Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85762.7724 | 29153.59 | 56609.1824 | 73172.4009 | 26787.1617 | 46385.2392 |
Total P&L (%) | 85.7628 | 29.1536 | 56.6092 | 73.1724 | 26.7872 | 46.3852 |
Avg Daily Profit (%) | 0.3293 | 0.1119 | 0.2174 | 0.2111 | 0.0912 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51004 | -38481 | -36761 | -73627 | -54761 | -57958 |
Profit Factor | 1.3354 | 1.2507 | 1.4061 | 1.2172 | 1.1814 | 1.2453 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 58.7912 | 59.3407 | 58.2418 | 58.7912 | 59.3407 | 58.2418 |
Ratio Avg Win / Avg Loss | 0.936 | 0.857 | 1.0081 | 0.8532 | 0.8095 | 0.8928 |
Largest Winning Trade | 22701 | 22701 | 14592 | 30831 | 30831 | 22051 |
Largest Losing Trade | -35956 | -21303 | -35956 | -57136 | -25765 | -57136 |
Avg Bars in Trades | 134 | 136 | 132 | 134 | 136 | 132 |
Avg Bars in Winners | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Losers | 173 | 179 | 167 | 173 | 179 | 167 |
Bars Traded | 24508 | 12462 | 12047 | 24508 | 12462 | 12047 |
Profit Streak | 6.4869 | 6.4869 | 21.9348 | 6.4869 | 6.4869 | 21.9348 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346848 | -48418 | 305318 | 284471 | -97129 | -256 |
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{ "first_band": { "type": "midprice", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 150, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737851400000, "first_datapoint_time": 1737997200000, "last_datapoint_time": 1760350500000, "evaluation_time": 1760415969988, "expiration_time": 1766830500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 150, "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) |
---|