| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 170053.2997 | 277693.9632 | -107640.6635 | -74050.9052 | 41818.6827 | -115869.5879 |
| Total P&L (%) | 170.0533 | 277.694 | -107.6407 | -74.0509 | 41.8187 | -115.8696 |
| Avg Daily Profit (%) | 0.0941 | 0.1537 | -0.0596 | -0.0746 | 0.0193 | 0 |
| Buy And Hold Return (%) | 97.8723 | 97.8723 | 97.8723 | 97.8723 | 97.8723 | 97.8723 |
| Max Trade Drawdown | -107622 | -90857 | -132852 | -197894 | -166258 | -139676 |
| Profit Factor | 1.4406 | 3.1176 | 0.5776 | 0.8436 | 1.1698 | 0.4902 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 63 | 35 | 28 | 63 | 35 | 28 |
| Losing Trades | 15 | 4 | 11 | 15 | 4 | 11 |
| Profitability (%) | 80.7692 | 89.7436 | 71.7949 | 80.7692 | 89.7436 | 71.7949 |
| Ratio Avg Win / Avg Loss | 0.343 | 0.3563 | 0.2269 | 0.2009 | 0.1337 | 0.1926 |
| Largest Winning Trade | 33261 | 33261 | 12861 | 25513 | 25513 | 17638 |
| Largest Losing Trade | -90857 | -90857 | -73471 | -166258 | -166258 | -102364 |
| Avg Bars in Trades | 36 | 62 | 11 | 36 | 62 | 11 |
| Avg Bars in Winners | 8 | 11 | 3 | 8 | 11 | 3 |
| Avg Bars in Losers | 155 | 501 | 29 | 155 | 501 | 29 |
| Bars Traded | 2856 | 2419 | 437 | 2856 | 2419 | 437 |
| Profit Streak | 307.6546 | 307.6546 | 544.6546 | 307.6546 | 307.6546 | 544.6546 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -109839 | 467015 | -576302 | -613925 | -362349 | -576302 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3614,
"evaluation_days": 1807,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1609977600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759030960342,
"expiration_time": 1763398944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 171,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
170053.2997400374,
277693.9632206754,
-107640.6634806379,
-74050.9052004086,
41818.6827355395,
-115869.5879359482
],
[
170.0533,
277.693963,
-107.640663,
-74.050905,
41.818683,
-115.869588
],
[
0.094108,
0.153677,
-0.059569,
-0.074628,
0.019337,
0
],
[
97.87234,
97.87234,
97.87234,
97.87234,
97.87234,
97.87234
],
[
-107622,
-90857,
-132852,
-197894,
-166258,
-139676
],
[
1.440594,
3.117637,
0.577598,
0.843606,
1.169838,
0.490152
],
[
78,
39,
39,
78,
39,
39
],
[
63,
35,
28,
63,
35,
28
],
[
15,
4,
11,
15,
4,
11
],
[
80.769231,
89.74359,
71.794872,
80.769231,
89.74359,
71.794872
],
[
0.342999,
0.356301,
0.226914,
0.200859,
0.133696,
0.19256
],
[
33261,
33261,
12861,
25513,
25513,
17638
],
[
-90857,
-90857,
-73471,
-166258,
-166258,
-102364
],
[
36,
62,
11,
36,
62,
11
],
[
8,
11,
3,
8,
11,
3
],
[
155,
501,
29,
155,
501,
29
],
[
2856,
2419,
437,
2856,
2419,
437
],
[
307.654633,
307.654634,
544.654633,
307.654634,
307.654634,
544.654634
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-109839,
467015,
-576302,
-613925,
-362349,
-576302
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3614,
"evaluation_days": 1807,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1609977600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759030960342,
"expiration_time": 1763398944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 171,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|