Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009315.6565 | 911878.7849 | 97436.8716 | 4374502.7363 | 4960299.3618 | -585796.6254 |
Total P&L (%) | 1009.3157 | 911.8788 | 97.4369 | 4374.5027 | 4960.2994 | -585.7966 |
Avg Daily Profit (%) | 0.5568 | 0.5031 | 0.0538 | 0.2099 | 0.2167 | 0 |
Buy And Hold Return (%) | 260.1517 | 260.1517 | 260.1517 | 260.1517 | 260.1517 | 260.1517 |
Max Trade Drawdown | -102278 | -63705 | -59449 | -9690047 | -5235269 | -5531197 |
Profit Factor | 3.1892 | 5.1372 | 1.4049 | 1.2551 | 1.6532 | 0.9387 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 44.4444 | 40 | 48.7805 | 44.4444 | 40 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.9865 | 7.7058 | 1.4752 | 1.5688 | 2.4798 | 0.9856 |
Largest Winning Trade | 510220 | 510220 | 71502 | 5967908 | 5967908 | 2543704 |
Largest Losing Trade | -34235 | -31037 | -34235 | -4365756 | -2466632 | -4365756 |
Avg Bars in Trades | 263 | 243 | 283 | 263 | 243 | 283 |
Avg Bars in Winners | 431 | 444 | 421 | 431 | 444 | 421 |
Avg Bars in Losers | 129 | 109 | 151 | 129 | 109 | 151 |
Bars Traded | 21365 | 9742 | 11623 | 21365 | 9742 | 11623 |
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 | -3584 | 432035 | -286622 | -9395 | 268232 | -581216 |
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{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 132, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21751, "evaluation_days": 1812.58, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1603591200000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759295881852, "expiration_time": 1764929059200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 132, "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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