| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 455047.2045 | 424570.8727 | 30476.3318 | 60115.2746 | 146017.4985 | -85902.224 |
| Total P&L (%) | 455.0472 | 424.5709 | 30.4763 | 60.1153 | 146.0175 | -85.9022 |
| Avg Daily Profit (%) | 0.2513 | 0.2344 | 0.0168 | 0.026 | 0.0497 | -0.1081 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -163060 | -118220 | -71873 | -291003 | -171924 | -149736 |
| Profit Factor | 2.3578 | 3.2239 | 1.2113 | 1.101 | 1.4431 | 0.6764 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
| Profitability (%) | 54.2373 | 44.8276 | 63.3333 | 54.2373 | 44.8276 | 63.3333 |
| Ratio Avg Win / Avg Loss | 1.9894 | 3.9679 | 0.7013 | 0.929 | 1.7762 | 0.3916 |
| Largest Winning Trade | 349519 | 349519 | 45400 | 225228 | 225228 | 50584 |
| Largest Losing Trade | -67462 | -67462 | -34179 | -144180 | -144180 | -110979 |
| Avg Bars in Trades | 76 | 89 | 63 | 76 | 89 | 63 |
| Avg Bars in Winners | 98 | 140 | 68 | 98 | 140 | 68 |
| Avg Bars in Losers | 51 | 48 | 55 | 51 | 48 | 55 |
| Bars Traded | 4527 | 2609 | 1918 | 4527 | 2609 | 1918 |
| Profit Streak | 80.0513 | 88.3846 | 80.0513 | 80.0513 | 88.3846 | 80.0513 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165437 | 452499 | -173323 | -447838 | -125950 | -578539 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5433,
"evaluation_days": 1811,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1612512000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759079628107,
"expiration_time": 1763769312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 134,
"offset": 210
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 54,
"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": [
[
455047.2045424085,
424570.8727485528,
30476.3317938556,
60115.2745557093,
146017.498545865,
-85902.2239901557
],
[
455.047205,
424.570873,
30.476332,
60.115275,
146.017499,
-85.902224
],
[
0.251268,
0.23444,
0.016828,
0.025996,
0.049721,
-0.108122
],
[
10,
10,
10,
10,
10,
10
],
[
-163060,
-118220,
-71873,
-291003,
-171924,
-149736
],
[
2.357787,
3.223897,
1.21131,
1.101043,
1.443142,
0.676378
],
[
59,
29,
30,
59,
29,
30
],
[
32,
13,
19,
32,
13,
19
],
[
27,
16,
11,
27,
16,
11
],
[
54.237288,
44.827586,
63.333333,
54.237288,
44.827586,
63.333333
],
[
1.989382,
3.967873,
0.701285,
0.929005,
1.776175,
0.391587
],
[
349519,
349519,
45400,
225228,
225228,
50584
],
[
-67462,
-67462,
-34179,
-144180,
-144180,
-110979
],
[
76,
89,
63,
76,
89,
63
],
[
98,
140,
68,
98,
140,
68
],
[
51,
48,
55,
51,
48,
55
],
[
4527,
2609,
1918,
4527,
2609,
1918
],
[
80.051251,
88.384584,
80.051251,
80.051251,
88.384585,
80.051251
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165437,
452499,
-173323,
-447838,
-125950,
-578539
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5433,
"evaluation_days": 1811,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1612512000000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759079628107,
"expiration_time": 1763769312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 134,
"offset": 210
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 54,
"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) |
|---|