Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002342.1348 | 863668.6533 | 138673.4815 | 7512967.7442 | 6705249.7393 | 807718.0049 |
Total P&L (%) | 1002.3421 | 863.6687 | 138.6735 | 7512.9677 | 6705.2497 | 807.718 |
Avg Daily Profit (%) | 0.5547 | 0.478 | 0.0767 | 0.24 | 0.2338 | 0.1221 |
Buy And Hold Return (%) | 177.7124 | 177.7124 | 177.7124 | 177.7124 | 177.7124 | 177.7124 |
Max Trade Drawdown | -83506 | -42945 | -67897 | -5985310 | -3933528 | -4793036 |
Profit Factor | 3.1243 | 4.5355 | 1.6094 | 1.3616 | 1.6825 | 1.0737 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 30.7692 | 26.9231 | 34.6154 | 30.7692 | 26.9231 | 34.6154 |
Ratio Avg Win / Avg Loss | 7.0297 | 12.3107 | 3.04 | 3.0635 | 4.5668 | 2.0282 |
Largest Winning Trade | 411908 | 411908 | 70275 | 4996560 | 4996560 | 4519650 |
Largest Losing Trade | -24253 | -19783 | -24253 | -2575652 | -1095015 | -2575652 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 88 | 91 | 85 | 88 | 91 | 85 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3500 | 1616 | 1884 | 3500 | 1616 | 1884 |
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 | 321513 | -185262 | -439253 | 98976 | -190157 | -355612 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3614, "evaluation_days": 1807, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759030954205, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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