| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 989865.5561 | 859979.6993 | 129885.8568 | 7657845.1131 | 5031311.4878 | 2626533.6253 |
| Total P&L (%) | 989.8656 | 859.9797 | 129.8859 | 7657.8451 | 5031.3115 | 2626.5336 |
| Avg Daily Profit (%) | 0.5424 | 0.4712 | 0.0712 | 0.2387 | 0.216 | 0.1813 |
| Buy And Hold Return (%) | 200.8936 | 200.8936 | 200.8936 | 200.8936 | 200.8936 | 200.8936 |
| Max Trade Drawdown | -69400 | -69199 | -36480 | -7491389 | -4581624 | -3565863 |
| Profit Factor | 2.6942 | 3.8777 | 1.455 | 1.3002 | 1.3613 | 1.2268 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 52.439 | 53.6585 | 51.2195 | 52.439 | 53.6585 | 51.2195 |
| Ratio Avg Win / Avg Loss | 2.4436 | 3.3489 | 1.3858 | 1.1793 | 1.1756 | 1.1684 |
| Largest Winning Trade | 326539 | 326539 | 70537 | 4118611 | 3820953 | 4118611 |
| Largest Losing Trade | -31036 | -30788 | -31036 | -4083953 | -4083953 | -2295839 |
| Avg Bars in Trades | 87 | 75 | 98 | 87 | 75 | 98 |
| Avg Bars in Winners | 111 | 98 | 126 | 111 | 98 | 126 |
| Avg Bars in Losers | 59 | 49 | 70 | 59 | 49 | 70 |
| Bars Traded | 7151 | 3097 | 4054 | 7151 | 3097 | 4054 |
| Profit Streak | 29.2644 | 52.2644 | 29.2644 | 29.2644 | 52.2644 | 29.2644 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 261006 | 591431 | -261925 | 35921 | 349426 | 296938 |
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7300,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604858400000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760314843161,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 97,
"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": [
[
989865.5560592157,
859979.6993021508,
129885.8567570645,
7657845.113063762,
5031311.487793152,
2626533.6252706186
],
[
989.865556,
859.979699,
129.885857,
7657.845113,
5031.311488,
2626.533625
],
[
0.542392,
0.471222,
0.07117,
0.238711,
0.216011,
0.181294
],
[
200.893622,
200.893622,
200.893622,
200.893622,
200.893622,
200.893622
],
[
-69400,
-69199,
-36480,
-7491389,
-4581624,
-3565863
],
[
2.694177,
3.877723,
1.455046,
1.300209,
1.361268,
1.226785
],
[
82,
41,
41,
82,
41,
41
],
[
43,
22,
21,
43,
22,
21
],
[
39,
19,
20,
39,
19,
20
],
[
52.439024,
53.658537,
51.219512,
52.439024,
53.658537,
51.219512
],
[
2.443556,
3.348942,
1.385758,
1.179259,
1.175641,
1.168367
],
[
326539,
326539,
70537,
4118611,
3820953,
4118611
],
[
-31036,
-30788,
-31036,
-4083953,
-4083953,
-2295839
],
[
87,
75,
98,
87,
75,
98
],
[
111,
98,
126,
111,
98,
126
],
[
59,
49,
70,
59,
49,
70
],
[
7151,
3097,
4054,
7151,
3097,
4054
],
[
29.264388,
52.264388,
29.264388,
29.264388,
52.264388,
29.264388
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
261006,
591431,
-261925,
35921,
349426,
296938
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7300,
"evaluation_days": 1825,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1604858400000,
"last_datapoint_time": 1760292000000,
"evaluation_time": 1760314843161,
"expiration_time": 1765022400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 97,
"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) |
|---|