Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -486180.1183 | 52209.9514 | -538390.0696 | 8121373.7905 | 3526090.3457 | 4595283.4448 |
Total P&L (%) | -486.1801 | 52.21 | -538.3901 | 8121.3738 | 3526.0903 | 4595.2834 |
Avg Daily Profit (%) | -0.2684 | 0.0288 | -0.2972 | 0.2437 | 0.1984 | 0.2127 |
Buy And Hold Return (%) | 382.0354 | 382.0354 | 382.0354 | 382.0354 | 382.0354 | 382.0354 |
Max Trade Drawdown | -680177 | -78977 | -647364 | -2229543 | -1633323 | -1194247 |
Profit Factor | 0.5569 | 1.2674 | 0.4032 | 2.1699 | 2.3817 | 2.0468 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 18 | 20 | 30 | 19 | 11 |
Losing Trades | 23 | 13 | 10 | 31 | 12 | 19 |
Profitability (%) | 62.2951 | 58.0645 | 66.6667 | 49.1803 | 61.2903 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.3371 | 0.9154 | 0.2016 | 2.2423 | 1.5042 | 3.5354 |
Largest Winning Trade | 45995 | 28431 | 45995 | 2751811 | 1274739 | 2751811 |
Largest Losing Trade | -421271 | -28883 | -421271 | -1633323 | -1633323 | -1194247 |
Avg Bars in Trades | 102 | 55 | 151 | 102 | 55 | 151 |
Avg Bars in Winners | 57 | 33 | 78 | 100 | 64 | 162 |
Avg Bars in Losers | 177 | 85 | 297 | 104 | 40 | 145 |
Bars Traded | 6255 | 1707 | 4548 | 6255 | 1707 | 4548 |
Profit Streak | 22.0481 | 173.5481 | 0 | 22.0481 | 173.5481 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744635 | -319544 | -578665 | -153229 | 553250 | 244959 |
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{ "first_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.10842 } }, "second_band": { "type": "rma", "factors": { "length": 89, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604534400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759108154977, "expiration_time": 1763798760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.10842 } }, "second_band": { "type": "rma", "factors": { "length": 89, "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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