | 66 | 100 | 136 | 66 |
| Avg Bars in Losers | 55 | 84 | 25 | 55 | 84 | 25 |
| Bars Traded | 5186 | 3610 | 1576 | 5186 | 3610 | 1576 |
| Profit Streak | 0 | 122.3018 | 0 | 0 | 122.3018 | 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 | -113739 | 303193 | -569165 | -335113 | -332109 | -302369 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5426,
"evaluation_days": 1808.67,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1607385600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758899678930,
"expiration_time": 1763561664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 23,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
424654.6590111183,
422767.3557490966,
1887.3032620217,
205195.8306517777,
94278.8200013132,
110917.0106504645
],
[
424.654659,
422.767356,
1.887303,
205.195831,
94.27882,
110.917011
],
[
0.234788,
0.233745,
0.001043,
0.06171,
0.036726,
0.041271
],
[
170.839633,
170.839633,
170.839633,
170.839633,
170.839633,
170.839633
],
[
-144955,
-109543,
-129490,
-292712,
-277561,
-102935
],
[
1.73222,
2.251573,
1.007793,
1.27248,
1.180075,
1.483268
],
[
67,
33,
34,
67,
33,
34
],
[
33,
16,
17,
33,
16,
17
],
[
34,
17,
17,
34,
17,
17
],
[
49.253731,
48.484848,
50,
49.253731,
48.484848,
50
],
[
1.784711,
2.392296,
1.007793,
1.31104,
1.25383,
1.483268
],
[
142562,
142562,
61702,
163944,
163944,
63711
],
[
-44534,
-44534,
-32657,
-232287,
-232287,
-32641
],
[
77,
109,
46,
77,
109,
46
],
[
100,
136,
66,
100,
136,
66
],
[
55,
84,
25,
55,
84,
25
],
[
5186,
3610,
1576,
5186,
3610,
1576
],
[
0,
122.301839,
0,
0,
122.301839,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113739,
303193,
-569165,
-335113,
-332109,
-302369
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5426,
"evaluation_days": 1808.67,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1607385600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758899678930,
"expiration_time": 1763561664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 23,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|