Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140026.6773 | 54308.0642 | 85718.6132 | 206325.1767 | 96391.9421 | 109933.2346 |
Total P&L (%) | 140.0267 | 54.3081 | 85.7186 | 206.3252 | 96.3919 | 109.9332 |
Avg Daily Profit (%) | 0.5377 | 0.2085 | 0.3292 | 0.4308 | 0.2595 | 0.2852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33620 | -25105 | -24054 | -102488 | -63588 | -85015 |
Profit Factor | 1.7108 | 1.5126 | 1.9415 | 1.3643 | 1.3284 | 1.4028 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 54.1176 | 53.4884 | 54.7619 | 54.1176 | 53.4884 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.4505 | 1.3153 | 1.6039 | 1.1567 | 1.1551 | 1.1588 |
Largest Winning Trade | 25879 | 25879 | 21052 | 59364 | 59364 | 36055 |
Largest Losing Trade | -19824 | -19824 | -15645 | -52095 | -49096 | -52095 |
Avg Bars in Trades | 291 | 301 | 281 | 291 | 301 | 281 |
Avg Bars in Winners | 280 | 276 | 284 | 280 | 276 | 284 |
Avg Bars in Losers | 304 | 331 | 277 | 304 | 331 | 277 |
Bars Traded | 24783 | 12977 | 11806 | 24783 | 12977 | 11806 |
Profit Streak | 1.8178 | 2.9636 | 0 | 1.8178 | 2.9636 | 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 | 351594 | 214421 | 420387 | 259139 | 227245 | 299745 |
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{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.94675 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737014400000, "first_datapoint_time": 1737154800000, "last_datapoint_time": 1759513500000, "evaluation_time": 1759513956173, "expiration_time": 1765993500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.94675 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } } }
# | 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) |
---|