Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -658262.1998 | 7258.1888 | -665520.3886 | 12097156.8787 | 2789322.5938 | 9307834.2849 |
Total P&L (%) | -658.2622 | 7.2582 | -665.5204 | 12097.1569 | 2789.3226 | 9307.8343 |
Avg Daily Profit (%) | -0.3633 | 0.004 | -0.3673 | 0.2655 | 0.1858 | 0.2511 |
Buy And Hold Return (%) | 137.5085 | 137.5085 | 137.5085 | 137.5085 | 137.5085 | 137.5085 |
Max Trade Drawdown | -858065 | -90296 | -808003 | -1441052 | -705223 | -1963129 |
Profit Factor | 0.4442 | 1.0565 | 0.3697 | 3.0218 | 2.3941 | 3.3372 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 46 | 20 | 26 | 32 | 18 | 14 |
Losing Trades | 19 | 13 | 6 | 33 | 15 | 18 |
Profitability (%) | 70.7692 | 60.6061 | 81.25 | 49.2308 | 54.5455 | 43.75 |
Ratio Avg Win / Avg Loss | 0.1835 | 0.6867 | 0.0853 | 3.1163 | 1.9951 | 4.2907 |
Largest Winning Trade | 33578 | 32284 | 33578 | 4791976 | 874544 | 4791976 |
Largest Losing Trade | -511221 | -24102 | -511221 | -1235713 | -562438 | -1235713 |
Avg Bars in Trades | 68 | 14 | 124 | 68 | 14 | 124 |
Avg Bars in Winners | 43 | 5 | 73 | 81 | 19 | 161 |
Avg Bars in Losers | 129 | 29 | 345 | 56 | 10 | 95 |
Bars Traded | 4477 | 493 | 3984 | 4477 | 493 | 3984 |
Profit Streak | 229.0438 | 229.0438 | 281.7104 | 229.0438 | 229.0438 | 281.7104 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712657 | -510295 | -575429 | -120501 | 528304 | 495473 |
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{ "first_band": { "type": "fwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5436, "evaluation_days": 1812, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1606924800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759165382672, "expiration_time": 1763858304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 3 } } }
# | 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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