| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 46692.4875 | 6623.7344 | 40068.753 | 39825.8268 | 1672.0051 | 38153.8217 |
| Total P&L (%) | 46.6925 | 6.6237 | 40.0688 | 39.8258 | 1.672 | 38.1538 |
| Avg Daily Profit (%) | 0.5379 | 0.0763 | 0.4616 | 0.3869 | 0.0191 | 0.373 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37684 | -22543 | -28106 | -35166 | -21542 | -23768 |
| Profit Factor | 1.4942 | 1.1422 | 1.8362 | 1.4899 | 1.0409 | 1.9434 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 60.6061 | 57.5758 | 63.6364 | 60.6061 | 57.5758 | 63.6364 |
| Ratio Avg Win / Avg Loss | 0.9712 | 0.8416 | 1.0493 | 0.9684 | 0.767 | 1.1105 |
| Largest Winning Trade | 45941 | 7551 | 45941 | 44016 | 5813 | 44016 |
| Largest Losing Trade | -11514 | -7677 | -11514 | -9009 | -7759 | -9009 |
| Avg Bars in Trades | 366 | 454 | 278 | 366 | 454 | 278 |
| Avg Bars in Winners | 199 | 256 | 148 | 199 | 256 | 148 |
| Avg Bars in Losers | 623 | 723 | 506 | 623 | 723 | 506 |
| Bars Traded | 24195 | 14995 | 9200 | 24195 | 14995 | 9200 |
| Profit Streak | 1.0838 | 0 | 7.8061 | 1.0838 | 0 | 7.8061 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -123467 | -323588 | 412729 | -125394 | -511282 | 386797 |
{
"trading_pair": "NEAR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752678000000,
"first_datapoint_time": 1752799200000,
"last_datapoint_time": 1760177700000,
"evaluation_time": 1760178042804,
"expiration_time": 1766657700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 151,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 174,
"offset": 231
}
}
} {
"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": [
[
46692.4874507748,
6623.7344035205,
40068.7530472543,
39825.8267934484,
1672.0051146329,
38153.8216788156
],
[
46.692487,
6.623734,
40.068753,
39.825827,
1.672005,
38.153822
],
[
0.53787,
0.076302,
0.461568,
0.386909,
0.019103,
0.372998
],
[
10,
10,
10,
10,
10,
10
],
[
-37684,
-22543,
-28106,
-35166,
-21542,
-23768
],
[
1.494154,
1.142221,
1.836228,
1.489868,
1.040922,
1.943441
],
[
66,
33,
33,
66,
33,
33
],
[
40,
19,
21,
40,
19,
21
],
[
26,
14,
12,
26,
14,
12
],
[
60.606061,
57.575758,
63.636364,
60.606061,
57.575758,
63.636364
],
[
0.9712,
0.841636,
1.049273,
0.968414,
0.766995,
1.110538
],
[
45941,
7551,
45941,
44016,
5813,
44016
],
[
-11514,
-7677,
-11514,
-9009,
-7759,
-9009
],
[
366,
454,
278,
366,
454,
278
],
[
199,
256,
148,
199,
256,
148
],
[
623,
723,
506,
623,
723,
506
],
[
24195,
14995,
9200,
24195,
14995,
9200
],
[
1.083829,
0,
7.806051,
1.083829,
0,
7.806051
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-123467,
-323588,
412729,
-125394,
-511282,
386797
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752678000000,
"first_datapoint_time": 1752799200000,
"last_datapoint_time": 1760177700000,
"evaluation_time": 1760178042804,
"expiration_time": 1766657700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 151,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 174,
"offset": 231
}
}
}
| # | 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) |
|---|