| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 216512.6313 | 304597.4856 | -88084.8542 | -90687.8661 | 571850.1006 | -662537.9667 |
| Total P&L (%) | 216.5126 | 304.5975 | -88.0849 | -90.6879 | 571.8501 | -662.538 |
| Avg Daily Profit (%) | 0.1198 | 0.1686 | -0.0487 | -0.1313 | 0.1055 | 0 |
| Buy And Hold Return (%) | 76.6229 | 76.6229 | 76.6229 | 76.6229 | 76.6229 | 76.6229 |
| Max Trade Drawdown | -238544 | -171082 | -213981 | -1244778 | -264201 | -1436136 |
| Profit Factor | 1.2918 | 1.9455 | 0.7902 | 0.9588 | 2.0468 | 0.6001 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 54.4304 | 47.5 | 61.5385 | 54.4304 | 47.5 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.0815 | 2.1503 | 0.4939 | 0.8027 | 2.2623 | 0.3751 |
| Largest Winning Trade | 127930 | 127930 | 37926 | 336246 | 270327 | 336246 |
| Largest Losing Trade | -84331 | -57815 | -84331 | -967980 | -124888 | -967980 |
| Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
| Avg Bars in Winners | 46 | 43 | 48 | 46 | 43 | 48 |
| Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
| Bars Traded | 3414 | 1611 | 1803 | 3414 | 1611 | 1803 |
| Profit Streak | 64.8324 | 91.3324 | 0 | 64.8324 | 91.3324 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -66424 | 303047 | -579261 | -610922 | -48256 | -579261 |
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3614,
"evaluation_days": 1807,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1610107200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758959917202,
"expiration_time": 1763398944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 174,
"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": [
[
216512.6313301675,
304597.4855798009,
-88084.8542496334,
-90687.8660683865,
571850.100646764,
-662537.966715151
],
[
216.512631,
304.597486,
-88.084854,
-90.687866,
571.850101,
-662.537967
],
[
0.119819,
0.168565,
-0.048746,
-0.131284,
0.105471,
0
],
[
76.622928,
76.622928,
76.622928,
76.622928,
76.622928,
76.622928
],
[
-238544,
-171082,
-213981,
-1244778,
-264201,
-1436136
],
[
1.291805,
1.945504,
0.790187,
0.958837,
2.046847,
0.600133
],
[
79,
40,
39,
79,
40,
39
],
[
43,
19,
24,
43,
19,
24
],
[
36,
21,
15,
36,
21,
15
],
[
54.43038,
47.5,
61.538462,
54.43038,
47.5,
61.538462
],
[
1.081511,
2.150294,
0.493867,
0.802747,
2.262304,
0.375083
],
[
127930,
127930,
37926,
336246,
270327,
336246
],
[
-84331,
-57815,
-84331,
-967980,
-124888,
-967980
],
[
43,
40,
46,
43,
40,
46
],
[
46,
43,
48,
46,
43,
48
],
[
39,
37,
42,
39,
37,
42
],
[
3414,
1611,
1803,
3414,
1611,
1803
],
[
64.832375,
91.332375,
0,
64.832375,
91.332375,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-66424,
303047,
-579261,
-610922,
-48256,
-579261
]
]
}
{
"trading_pair": "NEAR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3614,
"evaluation_days": 1807,
"actual_first_datapoint_time": 1602633600000,
"first_datapoint_time": 1610107200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758959917202,
"expiration_time": 1763398944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 174,
"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) |
|---|