| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 198799.9376 | 90334.8589 | 108465.0788 | 291740.1976 | 125587.8439 | 166152.3536 |
| Total P&L (%) | 198.7999 | 90.3349 | 108.4651 | 291.7402 | 125.5878 | 166.1524 |
| Avg Daily Profit (%) | 0.3817 | 0.1734 | 0.2083 | 0.2625 | 0.1563 | 0.1881 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49497 | -45676 | -29322 | -176234 | -146972 | -90012 |
| Profit Factor | 1.3985 | 1.3551 | 1.4437 | 1.2844 | 1.2358 | 1.3369 |
| Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
| Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
| Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
| Profitability (%) | 40 | 37.5 | 42.4779 | 40 | 37.5 | 42.4779 |
| Ratio Avg Win / Avg Loss | 2.0978 | 2.2585 | 1.955 | 1.9266 | 2.0597 | 1.8104 |
| Largest Winning Trade | 35825 | 35825 | 31688 | 105329 | 105329 | 55269 |
| Largest Losing Trade | -12636 | -10144 | -12636 | -31881 | -28023 | -31881 |
| Avg Bars in Trades | 110 | 107 | 113 | 110 | 107 | 113 |
| Avg Bars in Winners | 182 | 179 | 184 | 182 | 179 | 184 |
| Avg Bars in Losers | 62 | 63 | 61 | 62 | 63 | 61 |
| Bars Traded | 24844 | 12013 | 12831 | 24844 | 12013 | 12831 |
| Profit Streak | 9.7114 | 21.878 | 9.7114 | 9.7114 | 21.878 | 9.7114 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316710 | 154312 | 240535 | 254936 | 122803 | 210848 |
{
"trading_pair": "NEAR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713933000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758900862365,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 32,
"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": [
[
198799.9376484588,
90334.8588827457,
108465.078765713,
291740.1975684687,
125587.8439410996,
166152.3536273692
],
[
198.799938,
90.334859,
108.465079,
291.740198,
125.587844,
166.152354
],
[
0.381698,
0.173444,
0.208254,
0.262508,
0.156323,
0.188126
],
[
10,
10,
10,
10,
10,
10
],
[
-49497,
-45676,
-29322,
-176234,
-146972,
-90012
],
[
1.39851,
1.355111,
1.44367,
1.284417,
1.235831,
1.336876
],
[
225,
112,
113,
225,
112,
113
],
[
90,
42,
48,
90,
42,
48
],
[
135,
70,
65,
135,
70,
65
],
[
40,
37.5,
42.477876,
40,
37.5,
42.477876
],
[
2.097766,
2.258518,
1.954969,
1.926626,
2.059719,
1.810352
],
[
35825,
35825,
31688,
105329,
105329,
55269
],
[
-12636,
-10144,
-12636,
-31881,
-28023,
-31881
],
[
110,
107,
113,
110,
107,
113
],
[
182,
179,
184,
182,
179,
184
],
[
62,
63,
61,
62,
63,
61
],
[
24844,
12013,
12831,
24844,
12013,
12831
],
[
9.71137,
21.878037,
9.71137,
9.71137,
21.878037,
9.71137
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316710,
154312,
240535,
254936,
122803,
210848
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713933000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758900862365,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 32,
"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) |
|---|