Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976866.4762 | 1016261.0364 | -39394.5601 | 74594.4377 | 777258.5834 | -702664.1457 |
Total P&L (%) | 976.8665 | 1016.261 | -39.3946 | 74.5944 | 777.2586 | -702.6641 |
Avg Daily Profit (%) | 0.5408 | 0.5626 | -0.0218 | 0.0309 | 0.1203 | 0 |
Buy And Hold Return (%) | 296 | 296 | 296 | 296 | 296 | 296 |
Max Trade Drawdown | -176396 | -172196 | -61118 | -1645264 | -1272872 | -765111 |
Profit Factor | 2.1425 | 2.6291 | 0.8296 | 1.0142 | 1.2128 | 0.558 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 38.3784 | 35.8696 | 40.8602 | 38.3784 | 35.8696 | 40.8602 |
Ratio Avg Win / Avg Loss | 3.4401 | 4.7005 | 1.2007 | 1.6285 | 2.1684 | 0.8076 |
Largest Winning Trade | 694458 | 694458 | 15195 | 1327908 | 1327908 | 126619 |
Largest Losing Trade | -37968 | -37968 | -11226 | -339282 | -339282 | -172841 |
Avg Bars in Trades | 57 | 107 | 7 | 57 | 107 | 7 |
Avg Bars in Winners | 86 | 177 | 8 | 86 | 177 | 8 |
Avg Bars in Losers | 38 | 69 | 6 | 38 | 69 | 6 |
Bars Traded | 10588 | 9929 | 659 | 10588 | 9929 | 659 |
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 | 310693 | 274362 | -582693 | -524759 | -40596 | -584360 |
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{ "first_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.26385 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10839, "evaluation_days": 1806.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1603728000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885045368, "expiration_time": 1763397648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.26385 } } }
# | 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) |
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