| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 132396.8984 | 158619.8464 | -26222.9479 | -975.6228 | 444254.7052 | -445230.328 |
| Total P&L (%) | 132.3969 | 158.6198 | -26.2229 | -0.9756 | 444.2547 | -445.2303 |
| Avg Daily Profit (%) | 0.1271 | 0.1523 | -0.0252 | -0.0009 | 0.1628 | 0 |
| Buy And Hold Return (%) | 72.8286 | 72.8286 | 72.8286 | 72.8286 | 72.8286 | 72.8286 |
| Max Trade Drawdown | -139295 | -74644 | -151961 | -603141 | -204763 | -725524 |
| Profit Factor | 1.0807 | 1.212 | 0.9706 | 0.9998 | 1.2316 | 0.8187 |
| Total Trades | 832 | 416 | 416 | 832 | 416 | 416 |
| Winning Trades | 429 | 219 | 210 | 429 | 219 | 210 |
| Losing Trades | 403 | 197 | 206 | 403 | 197 | 206 |
| Profitability (%) | 51.5625 | 52.6442 | 50.4808 | 51.5625 | 52.6442 | 50.4808 |
| Ratio Avg Win / Avg Loss | 1.0152 | 1.0902 | 0.9521 | 0.9392 | 1.1079 | 0.8031 |
| Largest Winning Trade | 21982 | 21982 | 20213 | 92237 | 92237 | 54699 |
| Largest Losing Trade | -31609 | -16382 | -31609 | -197778 | -59160 | -197778 |
| Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
| Avg Bars in Winners | 29 | 29 | 29 | 29 | 29 | 29 |
| Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
| Bars Traded | 24757 | 12376 | 12381 | 24757 | 12376 | 12381 |
| Profit Streak | 0 | 0 | 4.6707 | 0 | 0 | 4.6707 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157916 | 118665 | -578411 | -575535 | 309891 | -578411 |
{
"trading_pair": "NEAR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669924800000,
"first_datapoint_time": 1670666400000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759928745846,
"expiration_time": 1766404800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.00568,
"nb": 0.87044,
"nc": 0.85695
}
}
} {
"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": [
[
132396.8984284087,
158619.8463737067,
-26222.9479452982,
-975.622786046,
444254.7052366093,
-445230.3280226568
],
[
132.396898,
158.619846,
-26.222948,
-0.975623,
444.254705,
-445.230328
],
[
0.127101,
0.152275,
-0.025174,
-0.000941,
0.16278,
0
],
[
72.828638,
72.828638,
72.828638,
72.828638,
72.828638,
72.828638
],
[
-139295,
-74644,
-151961,
-603141,
-204763,
-725524
],
[
1.080736,
1.211986,
0.970589,
0.999777,
1.231581,
0.818703
],
[
832,
416,
416,
832,
416,
416
],
[
429,
219,
210,
429,
219,
210
],
[
403,
197,
206,
403,
197,
206
],
[
51.5625,
52.644231,
50.480769,
51.5625,
52.644231,
50.480769
],
[
1.015237,
1.090234,
0.952102,
0.939184,
1.107861,
0.803109
],
[
21982,
21982,
20213,
92237,
92237,
54699
],
[
-31609,
-16382,
-31609,
-197778,
-59160,
-197778
],
[
29,
29,
29,
29,
29,
29
],
[
29,
29,
29,
29,
29,
29
],
[
29,
29,
29,
29,
29,
29
],
[
24757,
12376,
12381,
24757,
12376,
12381
],
[
0,
0,
4.670669,
0,
0,
4.670669
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157916,
118665,
-578411,
-575535,
309891,
-578411
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669924800000,
"first_datapoint_time": 1670666400000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759928745846,
"expiration_time": 1766404800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.00568,
"nb": 0.87044,
"nc": 0.85695
}
}
}
| # | 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) |
|---|