Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587203.6472 | 636018.6171 | -48814.9699 | 92763.0746 | 797911.4423 | -705148.3678 |
Total P&L (%) | 587.2036 | 636.0186 | -48.815 | 92.7631 | 797.9114 | -705.1484 |
Avg Daily Profit (%) | 0.3221 | 0.3489 | -0.0268 | 0.036 | 0.1205 | 0 |
Buy And Hold Return (%) | 217.5562 | 217.5562 | 217.5562 | 217.5562 | 217.5562 | 217.5562 |
Max Trade Drawdown | -207495 | -118518 | -138042 | -961530 | -353286 | -789408 |
Profit Factor | 1.5623 | 2.5514 | 0.923 | 1.029 | 1.6414 | 0.6383 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 44.5415 | 43.8596 | 45.2174 | 44.5415 | 43.8596 | 45.2174 |
Ratio Avg Win / Avg Loss | 1.9452 | 3.2657 | 1.1183 | 1.2813 | 2.101 | 0.7733 |
Largest Winning Trade | 251829 | 251829 | 71427 | 736430 | 736430 | 114526 |
Largest Losing Trade | -60719 | -29849 | -60719 | -236944 | -187582 | -236944 |
Avg Bars in Trades | 94 | 77 | 111 | 94 | 77 | 111 |
Avg Bars in Winners | 140 | 104 | 175 | 140 | 104 | 175 |
Avg Bars in Losers | 57 | 56 | 57 | 57 | 56 | 57 |
Bars Traded | 21657 | 8885 | 12772 | 21657 | 8885 | 12772 |
Profit Streak | 16.2748 | 16.2748 | 16.3581 | 16.2748 | 16.2748 | 16.3581 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326102 | 321551 | -580150 | -498594 | -33246 | -581817 |
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{ "first_band": { "type": "vwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 179, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21878, "evaluation_days": 1823.17, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1603929600000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760214941949, "expiration_time": 1765876377600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 179, "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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