Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332777.9786 | 363598.1019 | -30820.1234 | 38165.8849 | 1582881.7534 | -1544715.8685 |
Total P&L (%) | 332.778 | 363.5981 | -30.8201 | 38.1659 | 1582.8818 | -1544.7159 |
Avg Daily Profit (%) | 0.1837 | 0.2007 | -0.017 | 0.0178 | 0.156 | 0 |
Buy And Hold Return (%) | 178.1637 | 178.1637 | 178.1637 | 178.1637 | 178.1637 | 178.1637 |
Max Trade Drawdown | -181338 | -101478 | -127692 | -2339870 | -541605 | -1993004 |
Profit Factor | 1.6306 | 2.5759 | 0.8962 | 1.0103 | 2.3618 | 0.3921 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5254 | 2.5759 | 0.7842 | 0.9451 | 2.3618 | 0.3431 |
Largest Winning Trade | 107079 | 107079 | 55987 | 870300 | 870300 | 247117 |
Largest Losing Trade | -74449 | -29197 | -74449 | -1022239 | -270639 | -1022239 |
Avg Bars in Trades | 87 | 74 | 99 | 87 | 74 | 99 |
Avg Bars in Winners | 74 | 57 | 91 | 74 | 57 | 91 |
Avg Bars in Losers | 100 | 91 | 109 | 100 | 91 | 109 |
Bars Traded | 5225 | 2234 | 2991 | 5225 | 2234 | 2991 |
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 | -170484 | 211473 | -580393 | -718931 | 436035 | -580393 |
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 60, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5435, "evaluation_days": 1811.67, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607961600000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759155385330, "expiration_time": 1763828640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 60, "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) |
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