| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 232556.0415 | 233442.4259 | -886.3844 | 60569.0708 | 85934.6571 | -25365.5863 |
| Total P&L (%) | 232.556 | 233.4424 | -0.8864 | 60.5691 | 85.9347 | -25.3656 |
| Avg Daily Profit (%) | 0.2233 | 0.2241 | -0.0009 | 0.0455 | 0.0596 | -0.0281 |
| Buy And Hold Return (%) | 45.0992 | 45.0992 | 45.0992 | 45.0992 | 45.0992 | 45.0992 |
| Max Trade Drawdown | -138365 | -117122 | -41695 | -468614 | -439384 | -109549 |
| Profit Factor | 1.5653 | 1.7728 | 0.9919 | 1.0508 | 1.0978 | 0.9191 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 49.4949 | 42.8571 | 56 | 49.4949 | 42.8571 | 56 |
| Ratio Avg Win / Avg Loss | 1.5972 | 2.3637 | 0.7793 | 1.0723 | 1.4637 | 0.7221 |
| Largest Winning Trade | 193328 | 193328 | 15966 | 233918 | 233918 | 63179 |
| Largest Losing Trade | -27900 | -27900 | -14099 | -133003 | -133003 | -50985 |
| Avg Bars in Trades | 247 | 454 | 44 | 247 | 454 | 44 |
| Avg Bars in Winners | 340 | 739 | 40 | 340 | 739 | 40 |
| Avg Bars in Losers | 156 | 240 | 49 | 156 | 240 | 49 |
| Bars Traded | 24495 | 22276 | 2219 | 24495 | 22276 | 2219 |
| Profit Streak | 67.0033 | 109.7533 | 67.0033 | 67.0033 | 109.7533 | 67.0033 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392750 | 311220 | -759085 | -354365 | -235176 | -759085 |
{
"trading_pair": "NEAR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670166000000,
"first_datapoint_time": 1670691600000,
"last_datapoint_time": 1760166000000,
"evaluation_time": 1760169889276,
"expiration_time": 1766646000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 147,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 108,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
232556.0414750248,
233442.425908889,
-886.384433864,
60569.0707978146,
85934.657089057,
-25365.5862912425
],
[
232.556041,
233.442426,
-0.886384,
60.569071,
85.934657,
-25.365586
],
[
0.223253,
0.224104,
-0.000851,
0.045471,
0.059559,
-0.028083
],
[
45.099183,
45.099183,
45.099183,
45.099183,
45.099183,
45.099183
],
[
-138365,
-117122,
-41695,
-468614,
-439384,
-109549
],
[
1.565268,
1.772776,
0.991892,
1.050816,
1.097811,
0.919051
],
[
99,
49,
50,
99,
49,
50
],
[
49,
21,
28,
49,
21,
28
],
[
50,
28,
22,
50,
28,
22
],
[
49.494949,
42.857143,
56,
49.494949,
42.857143,
56
],
[
1.597212,
2.363702,
0.779344,
1.072261,
1.463749,
0.722111
],
[
193328,
193328,
15966,
233918,
233918,
63179
],
[
-27900,
-27900,
-14099,
-133003,
-133003,
-50985
],
[
247,
454,
44,
247,
454,
44
],
[
340,
739,
40,
340,
739,
40
],
[
156,
240,
49,
156,
240,
49
],
[
24495,
22276,
2219,
24495,
22276,
2219
],
[
67.003348,
109.753348,
67.003348,
67.003348,
109.753348,
67.003348
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392750,
311220,
-759085,
-354365,
-235176,
-759085
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670166000000,
"first_datapoint_time": 1670691600000,
"last_datapoint_time": 1760166000000,
"evaluation_time": 1760169889276,
"expiration_time": 1766646000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 147,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 108,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|