| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 854249.3036 | 788315.3797 | 65933.9239 | 2475449.0159 | 5815079.245 | -3339630.2291 |
| Total P&L (%) | 854.2493 | 788.3154 | 65.9339 | 2475.449 | 5815.0792 | -3339.6302 |
| Avg Daily Profit (%) | 0.4729 | 0.4364 | 0.0365 | 0.18 | 0.2261 | 0 |
| Buy And Hold Return (%) | 229.5394 | 229.5394 | 229.5394 | 229.5394 | 229.5394 | 229.5394 |
| Max Trade Drawdown | -138572 | -48177 | -104124 | -4391383 | -1984324 | -4465661 |
| Profit Factor | 2.8395 | 5.8429 | 1.2186 | 1.1793 | 2.2209 | 0.6308 |
| Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Profitability (%) | 37.069 | 37.931 | 36.2069 | 37.069 | 37.931 | 36.2069 |
| Ratio Avg Win / Avg Loss | 4.8205 | 9.5611 | 2.1471 | 2.002 | 3.6342 | 1.1114 |
| Largest Winning Trade | 420594 | 420594 | 71110 | 3292386 | 3292386 | 1257296 |
| Largest Losing Trade | -29789 | -18079 | -29789 | -1586122 | -554116 | -1586122 |
| Avg Bars in Trades | 91 | 83 | 98 | 91 | 83 | 98 |
| Avg Bars in Winners | 183 | 152 | 215 | 183 | 152 | 215 |
| Avg Bars in Losers | 36 | 41 | 32 | 36 | 41 | 32 |
| Bars Traded | 10578 | 4861 | 5717 | 10578 | 4861 | 5717 |
| Profit Streak | 0 | 10.9687 | 0 | 0 | 10.9687 | 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 | 309595 | -168638 | -494919 | -19074 | -171897 | -764808 |
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10839,
"evaluation_days": 1806.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605643200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758885293160,
"expiration_time": 1763397648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 208
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 18,
"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": [
[
854249.3036061152,
788315.3796856027,
65933.9239205126,
2475449.0158512164,
5815079.244955291,
-3339630.229104073
],
[
854.249304,
788.31538,
65.933924,
2475.449016,
5815.079245,
-3339.630229
],
[
0.472875,
0.436377,
0.036498,
0.179991,
0.226111,
0
],
[
229.539354,
229.539354,
229.539354,
229.539354,
229.539354,
229.539354
],
[
-138572,
-48177,
-104124,
-4391383,
-1984324,
-4465661
],
[
2.83948,
5.84289,
1.2186,
1.179269,
2.220908,
0.630804
],
[
116,
58,
58,
116,
58,
58
],
[
43,
22,
21,
43,
22,
21
],
[
73,
36,
37,
73,
36,
37
],
[
37.068966,
37.931034,
36.206897,
37.068966,
37.931034,
36.206897
],
[
4.820513,
9.561093,
2.147057,
2.002014,
3.634214,
1.111417
],
[
420594,
420594,
71110,
3292386,
3292386,
1257296
],
[
-29789,
-18079,
-29789,
-1586122,
-554116,
-1586122
],
[
91,
83,
98,
91,
83,
98
],
[
183,
152,
215,
183,
152,
215
],
[
36,
41,
32,
36,
41,
32
],
[
10578,
4861,
5717,
10578,
4861,
5717
],
[
0,
10.968671,
0,
0,
10.968671,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309595,
-168638,
-494919,
-19074,
-171897,
-764808
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10839,
"evaluation_days": 1806.5,
"actual_first_datapoint_time": 1602648000000,
"first_datapoint_time": 1605643200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758885293160,
"expiration_time": 1763397648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 208
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 18,
"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) |
|---|