Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119625.4439 | 52276.1829 | 67349.2609 | 157359.1921 | 93566.2807 | 63792.9114 |
Total P&L (%) | 119.6254 | 52.2762 | 67.3493 | 157.3592 | 93.5663 | 63.7929 |
Avg Daily Profit (%) | 0.4594 | 0.2007 | 0.2586 | 0.3637 | 0.2539 | 0.1897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27354 | -15215 | -27321 | -79729 | -28217 | -74505 |
Profit Factor | 1.6098 | 1.7081 | 1.5505 | 1.4126 | 1.7088 | 1.2558 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 52.1277 | 51.0638 | 53.1915 | 52.1277 | 51.0638 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.4784 | 1.6369 | 1.3645 | 1.2973 | 1.6376 | 1.1051 |
Largest Winning Trade | 24493 | 24493 | 22044 | 42712 | 42712 | 24153 |
Largest Losing Trade | -18444 | -10913 | -18444 | -48551 | -15720 | -48551 |
Avg Bars in Trades | 260 | 173 | 346 | 260 | 173 | 346 |
Avg Bars in Winners | 254 | 177 | 327 | 254 | 177 | 327 |
Avg Bars in Losers | 266 | 169 | 368 | 266 | 169 | 368 |
Bars Traded | 24473 | 8168 | 16305 | 24473 | 8168 | 16305 |
Profit Streak | 0 | 10.4913 | 0 | 0 | 10.4913 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392576 | 329699 | 311749 | 321210 | 388649 | 217147 |
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{ "first_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.92554 } }, "second_band": { "type": "kcl", "factors": { "length": 157, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737603000000, "first_datapoint_time": 1737743400000, "last_datapoint_time": 1760102100000, "evaluation_time": 1760102246235, "expiration_time": 1766582100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.92554 } }, "second_band": { "type": "kcl", "factors": { "length": 157, "offset": 0, "scalar": 2 } } }
# | 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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