Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932841.7604 | 830400.7471 | 102441.0134 | 3860549.9104 | 2956394.8026 | 904155.1078 |
Total P&L (%) | 932.8418 | 830.4007 | 102.441 | 3860.5499 | 2956.3948 | 904.1551 |
Avg Daily Profit (%) | 0.5113 | 0.4551 | 0.0561 | 0.2018 | 0.1876 | 0.1265 |
Buy And Hold Return (%) | 152.6644 | 152.6644 | 152.6644 | 152.6644 | 152.6644 | 152.6644 |
Max Trade Drawdown | -72757 | -63708 | -40828 | -6880725 | -5738213 | -3183143 |
Profit Factor | 3.0689 | 4.3294 | 1.5085 | 1.2073 | 1.2848 | 1.1096 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 45.7627 | 46.6667 | 44.8276 | 45.7627 | 46.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.6373 | 4.9479 | 1.8566 | 1.4308 | 1.4684 | 1.3657 |
Largest Winning Trade | 372065 | 372065 | 72966 | 5461287 | 5461287 | 3208548 |
Largest Losing Trade | -28898 | -28189 | -28898 | -2568472 | -2281889 | -2568472 |
Avg Bars in Trades | 182 | 166 | 198 | 182 | 166 | 198 |
Avg Bars in Winners | 287 | 267 | 309 | 287 | 267 | 309 |
Avg Bars in Losers | 93 | 78 | 107 | 93 | 78 | 107 |
Bars Traded | 10753 | 5000 | 5753 | 10753 | 5000 | 5753 |
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 | -165179 | 544944 | -283318 | -173576 | 236851 | -126418 |
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 161, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10947, "evaluation_days": 1824.5, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1604952000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760284532785, "expiration_time": 1764999504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 161, "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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