| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 806224.4462 | 754098.1447 | 52126.3016 | 2113666.4053 | 2114871.2944 | -1204.8892 |
| Total P&L (%) | 806.2244 | 754.0981 | 52.1263 | 2113.6664 | 2114.8713 | -1.2049 |
| Avg Daily Profit (%) | 0.4454 | 0.4166 | 0.0288 | 0.1713 | 0.1713 | -0.0007 |
| Buy And Hold Return (%) | 214.608 | 214.608 | 214.608 | 214.608 | 214.608 | 214.608 |
| Max Trade Drawdown | -150139 | -57694 | -117509 | -2702115 | -1673114 | -1610714 |
| Profit Factor | 2.0515 | 3.239 | 1.1212 | 1.2013 | 1.4309 | 0.9998 |
| Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
| Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
| Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Profitability (%) | 38.7879 | 39.759 | 37.8049 | 38.7879 | 39.759 | 37.8049 |
| Ratio Avg Win / Avg Loss | 3.2375 | 4.9075 | 1.8446 | 1.8957 | 2.1681 | 1.6448 |
| Largest Winning Trade | 319476 | 319476 | 77390 | 1335355 | 1287311 | 1335355 |
| Largest Losing Trade | -34879 | -23248 | -34879 | -654118 | -447188 | -654118 |
| Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
| Avg Bars in Winners | 65 | 52 | 78 | 65 | 52 | 78 |
| Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
| Bars Traded | 5331 | 2295 | 3036 | 5331 | 2295 | 3036 |
| Profit Streak | 0 | 0 | 11.3841 | 0 | 0 | 11.3841 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 291622 | 338017 | -414807 | 175959 | 207028 | -586566 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5430,
"evaluation_days": 1810,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605254400000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759021986821,
"expiration_time": 1763680320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.50098,
"nc": 0.1
}
}
} {
"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": [
[
806224.4462461758,
754098.1446774154,
52126.301568761,
2113666.405251507,
2114871.2944420506,
-1204.8891905452
],
[
806.224446,
754.098145,
52.126302,
2113.666405,
2114.871294,
-1.204889
],
[
0.445428,
0.416629,
0.028799,
0.171264,
0.171295,
-0.00067
],
[
214.608035,
214.608035,
214.608035,
214.608035,
214.608035,
214.608035
],
[
-150139,
-57694,
-117509,
-2702115,
-1673114,
-1610714
],
[
2.05147,
3.238968,
1.121237,
1.201251,
1.430941,
0.999785
],
[
165,
83,
82,
165,
83,
82
],
[
64,
33,
31,
64,
33,
31
],
[
101,
50,
51,
101,
50,
51
],
[
38.787879,
39.759036,
37.804878,
38.787879,
39.759036,
37.804878
],
[
3.237477,
4.907527,
1.844616,
1.895724,
2.168092,
1.644807
],
[
319476,
319476,
77390,
1335355,
1287311,
1335355
],
[
-34879,
-23248,
-34879,
-654118,
-447188,
-654118
],
[
32,
27,
37,
32,
27,
37
],
[
65,
52,
78,
65,
52,
78
],
[
11,
11,
11,
11,
11,
11
],
[
5331,
2295,
3036,
5331,
2295,
3036
],
[
0,
0,
11.384107,
0,
0,
11.384107
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
291622,
338017,
-414807,
175959,
207028,
-586566
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5430,
"evaluation_days": 1810,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605254400000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759021986821,
"expiration_time": 1763680320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 92,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.50098,
"nc": 0.1
}
}
}
| # | 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) |
|---|