Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932652.8009 | 841391.6084 | 91261.1925 | 1545722.3324 | 3200399.7047 | -1654677.3723 |
Total P&L (%) | 932.6528 | 841.3916 | 91.2612 | 1545.7223 | 3200.3997 | -1654.6774 |
Avg Daily Profit (%) | 0.5162 | 0.4657 | 0.0505 | 0.1551 | 0.1937 | 0 |
Buy And Hold Return (%) | 229.5394 | 229.5394 | 229.5394 | 229.5394 | 229.5394 | 229.5394 |
Max Trade Drawdown | -131079 | -67463 | -118080 | -2872910 | -1036724 | -2829145 |
Profit Factor | 2.3476 | 3.7915 | 1.2336 | 1.1728 | 1.9704 | 0.7071 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 55.6452 | 51.6129 | 59.6774 | 55.6452 | 51.6129 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.8713 | 3.5546 | 0.8335 | 0.9348 | 1.8472 | 0.4778 |
Largest Winning Trade | 512989 | 512989 | 52566 | 1334701 | 1334701 | 419042 |
Largest Losing Trade | -50097 | -38805 | -50097 | -1345269 | -560737 | -1345269 |
Avg Bars in Trades | 56 | 68 | 44 | 56 | 68 | 44 |
Avg Bars in Winners | 69 | 91 | 50 | 69 | 91 | 50 |
Avg Bars in Losers | 40 | 44 | 35 | 40 | 44 | 35 |
Bars Traded | 7030 | 4260 | 2770 | 7030 | 4260 | 2770 |
Profit Streak | 0 | 98.6792 | 0 | 0 | 98.6792 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507813 | -137916 | -446150 | -23621 | -140887 | -733703 |
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{ "first_band": { "type": "bbm", "factors": { "length": 228, "offset": 0, "std": 1.12398 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605636000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758881879973, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 228, "offset": 0, "std": 1.12398 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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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