Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636818.211 | 699277.8143 | -62459.6034 | -34228.6905 | 25820.2292 | -60048.9197 |
Total P&L (%) | 636.8182 | 699.2778 | -62.4596 | -34.2287 | 25.8202 | -60.0489 |
Avg Daily Profit (%) | 0.3516 | 0.3861 | -0.0345 | -0.0231 | 0.0127 | -0.0507 |
Buy And Hold Return (%) | 220.3116 | 220.3116 | 220.3116 | 220.3116 | 220.3116 | 220.3116 |
Max Trade Drawdown | -197397 | -185098 | -132689 | -1048997 | -1093836 | -346005 |
Profit Factor | 1.6728 | 2.1143 | 0.8042 | 0.9897 | 1.0106 | 0.9323 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 49.162 | 47.191 | 51.1111 | 49.162 | 47.191 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.7298 | 2.366 | 0.7692 | 1.0235 | 1.1309 | 0.8917 |
Largest Winning Trade | 429762 | 429762 | 33539 | 449725 | 449725 | 158455 |
Largest Losing Trade | -52871 | -52871 | -36640 | -362971 | -362971 | -126277 |
Avg Bars in Trades | 38 | 61 | 15 | 38 | 61 | 15 |
Avg Bars in Winners | 40 | 70 | 14 | 40 | 70 | 14 |
Avg Bars in Losers | 36 | 54 | 17 | 36 | 54 | 17 |
Bars Traded | 6924 | 5485 | 1439 | 6924 | 5485 | 1439 |
Profit Streak | 74.7799 | 75.7799 | 74.7799 | 74.7799 | 75.7799 | 74.7799 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411329 | 383621 | -579296 | -576979 | -550622 | -579296 |
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{ "first_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 104, "offset": 30 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7244, "evaluation_days": 1811, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605506400000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759084981242, "expiration_time": 1763776512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 104, "offset": 30 } } }
# | 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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