| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 881436.8855 | 821056.4387 | 60380.4468 | 1296981.766 | 901211.7537 | 395770.0124 |
| Total P&L (%) | 881.4369 | 821.0564 | 60.3804 | 1296.9818 | 901.2118 | 395.77 |
| Avg Daily Profit (%) | 0.4865 | 0.4532 | 0.0333 | 0.1456 | 0.1272 | 0.0884 |
| Buy And Hold Return (%) | 148.638 | 148.638 | 148.638 | 148.638 | 148.638 | 148.638 |
| Max Trade Drawdown | -109362 | -74012 | -53317 | -1921783 | -1697172 | -589573 |
| Profit Factor | 2.8705 | 4.24 | 1.2772 | 1.2812 | 1.32 | 1.2203 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 49.1525 | 48.2759 | 50 | 49.1525 | 48.2759 | 50 |
| Ratio Avg Win / Avg Loss | 2.9695 | 4.5429 | 1.2772 | 1.3253 | 1.4143 | 1.2203 |
| Largest Winning Trade | 461188 | 461188 | 65792 | 1471994 | 1471994 | 951160 |
| Largest Losing Trade | -53675 | -53675 | -35349 | -738975 | -738975 | -353678 |
| Avg Bars in Trades | 176 | 160 | 191 | 176 | 160 | 191 |
| Avg Bars in Winners | 277 | 252 | 300 | 277 | 252 | 300 |
| Avg Bars in Losers | 78 | 74 | 82 | 78 | 74 | 82 |
| Bars Traded | 10409 | 4656 | 5753 | 10409 | 4656 | 5753 |
| 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 | -164576 | 566262 | -314252 | -178058 | -23888 | -78801 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10871,
"evaluation_days": 1811.83,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759191841451,
"expiration_time": 1763872272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 57,
"offset": 0,
"std": 4.85018
}
}
} {
"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": [
[
881436.885510163,
821056.4387003,
60380.4468098629,
1296981.7660379396,
901211.7536659065,
395770.0123720331
],
[
881.436886,
821.056439,
60.380447,
1296.981766,
901.211754,
395.770012
],
[
0.48649,
0.453164,
0.033326,
0.145644,
0.127234,
0.0884
],
[
148.638028,
148.638028,
148.638028,
148.638028,
148.638028,
148.638028
],
[
-109362,
-74012,
-53317,
-1921783,
-1697172,
-589573
],
[
2.870492,
4.240019,
1.277201,
1.281159,
1.319988,
1.220289
],
[
59,
29,
30,
59,
29,
30
],
[
29,
14,
15,
29,
14,
15
],
[
30,
15,
15,
30,
15,
15
],
[
49.152542,
48.275862,
50,
49.152542,
48.275862,
50
],
[
2.969475,
4.542878,
1.277201,
1.325337,
1.414273,
1.220289
],
[
461188,
461188,
65792,
1471994,
1471994,
951160
],
[
-53675,
-53675,
-35349,
-738975,
-738975,
-353678
],
[
176,
160,
191,
176,
160,
191
],
[
277,
252,
300,
277,
252,
300
],
[
78,
74,
82,
78,
74,
82
],
[
10409,
4656,
5753,
10409,
4656,
5753
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164576,
566262,
-314252,
-178058,
-23888,
-78801
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10871,
"evaluation_days": 1811.83,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1606003200000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759191841451,
"expiration_time": 1763872272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 57,
"offset": 0,
"std": 4.85018
}
}
}
| # | 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) |
|---|