Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815740.9673 | 762901.9144 | 52839.0529 | 1297612.5695 | 3449662.9707 | -2152050.4012 |
Total P&L (%) | 815.741 | 762.9019 | 52.8391 | 1297.6126 | 3449.663 | -2152.0504 |
Avg Daily Profit (%) | 0.4499 | 0.4208 | 0.0291 | 0.1456 | 0.1971 | 0 |
Buy And Hold Return (%) | 344.0446 | 344.0446 | 344.0446 | 344.0446 | 344.0446 | 344.0446 |
Max Trade Drawdown | -128147 | -63539 | -81744 | -4585215 | -1893954 | -3267149 |
Profit Factor | 2.8579 | 4.8466 | 1.2195 | 1.1553 | 2.1527 | 0.5986 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 |
Ratio Avg Win / Avg Loss | 3.6744 | 6.2313 | 1.5679 | 1.4854 | 2.7677 | 0.7696 |
Largest Winning Trade | 367044 | 367044 | 67328 | 2328685 | 2328685 | 822424 |
Largest Losing Trade | -39721 | -37580 | -39721 | -2339742 | -716174 | -2339742 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 135 | 120 | 149 | 135 | 120 | 149 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 5293 | 2479 | 2814 | 5293 | 2479 | 2814 |
Profit Streak | 39.1759 | 0 | 51.8426 | 39.1759 | 0 | 51.8426 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134446 | 349386 | -320496 | -196039 | 347208 | -582253 |
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{ "first_band": { "type": "rma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5439, "evaluation_days": 1813, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759263200460, "expiration_time": 1763947296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "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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