| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1038613.556 | 878670.725 | 159942.8311 | 15976593.3146 | 10574150.7811 | 5402442.5335 |
| Total P&L (%) | 1038.6136 | 878.6707 | 159.9428 | 15976.5933 | 10574.1508 | 5402.4425 |
| Avg Daily Profit (%) | 0.5735 | 0.4852 | 0.0883 | 0.2809 | 0.2582 | 0.2215 |
| Buy And Hold Return (%) | 130.4058 | 130.4058 | 130.4058 | 130.4058 | 130.4058 | 130.4058 |
| Max Trade Drawdown | -72620 | -35167 | -64685 | -6601224 | -4612985 | -5076256 |
| Profit Factor | 3.5011 | 5.6507 | 1.7067 | 1.5574 | 1.8068 | 1.3473 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Profitability (%) | 36.0825 | 35.4167 | 36.7347 | 36.0825 | 35.4167 | 36.7347 |
| Ratio Avg Win / Avg Loss | 6.2019 | 10.3043 | 2.9393 | 2.7589 | 3.2947 | 2.3204 |
| Largest Winning Trade | 362828 | 362828 | 73685 | 6984067 | 6984067 | 6750348 |
| Largest Losing Trade | -24253 | -15579 | -24253 | -2823621 | -1728332 | -2823621 |
| Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
| Avg Bars in Winners | 81 | 77 | 84 | 81 | 77 | 84 |
| Avg Bars in Losers | 10 | 7 | 12 | 10 | 7 | 12 |
| Bars Traded | 3466 | 1558 | 1908 | 3466 | 1558 | 1908 |
| 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 | 459789 | 467644 | -172189 | 228363 | 229684 | 167169 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3622,
"evaluation_days": 1811,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605960000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759093186122,
"expiration_time": 1763754912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 78,
"offset": 0,
"std": 3.25623
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1038613.5560347252,
878670.7249512966,
159942.8310834286,
15976593.314558696,
10574150.781060524,
5402442.533498171
],
[
1038.613556,
878.670725,
159.942831,
15976.593315,
10574.150781,
5402.442533
],
[
0.573503,
0.485185,
0.088317,
0.280899,
0.258224,
0.221547
],
[
130.405804,
130.405804,
130.405804,
130.405804,
130.405804,
130.405804
],
[
-72620,
-35167,
-64685,
-6601224,
-4612985,
-5076256
],
[
3.501095,
5.650745,
1.706672,
1.55743,
1.806773,
1.347324
],
[
97,
48,
49,
97,
48,
49
],
[
35,
17,
18,
35,
17,
18
],
[
62,
31,
31,
62,
31,
31
],
[
36.082474,
35.416667,
36.734694,
36.082474,
35.416667,
36.734694
],
[
6.20194,
10.304299,
2.939269,
2.758875,
3.294704,
2.320392
],
[
362828,
362828,
73685,
6984067,
6984067,
6750348
],
[
-24253,
-15579,
-24253,
-2823621,
-1728332,
-2823621
],
[
35,
32,
38,
35,
32,
38
],
[
81,
77,
84,
81,
77,
84
],
[
10,
7,
12,
10,
7,
12
],
[
3466,
1558,
1908,
3466,
1558,
1908
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459789,
467644,
-172189,
228363,
229684,
167169
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3622,
"evaluation_days": 1811,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1605960000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759093186122,
"expiration_time": 1763754912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 78,
"offset": 0,
"std": 3.25623
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|