| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -319748.7305 | 57601.355 | -377350.0855 | 2716512.763 | 804994.402 | 1911518.3611 |
| Total P&L (%) | -319.7487 | 57.6014 | -377.3501 | 2716.5128 | 804.9944 | 1911.5184 |
| Avg Daily Profit (%) | -0.1766 | 0.0318 | -0.2084 | 0.1845 | 0.1217 | 0.1659 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -550171 | -120367 | -508598 | -749590 | -726358 | -592988 |
| Profit Factor | 0.6475 | 1.2275 | 0.4229 | 2.3524 | 1.5726 | 4.1714 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 73 | 36 | 37 | 45 | 22 | 23 |
| Losing Trades | 10 | 6 | 4 | 38 | 20 | 18 |
| Profitability (%) | 87.9518 | 85.7143 | 90.2439 | 54.2169 | 52.381 | 56.0976 |
| Ratio Avg Win / Avg Loss | 0.0887 | 0.2046 | 0.0457 | 1.9864 | 1.4296 | 3.2646 |
| Largest Winning Trade | 23781 | 23781 | 19712 | 1062776 | 316720 | 1062776 |
| Largest Losing Trade | -461716 | -55176 | -461716 | -726358 | -726358 | -192239 |
| Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
| Avg Bars in Winners | 14 | 10 | 18 | 39 | 44 | 35 |
| Avg Bars in Losers | 212 | 236 | 175 | 36 | 42 | 31 |
| Bars Traded | 3199 | 1816 | 1383 | 3199 | 1816 | 1383 |
| Profit Streak | 142.4054 | 142.4054 | 477.4054 | 142.4054 | 142.4054 | 892.9054 |
| Trades During Streak | 20 | 10 | 17 | 20 | 10 | 18 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575369 | -147179 | -574310 | 482462 | -26397 | 621740 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3621,
"evaluation_days": 1810.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1611489600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759052628767,
"expiration_time": 1763710416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 206,
"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": [
[
-319748.7305153015,
57601.3549558466,
-377350.0854711481,
2716512.763022512,
804994.4019644319,
1911518.361058081
],
[
-319.748731,
57.601355,
-377.350085,
2716.512763,
804.994402,
1911.518361
],
[
-0.176608,
0.031815,
-0.208423,
0.184544,
0.12174,
0.165919
],
[
10,
10,
10,
10,
10,
10
],
[
-550171,
-120367,
-508598,
-749590,
-726358,
-592988
],
[
0.647507,
1.227494,
0.42293,
2.352367,
1.572553,
4.1714
],
[
83,
42,
41,
83,
42,
41
],
[
73,
36,
37,
45,
22,
23
],
[
10,
6,
4,
38,
20,
18
],
[
87.951807,
85.714286,
90.243902,
54.216867,
52.380952,
56.097561
],
[
0.0887,
0.204582,
0.045722,
1.986443,
1.429594,
3.264574
],
[
23781,
23781,
19712,
1062776,
316720,
1062776
],
[
-461716,
-55176,
-461716,
-726358,
-726358,
-192239
],
[
38,
43,
33,
38,
43,
33
],
[
14,
10,
18,
39,
44,
35
],
[
212,
236,
175,
36,
42,
31
],
[
3199,
1816,
1383,
3199,
1816,
1383
],
[
142.405425,
142.405425,
477.405425,
142.405425,
142.405426,
892.905426
],
[
20,
10,
17,
20,
10,
18
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575369,
-147179,
-574310,
482462,
-26397,
621740
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3621,
"evaluation_days": 1810.5,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1611489600000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759052628767,
"expiration_time": 1763710416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 206,
"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) |
|---|