| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 947039.1556 | 912342.8391 | 34696.3165 | 992007.1805 | 2457810.637 | -1465803.4565 |
| Total P&L (%) | 947.0392 | 912.3428 | 34.6963 | 992.0072 | 2457.8106 | -1465.8035 |
| Avg Daily Profit (%) | 0.5242 | 0.505 | 0.0192 | 0.1324 | 0.1796 | 0 |
| Buy And Hold Return (%) | 288.8255 | 288.8255 | 288.8255 | 288.8255 | 288.8255 | 288.8255 |
| Max Trade Drawdown | -165892 | -95935 | -101204 | -4526106 | -2573068 | -2147818 |
| Profit Factor | 2.6402 | 4.3457 | 1.1139 | 1.1503 | 1.7706 | 0.5701 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 35.3659 | 36.5854 | 34.1463 | 35.3659 | 36.5854 | 34.1463 |
| Ratio Avg Win / Avg Loss | 4.8251 | 7.5326 | 2.1482 | 2.1023 | 3.069 | 1.0995 |
| Largest Winning Trade | 517565 | 517565 | 72341 | 2909501 | 2909501 | 437843 |
| Largest Losing Trade | -45292 | -39209 | -45292 | -1061066 | -890095 | -1061066 |
| Avg Bars in Trades | 129 | 118 | 139 | 129 | 118 | 139 |
| Avg Bars in Winners | 253 | 225 | 283 | 253 | 225 | 283 |
| Avg Bars in Losers | 60 | 56 | 65 | 60 | 56 | 65 |
| Bars Traded | 10579 | 4854 | 5725 | 10579 | 4854 | 5725 |
| 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 | -1487 | 353124 | -433271 | -87086 | 217437 | -585240 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10839,
"evaluation_days": 1806.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605211200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803309538,
"expiration_time": 1763397648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 23,
"offset": 156
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 38,
"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": [
[
947039.1555901876,
912342.8390907599,
34696.3164994285,
992007.1805080527,
2457810.6369988793,
-1465803.456490826
],
[
947.039156,
912.342839,
34.696316,
992.007181,
2457.810637,
-1465.803456
],
[
0.52424,
0.505033,
0.019206,
0.132421,
0.17961,
0
],
[
288.825542,
288.825542,
288.825542,
288.825542,
288.825542,
288.825542
],
[
-165892,
-95935,
-101204,
-4526106,
-2573068,
-2147818
],
[
2.640158,
4.345722,
1.113864,
1.150319,
1.770604,
0.570132
],
[
82,
41,
41,
82,
41,
41
],
[
29,
15,
14,
29,
15,
14
],
[
53,
26,
27,
53,
26,
27
],
[
35.365854,
36.585366,
34.146341,
35.365854,
36.585366,
34.146341
],
[
4.825116,
7.532584,
2.148166,
2.102307,
3.069048,
1.09954
],
[
517565,
517565,
72341,
2909501,
2909501,
437843
],
[
-45292,
-39209,
-45292,
-1061066,
-890095,
-1061066
],
[
129,
118,
139,
129,
118,
139
],
[
253,
225,
283,
253,
225,
283
],
[
60,
56,
65,
60,
56,
65
],
[
10579,
4854,
5725,
10579,
4854,
5725
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-1487,
353124,
-433271,
-87086,
217437,
-585240
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10839,
"evaluation_days": 1806.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605211200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758803309538,
"expiration_time": 1763397648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 23,
"offset": 156
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 38,
"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) |
|---|