| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 896951.3642 | 781996.548 | 114954.8162 | 5023318.377 | 3891816.2465 | 1131502.1305 |
| Total P&L (%) | 896.9514 | 781.9965 | 114.9548 | 5023.3184 | 3891.8162 | 1131.5021 |
| Avg Daily Profit (%) | 0.4919 | 0.4288 | 0.063 | 0.2161 | 0.2024 | 0.1378 |
| Buy And Hold Return (%) | 156.6624 | 156.6624 | 156.6624 | 156.6624 | 156.6624 | 156.6624 |
| Max Trade Drawdown | -77388 | -52803 | -60934 | -6555378 | -4827521 | -3513297 |
| Profit Factor | 2.6254 | 3.7578 | 1.4285 | 1.2729 | 1.3895 | 1.1345 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
| Profitability (%) | 32.2034 | 30.5085 | 33.8983 | 32.2034 | 30.5085 | 33.8983 |
| Ratio Avg Win / Avg Loss | 5.5271 | 8.5594 | 2.7856 | 2.6799 | 3.165 | 2.2123 |
| Largest Winning Trade | 287663 | 287663 | 70031 | 4310639 | 4310639 | 3754961 |
| Largest Losing Trade | -24253 | -17483 | -24253 | -1200501 | -1200501 | -958558 |
| Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
| Avg Bars in Winners | 70 | 69 | 71 | 70 | 69 | 71 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 3534 | 1694 | 1840 | 3534 | 1694 | 1840 |
| 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 | 300958 | -168723 | -455769 | 103501 | -174460 | -263369 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3647,
"evaluation_days": 1823.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605009600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760174094254,
"expiration_time": 1764867312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 56,
"offset": 0,
"a": 0.65628
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
896951.3641767893,
781996.5479529958,
114954.8162237937,
5023318.377009654,
3891816.2464732844,
1131502.1305363674
],
[
896.951364,
781.996548,
114.954816,
5023.318377,
3891.816246,
1131.502131
],
[
0.491884,
0.428844,
0.063041,
0.216103,
0.202389,
0.137787
],
[
156.662437,
156.662437,
156.662437,
156.662437,
156.662437,
156.662437
],
[
-77388,
-52803,
-60934,
-6555378,
-4827521,
-3513297
],
[
2.625391,
3.757789,
1.428492,
1.272938,
1.389515,
1.134491
],
[
118,
59,
59,
118,
59,
59
],
[
38,
18,
20,
38,
18,
20
],
[
80,
41,
39,
80,
41,
39
],
[
32.20339,
30.508475,
33.898305,
32.20339,
30.508475,
33.898305
],
[
5.52714,
8.559408,
2.785558,
2.679868,
3.165006,
2.212258
],
[
287663,
287663,
70031,
4310639,
4310639,
3754961
],
[
-24253,
-17483,
-24253,
-1200501,
-1200501,
-958558
],
[
29,
28,
31,
29,
28,
31
],
[
70,
69,
71,
70,
69,
71
],
[
10,
10,
10,
10,
10,
10
],
[
3534,
1694,
1840,
3534,
1694,
1840
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300958,
-168723,
-455769,
103501,
-174460,
-263369
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3647,
"evaluation_days": 1823.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605009600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760174094254,
"expiration_time": 1764867312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 56,
"offset": 0,
"a": 0.65628
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|