| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 757833.0488 | 747003.0645 | 10829.9843 | 527319.6229 | 1987236.0025 | -1459916.3795 |
| Total P&L (%) | 757.833 | 747.0031 | 10.83 | 527.3196 | 1987.236 | -1459.9164 |
| Avg Daily Profit (%) | 0.4157 | 0.4098 | 0.0059 | 0.1008 | 0.1668 | 0 |
| Buy And Hold Return (%) | 251.9115 | 251.9115 | 251.9115 | 251.9115 | 251.9115 | 251.9115 |
| Max Trade Drawdown | -118403 | -82086 | -83987 | -2284425 | -1490947 | -1855303 |
| Profit Factor | 2.3954 | 3.8637 | 1.0384 | 1.0743 | 1.6551 | 0.6408 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
| Profitability (%) | 41.6667 | 44.4444 | 38.8889 | 41.6667 | 44.4444 | 38.8889 |
| Ratio Avg Win / Avg Loss | 3.3535 | 4.8296 | 1.6317 | 1.504 | 2.0688 | 1.007 |
| Largest Winning Trade | 436816 | 436816 | 63026 | 1357218 | 1357218 | 405569 |
| Largest Losing Trade | -47758 | -47758 | -40312 | -862748 | -634077 | -862748 |
| Avg Bars in Trades | 298 | 276 | 320 | 298 | 276 | 320 |
| Avg Bars in Winners | 467 | 418 | 523 | 467 | 418 | 523 |
| Avg Bars in Losers | 177 | 162 | 190 | 177 | 162 | 190 |
| Bars Traded | 21456 | 9936 | 11520 | 21456 | 9936 | 11520 |
| Profit Streak | 0 | 48.7706 | 0 | 0 | 48.7706 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75677 | 433815 | -532193 | -288983 | 334387 | -583434 |
{
"trading_pair": "NEAR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21874,
"evaluation_days": 1822.83,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1603936800000,
"last_datapoint_time": 1760176800000,
"evaluation_time": 1760178575623,
"expiration_time": 1765846540800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 128,
"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": [
[
757833.0488383615,
747003.0645481531,
10829.9842902084,
527319.6229409903,
1987236.0024558646,
-1459916.3795148754
],
[
757.833049,
747.003065,
10.829984,
527.319623,
1987.236002,
-1459.91638
],
[
0.415745,
0.409804,
0.005941,
0.100789,
0.166826,
0
],
[
251.911497,
251.911497,
251.911497,
251.911497,
251.911497,
251.911497
],
[
-118403,
-82086,
-83987,
-2284425,
-1490947,
-1855303
],
[
2.395384,
3.863655,
1.038371,
1.074293,
1.655076,
0.640793
],
[
72,
36,
36,
72,
36,
36
],
[
30,
16,
14,
30,
16,
14
],
[
42,
20,
22,
42,
20,
22
],
[
41.666667,
44.444444,
38.888889,
41.666667,
44.444444,
38.888889
],
[
3.353537,
4.829569,
1.631726,
1.50401,
2.068846,
1.00696
],
[
436816,
436816,
63026,
1357218,
1357218,
405569
],
[
-47758,
-47758,
-40312,
-862748,
-634077,
-862748
],
[
298,
276,
320,
298,
276,
320
],
[
467,
418,
523,
467,
418,
523
],
[
177,
162,
190,
177,
162,
190
],
[
21456,
9936,
11520,
21456,
9936,
11520
],
[
0,
48.770551,
0,
0,
48.770551,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75677,
433815,
-532193,
-288983,
334387,
-583434
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21874,
"evaluation_days": 1822.83,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1603936800000,
"last_datapoint_time": 1760176800000,
"evaluation_time": 1760178575623,
"expiration_time": 1765846540800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 128,
"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) |
|---|