Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870730.1197 | 776154.0739 | 94576.0458 | 3710387.8712 | 2429165.8078 | 1281222.0634 |
Total P&L (%) | 870.7301 | 776.1541 | 94.576 | 3710.3879 | 2429.1658 | 1281.2221 |
Avg Daily Profit (%) | 0.478 | 0.4261 | 0.0519 | 0.2001 | 0.1775 | 0.1442 |
Buy And Hold Return (%) | 238.2099 | 238.2099 | 238.2099 | 238.2099 | 238.2099 | 238.2099 |
Max Trade Drawdown | -57349 | -50544 | -49249 | -3884116 | -3526622 | -1619600 |
Profit Factor | 3.0817 | 4.6958 | 1.4541 | 1.4058 | 1.4529 | 1.3388 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 43.75 | 39.3939 | 41.5385 | 43.75 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.3372 | 6.0374 | 2.2371 | 1.9785 | 1.8681 | 2.0597 |
Largest Winning Trade | 343276 | 343276 | 76803 | 3160998 | 3160998 | 2092118 |
Largest Losing Trade | -41863 | -41863 | -26471 | -1472823 | -1472823 | -1047078 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 98 | 90 | 106 | 98 | 90 | 106 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 3472 | 1589 | 1883 | 3472 | 1589 | 1883 |
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 | -125794 | 439117 | -291367 | -129688 | 270441 | -3859 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 1.49508 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3643, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1605355200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759988984245, "expiration_time": 1764689328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 1.49508 } } }
# | 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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