Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105368.9371 | 35847.5409 | 69521.3963 | 58773.5778 | 13103.0595 | 45670.5183 |
Total P&L (%) | 105.3689 | 35.8475 | 69.5214 | 58.7736 | 13.1031 | 45.6705 |
Avg Daily Profit (%) | 0.2023 | 0.0688 | 0.1335 | 0.0888 | 0.0236 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98770 | -67018 | -47892 | -64475 | -41560 | -41418 |
Profit Factor | 1.2006 | 1.1305 | 1.2776 | 1.1319 | 1.0543 | 1.2238 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Losing Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Profitability (%) | 54.2289 | 58 | 50.4951 | 54.2289 | 58 | 50.4951 |
Ratio Avg Win / Avg Loss | 1.0134 | 0.8186 | 1.2525 | 0.9554 | 0.7634 | 1.1998 |
Largest Winning Trade | 27807 | 27807 | 18570 | 24887 | 24887 | 20261 |
Largest Losing Trade | -28298 | -22243 | -28298 | -21017 | -21017 | -16868 |
Avg Bars in Trades | 121 | 123 | 120 | 121 | 123 | 120 |
Avg Bars in Winners | 121 | 110 | 133 | 121 | 110 | 133 |
Avg Bars in Losers | 122 | 141 | 105 | 122 | 141 | 105 |
Bars Traded | 24487 | 12365 | 12122 | 24487 | 12365 | 12122 |
Profit Streak | 4.5967 | 0 | 16.7009 | 4.5967 | 0 | 16.7009 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305517 | -182143 | -14224 | -150837 | -392824 | -97878 |
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{ "first_band": { "type": "linreg", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714255200000, "first_datapoint_time": 1714671000000, "last_datapoint_time": 1759253400000, "evaluation_time": 1759254555061, "expiration_time": 1765733400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
# | 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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