| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 699874.2012 | 584012.5794 | 115861.6218 | 2112205.2685 | 594295.66 | 1517909.6085 |
| Total P&L (%) | 699.8742 | 584.0126 | 115.8616 | 2112.2053 | 594.2957 | 1517.9096 |
| Avg Daily Profit (%) | 0.3852 | 0.3214 | 0.0638 | 0.1706 | 0.1067 | 0.1533 |
| Buy And Hold Return (%) | 193.905 | 193.905 | 193.905 | 193.905 | 193.905 | 193.905 |
| Max Trade Drawdown | -123790 | -139225 | -99040 | -700668 | -825195 | -241825 |
| Profit Factor | 2.1548 | 2.6555 | 1.4574 | 1.7969 | 1.3006 | 3.2528 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 48.4536 | 45.8333 | 51.0204 | 48.4536 | 45.8333 | 51.0204 |
| Ratio Avg Win / Avg Loss | 2.2923 | 3.1383 | 1.3991 | 1.9116 | 1.5371 | 3.1227 |
| Largest Winning Trade | 237634 | 237634 | 33473 | 654906 | 654906 | 504971 |
| Largest Losing Trade | -58949 | -31789 | -58949 | -520333 | -520333 | -109325 |
| Avg Bars in Trades | 35 | 52 | 19 | 35 | 52 | 19 |
| Avg Bars in Winners | 47 | 65 | 30 | 47 | 65 | 30 |
| Avg Bars in Losers | 24 | 40 | 7 | 24 | 40 | 7 |
| Bars Traded | 3444 | 2501 | 943 | 3444 | 2501 | 943 |
| Profit Streak | 199.419 | 199.419 | 654.919 | 199.419 | 199.419 | 654.919 |
| Trades During Streak | 5 | 2 | 10 | 5 | 2 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 439906 | 377462 | -270566 | 441510 | -52531 | 569098 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3634,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606478400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759615401182,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 71,
"offset": 0,
"std": 2.27287
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 90,
"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": [
[
699874.2012051616,
584012.5793900144,
115861.6218151471,
2112205.2684839815,
594295.6600170473,
1517909.6084669342
],
[
699.874201,
584.012579,
115.861622,
2112.205268,
594.29566,
1517.909608
],
[
0.385181,
0.321416,
0.063765,
0.170568,
0.106701,
0.153322
],
[
193.905011,
193.905011,
193.905011,
193.905011,
193.905011,
193.905011
],
[
-123790,
-139225,
-99040,
-700668,
-825195,
-241825
],
[
2.15477,
2.655466,
1.45742,
1.796914,
1.300649,
3.252848
],
[
97,
48,
49,
97,
48,
49
],
[
47,
22,
25,
47,
22,
25
],
[
50,
26,
24,
50,
26,
24
],
[
48.453608,
45.833333,
51.020408,
48.453608,
45.833333,
51.020408
],
[
2.292309,
3.138278,
1.399123,
1.91161,
1.537131,
3.122734
],
[
237634,
237634,
33473,
654906,
654906,
504971
],
[
-58949,
-31789,
-58949,
-520333,
-520333,
-109325
],
[
35,
52,
19,
35,
52,
19
],
[
47,
65,
30,
47,
65,
30
],
[
24,
40,
7,
24,
40,
7
],
[
3444,
2501,
943,
3444,
2501,
943
],
[
199.418995,
199.418995,
654.918995,
199.418995,
199.418995,
654.918995
],
[
5,
2,
10,
5,
2,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439906,
377462,
-270566,
441510,
-52531,
569098
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3634,
"evaluation_days": 1817,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1606478400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759615401182,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 71,
"offset": 0,
"std": 2.27287
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 90,
"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) |
|---|