Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118894.0609 | 936078.7656 | 182815.2952 | 24157846.0587 | 21069019.1517 | 3088826.9071 |
Total P&L (%) | 1118.8941 | 936.0788 | 182.8153 | 24157.8461 | 21069.0192 | 3088.8269 |
Avg Daily Profit (%) | 0.6161 | 0.5155 | 0.1007 | 0.3028 | 0.2953 | 0.1908 |
Buy And Hold Return (%) | 213.1647 | 213.1647 | 213.1647 | 213.1647 | 213.1647 | 213.1647 |
Max Trade Drawdown | -50212 | -41359 | -39042 | -12952359 | -9954362 | -8855191 |
Profit Factor | 5.217 | 8.9723 | 2.236 | 1.6623 | 2.1728 | 1.1669 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 44.0678 | 44.8276 | 43.3333 | 44.0678 | 44.8276 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.6216 | 11.0428 | 2.924 | 2.1098 | 2.6742 | 1.5259 |
Largest Winning Trade | 438297 | 438297 | 70966 | 15752340 | 15752340 | 9762746 |
Largest Losing Trade | -25036 | -25036 | -24208 | -5794229 | -5794229 | -5060102 |
Avg Bars in Trades | 117 | 106 | 127 | 117 | 106 | 127 |
Avg Bars in Winners | 207 | 186 | 227 | 207 | 186 | 227 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 6911 | 3086 | 3825 | 6911 | 3086 | 3825 |
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 | -163425 | 551568 | -222743 | -169741 | 393104 | -30547 |
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{ "first_band": { "type": "jma", "factors": { "length": 133, "offset": 113 } }, "second_band": { "type": "swma", "factors": { "length": 7, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7264, "evaluation_days": 1816, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607925600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759541612521, "expiration_time": 1764221472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 133, "offset": 113 } }, "second_band": { "type": "swma", "factors": { "length": 7, "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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