| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 395844.6792 | 494971.3907 | -99126.7115 | -76986.7293 | 2021843.6061 | -2098830.3354 |
| Total P&L (%) | 395.8447 | 494.9714 | -99.1267 | -76.9867 | 2021.8436 | -2098.8303 |
| Avg Daily Profit (%) | 0.2188 | 0.2736 | -0.0548 | -0.0812 | 0.169 | 0 |
| Buy And Hold Return (%) | 141.7357 | 141.7357 | 141.7357 | 141.7357 | 141.7357 | 141.7357 |
| Max Trade Drawdown | -242002 | -123725 | -181738 | -2539147 | -504503 | -2415214 |
| Profit Factor | 1.5705 | 2.7127 | 0.7552 | 0.98 | 3.1915 | 0.2821 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
| Ratio Avg Win / Avg Loss | 1.9329 | 3.3387 | 0.9294 | 1.2061 | 3.9279 | 0.3472 |
| Largest Winning Trade | 264910 | 264910 | 61731 | 1792898 | 1792898 | 206054 |
| Largest Losing Trade | -77538 | -31070 | -77538 | -995945 | -357566 | -995945 |
| Avg Bars in Trades | 89 | 85 | 92 | 89 | 85 | 92 |
| Avg Bars in Winners | 109 | 105 | 113 | 109 | 105 | 113 |
| Avg Bars in Losers | 72 | 70 | 75 | 72 | 70 | 75 |
| Bars Traded | 5171 | 2488 | 2683 | 5171 | 2488 | 2683 |
| Profit Streak | 0 | 37.063 | 0 | 0 | 37.063 | 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 | -174177 | 332263 | -582844 | -760622 | 444594 | -582844 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5428,
"evaluation_days": 1809.33,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1609228800000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758965441291,
"expiration_time": 1763620992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 226,
"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": [
[
395844.6791676837,
494971.3906962117,
-99126.7115285283,
-76986.7293230637,
2021843.6061158516,
-2098830.335438913
],
[
395.844679,
494.971391,
-99.126712,
-76.986729,
2021.843606,
-2098.830335
],
[
0.21878,
0.273566,
-0.054786,
-0.081163,
0.168982,
0
],
[
141.735721,
141.735721,
141.735721,
141.735721,
141.735721,
141.735721
],
[
-242002,
-123725,
-181738,
-2539147,
-504503,
-2415214
],
[
1.57048,
2.712697,
0.755169,
0.979984,
3.191451,
0.282133
],
[
58,
29,
29,
58,
29,
29
],
[
26,
13,
13,
26,
13,
13
],
[
32,
16,
16,
32,
16,
16
],
[
44.827586,
44.827586,
44.827586,
44.827586,
44.827586,
44.827586
],
[
1.932899,
3.338703,
0.929439,
1.206134,
3.92794,
0.34724
],
[
264910,
264910,
61731,
1792898,
1792898,
206054
],
[
-77538,
-31070,
-77538,
-995945,
-357566,
-995945
],
[
89,
85,
92,
89,
85,
92
],
[
109,
105,
113,
109,
105,
113
],
[
72,
70,
75,
72,
70,
75
],
[
5171,
2488,
2683,
5171,
2488,
2683
],
[
0,
37.062978,
0,
0,
37.062978,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-174177,
332263,
-582844,
-760622,
444594,
-582844
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5428,
"evaluation_days": 1809.33,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1609228800000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758965441291,
"expiration_time": 1763620992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 226,
"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) |
|---|