| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -151995.9877 | 118625.7261 | -270621.7138 | 6434697.9387 | 1755850.7331 | 4678847.2055 |
| Total P&L (%) | -151.996 | 118.6257 | -270.6217 | 6434.6979 | 1755.8507 | 4678.8472 |
| Avg Daily Profit (%) | -0.0833 | 0.065 | -0.1483 | 0.2293 | 0.1602 | 0.2121 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -503163 | -105034 | -438557 | -1767298 | -1767298 | -976799 |
| Profit Factor | 0.815 | 1.542 | 0.5511 | 2.7073 | 1.6297 | 5.7729 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 80 | 39 | 41 | 50 | 25 | 25 |
| Losing Trades | 12 | 7 | 5 | 42 | 21 | 21 |
| Profitability (%) | 86.9565 | 84.7826 | 89.1304 | 54.3478 | 54.3478 | 54.3478 |
| Ratio Avg Win / Avg Loss | 0.1223 | 0.2768 | 0.0672 | 2.2741 | 1.3689 | 4.8492 |
| Largest Winning Trade | 34087 | 28306 | 34087 | 1983862 | 426243 | 1983862 |
| Largest Losing Trade | -438557 | -51154 | -438557 | -1767298 | -1767298 | -263515 |
| Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
| Avg Bars in Winners | 14 | 10 | 17 | 36 | 40 | 32 |
| Avg Bars in Losers | 176 | 202 | 141 | 34 | 39 | 29 |
| Bars Traded | 3259 | 1824 | 1436 | 3259 | 1824 | 1436 |
| Profit Streak | 156.2038 | 156.2038 | 491.2038 | 156.2038 | 156.2038 | 907.2038 |
| Trades During Streak | 21 | 10 | 20 | 21 | 10 | 21 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573934 | -100256 | -574347 | 576640 | 427295 | 672426 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3650,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1612483200000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760288010730,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 229,
"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": [
[
-151995.9876579955,
118625.7260923395,
-270621.713750335,
6434697.93868817,
1755850.7331427275,
4678847.205545442
],
[
-151.995988,
118.625726,
-270.621714,
6434.697939,
1755.850733,
4678.847206
],
[
-0.083285,
0.065,
-0.148286,
0.229288,
0.160179,
0.212103
],
[
10,
10,
10,
10,
10,
10
],
[
-503163,
-105034,
-438557,
-1767298,
-1767298,
-976799
],
[
0.815045,
1.541954,
0.551145,
2.70731,
1.629651,
5.772877
],
[
92,
46,
46,
92,
46,
46
],
[
80,
39,
41,
50,
25,
25
],
[
12,
7,
5,
42,
21,
21
],
[
86.956522,
84.782609,
89.130435,
54.347826,
54.347826,
54.347826
],
[
0.122257,
0.276761,
0.067213,
2.274141,
1.368907,
4.849216
],
[
34087,
28306,
34087,
1983862,
426243,
1983862
],
[
-438557,
-51154,
-438557,
-1767298,
-1767298,
-263515
],
[
35,
39,
31,
35,
39,
31
],
[
14,
10,
17,
36,
40,
32
],
[
176,
202,
141,
34,
39,
29
],
[
3259,
1824,
1436,
3259,
1824,
1436
],
[
156.203828,
156.203828,
491.203828,
156.203828,
156.203828,
907.203828
],
[
21,
10,
20,
21,
10,
21
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573934,
-100256,
-574347,
576640,
427295,
672426
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3650,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1612483200000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760288010730,
"expiration_time": 1765000800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 229,
"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) |
|---|