Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151280.0377 | 58285.2861 | 92994.7516 | 231857.8699 | 124537.4673 | 107320.4026 |
Total P&L (%) | 151.28 | 58.2853 | 92.9948 | 231.8579 | 124.5375 | 107.3204 |
Avg Daily Profit (%) | 0.5809 | 0.2238 | 0.3571 | 0.4617 | 0.3111 | 0.2804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42140 | -27865 | -28697 | -184556 | -113541 | -71014 |
Profit Factor | 1.4943 | 1.3903 | 1.5933 | 1.357 | 1.3905 | 1.3247 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 55.414 | 56.962 | 53.8462 | 55.414 | 56.962 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2023 | 1.0505 | 1.3657 | 1.0919 | 1.0506 | 1.1355 |
Largest Winning Trade | 25109 | 21236 | 25109 | 44290 | 44290 | 29174 |
Largest Losing Trade | -14407 | -14407 | -12079 | -55861 | -55861 | -49102 |
Avg Bars in Trades | 157 | 159 | 155 | 157 | 159 | 155 |
Avg Bars in Winners | 183 | 175 | 191 | 183 | 175 | 191 |
Avg Bars in Losers | 126 | 139 | 114 | 126 | 139 | 114 |
Bars Traded | 24792 | 12639 | 12153 | 24792 | 12639 | 12153 |
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 | 441964 | -19493 | -24514 | 375081 | -17966 | -26812 |
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{ "first_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.73974 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737726300000, "first_datapoint_time": 1737805500000, "last_datapoint_time": 1760225400000, "evaluation_time": 1760226273373, "expiration_time": 1766705400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.73974 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 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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