Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727763.3355 | 702347.2107 | 25416.1248 | 751301.0841 | 799790.6919 | -48489.6078 |
Total P&L (%) | 727.7633 | 702.3472 | 25.4161 | 751.3011 | 799.7907 | -48.4896 |
Avg Daily Profit (%) | 0.4028 | 0.3887 | 0.0141 | 0.1186 | 0.1217 | -0.0367 |
Buy And Hold Return (%) | 263.1093 | 263.1093 | 263.1093 | 263.1093 | 263.1093 | 263.1093 |
Max Trade Drawdown | -100212 | -68890 | -56178 | -2172248 | -1473945 | -836706 |
Profit Factor | 2.3991 | 3.9126 | 1.0911 | 1.1755 | 1.3607 | 0.9765 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 42.623 | 40 | 45.1613 | 42.623 | 40 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.2296 | 5.8688 | 1.3249 | 1.5824 | 2.041 | 1.1858 |
Largest Winning Trade | 320562 | 320562 | 71892 | 1211054 | 1211054 | 548109 |
Largest Losing Trade | -33762 | -30701 | -33762 | -645298 | -645298 | -418892 |
Avg Bars in Trades | 113 | 100 | 126 | 113 | 100 | 126 |
Avg Bars in Winners | 202 | 194 | 208 | 202 | 194 | 208 |
Avg Bars in Losers | 48 | 37 | 59 | 48 | 37 | 59 |
Bars Traded | 6941 | 3014 | 3927 | 6941 | 3014 | 3927 |
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 | -158123 | 335052 | -462072 | -233006 | -35605 | -581033 |
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{ "first_band": { "type": "vwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 50, "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": 1605333600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022486003, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 50, "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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