Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624262.0577 | 640277.7202 | -16015.6625 | 162865.6453 | 1306413.1286 | -1143547.4833 |
Total P&L (%) | 624.2621 | 640.2777 | -16.0157 | 162.8656 | 1306.4131 | -1143.5475 |
Avg Daily Profit (%) | 0.3455 | 0.3544 | -0.0089 | 0.0535 | 0.1464 | 0 |
Buy And Hold Return (%) | 232.1429 | 232.1429 | 232.1429 | 232.1429 | 232.1429 | 232.1429 |
Max Trade Drawdown | -143838 | -62679 | -99008 | -1179021 | -423788 | -1212520 |
Profit Factor | 2.0387 | 3.6966 | 0.9559 | 1.0447 | 2.0948 | 0.5339 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.33 | 3.6966 | 1.2501 | 1.1939 | 2.0948 | 0.6982 |
Largest Winning Trade | 319015 | 319015 | 54237 | 552004 | 552004 | 237636 |
Largest Losing Trade | -52586 | -52586 | -44063 | -391902 | -228159 | -391902 |
Avg Bars in Trades | 115 | 121 | 109 | 115 | 121 | 109 |
Avg Bars in Winners | 153 | 152 | 155 | 153 | 152 | 155 |
Avg Bars in Losers | 82 | 90 | 75 | 82 | 90 | 75 |
Bars Traded | 6939 | 3646 | 3293 | 6939 | 3646 | 3293 |
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 | -165027 | 461618 | -581751 | -633437 | 211217 | -583418 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 1.23756 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7227, "evaluation_days": 1806.75, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607752800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022487651, "expiration_time": 1763398296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 1.23756 } } }
# | 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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