| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 632913.2132 | 485565.9901 | 147347.2231 | 1950505.6186 | 1216310.227 | 734195.3916 |
| Total P&L (%) | 632.9132 | 485.566 | 147.3472 | 1950.5056 | 1216.3102 | 734.1954 |
| Avg Daily Profit (%) | 0.348 | 0.267 | 0.081 | 0.1662 | 0.1418 | 0.1167 |
| Buy And Hold Return (%) | 17.4989 | 17.4989 | 17.4989 | 17.4989 | 17.4989 | 17.4989 |
| Max Trade Drawdown | -76757 | -47725 | -67319 | -1386349 | -1071274 | -953693 |
| Profit Factor | 2.4344 | 3.0164 | 1.7352 | 1.4176 | 1.471 | 1.3516 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
| Profitability (%) | 35.6322 | 32.5581 | 38.6364 | 35.6322 | 32.5581 | 38.6364 |
| Ratio Avg Win / Avg Loss | 4.3977 | 6.2482 | 2.7559 | 2.5608 | 3.047 | 2.1466 |
| Largest Winning Trade | 224840 | 224840 | 73786 | 1391556 | 1391556 | 870717 |
| Largest Losing Trade | -37149 | -37149 | -28791 | -431390 | -340387 | -431390 |
| Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
| Avg Bars in Winners | 84 | 76 | 90 | 84 | 76 | 90 |
| Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
| Bars Traded | 3301 | 1420 | 1881 | 3301 | 1420 | 1881 |
| 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 | 309114 | 260044 | -85841 | 155077 | -7769 | -39614 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1610884800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759728398124,
"expiration_time": 1764422352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 68,
"offset": 0,
"std": 3.15657
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 192,
"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": [
[
632913.213235787,
485565.990105389,
147347.2231303984,
1950505.618574747,
1216310.2269857472,
734195.3915890004
],
[
632.913213,
485.56599,
147.347223,
1950.505619,
1216.310227,
734.195392
],
[
0.348041,
0.267015,
0.081027,
0.166246,
0.141834,
0.116719
],
[
17.498901,
17.498901,
17.498901,
17.498901,
17.498901,
17.498901
],
[
-76757,
-47725,
-67319,
-1386349,
-1071274,
-953693
],
[
2.434423,
3.016383,
1.735186,
1.417589,
1.47098,
1.351565
],
[
87,
43,
44,
87,
43,
44
],
[
31,
14,
17,
31,
14,
17
],
[
56,
29,
27,
56,
29,
27
],
[
35.632184,
32.55814,
38.636364,
35.632184,
32.55814,
38.636364
],
[
4.397667,
6.248223,
2.755884,
2.560806,
3.04703,
2.146603
],
[
224840,
224840,
73786,
1391556,
1391556,
870717
],
[
-37149,
-37149,
-28791,
-431390,
-340387,
-431390
],
[
37,
33,
42,
37,
33,
42
],
[
84,
76,
90,
84,
76,
90
],
[
12,
12,
12,
12,
12,
12
],
[
3301,
1420,
1881,
3301,
1420,
1881
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309114,
260044,
-85841,
155077,
-7769,
-39614
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3637,
"evaluation_days": 1818.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1610884800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759728398124,
"expiration_time": 1764422352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 68,
"offset": 0,
"std": 3.15657
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 192,
"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) |
|---|