| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 614069.3646 | 551447.9097 | 62621.4549 | 1043093.0497 | 955742.1919 | 87350.8577 |
| Total P&L (%) | 614.0694 | 551.4479 | 62.6215 | 1043.0931 | 955.7422 | 87.3509 |
| Avg Daily Profit (%) | 0.3394 | 0.3048 | 0.0346 | 0.1347 | 0.1303 | 0.0347 |
| Buy And Hold Return (%) | 116.7452 | 116.7452 | 116.7452 | 116.7452 | 116.7452 | 116.7452 |
| Max Trade Drawdown | -125297 | -63851 | -151027 | -557446 | -507180 | -348198 |
| Profit Factor | 1.5443 | 2.0117 | 1.1074 | 1.2233 | 1.4204 | 1.0364 |
| Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
| Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
| Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
| Profitability (%) | 40.6114 | 39.1304 | 42.1053 | 40.6114 | 39.1304 | 42.1053 |
| Ratio Avg Win / Avg Loss | 2.2583 | 3.1294 | 1.5227 | 1.789 | 2.2095 | 1.4251 |
| Largest Winning Trade | 156515 | 156515 | 48862 | 349409 | 349409 | 306115 |
| Largest Losing Trade | -38636 | -38636 | -30145 | -253488 | -163645 | -253488 |
| Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
| Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
| Bars Traded | 5416 | 2730 | 2686 | 5416 | 2730 | 2686 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308954 | 251259 | -416769 | -14179 | -20863 | -495797 |
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5428,
"evaluation_days": 1809.33,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758965441730,
"expiration_time": 1763620992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.30557,
"nb": 0.1,
"nc": 0.2807
}
}
} {
"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": [
[
614069.3645887756,
551447.9097259656,
62621.4548628094,
1043093.0496614387,
955742.1919319327,
87350.8577295064
],
[
614.069365,
551.44791,
62.621455,
1043.09305,
955.742192,
87.350858
],
[
0.33939,
0.30478,
0.03461,
0.134744,
0.130345,
0.034705
],
[
116.745226,
116.745226,
116.745226,
116.745226,
116.745226,
116.745226
],
[
-125297,
-63851,
-151027,
-557446,
-507180,
-348198
],
[
1.544305,
2.011746,
1.107389,
1.223337,
1.420408,
1.03644
],
[
229,
115,
114,
229,
115,
114
],
[
93,
45,
48,
93,
45,
48
],
[
136,
70,
66,
136,
70,
66
],
[
40.611354,
39.130435,
42.105263,
40.611354,
39.130435,
42.105263
],
[
2.258338,
3.129383,
1.52266,
1.788965,
2.209523,
1.425105
],
[
156515,
156515,
48862,
349409,
349409,
306115
],
[
-38636,
-38636,
-30145,
-253488,
-163645,
-253488
],
[
23,
23,
23,
23,
23,
23
],
[
37,
39,
35,
37,
39,
35
],
[
14,
13,
14,
14,
13,
14
],
[
5416,
2730,
2686,
5416,
2730,
2686
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308954,
251259,
-416769,
-14179,
-20863,
-495797
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5428,
"evaluation_days": 1809.33,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758965441730,
"expiration_time": 1763620992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.30557,
"nb": 0.1,
"nc": 0.2807
}
}
}
| # | 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) |
|---|