Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702849.1343 | 627904.1795 | 74944.9548 | 1289923.6947 | 2179898.8462 | -889975.1515 |
Total P&L (%) | 702.8491 | 627.9042 | 74.945 | 1289.9237 | 2179.8988 | -889.9752 |
Avg Daily Profit (%) | 0.3876 | 0.3463 | 0.0413 | 0.1453 | 0.1726 | 0 |
Buy And Hold Return (%) | 224.6864 | 224.6864 | 224.6864 | 224.6864 | 224.6864 | 224.6864 |
Max Trade Drawdown | -110185 | -80884 | -68198 | -3061598 | -1199857 | -1974102 |
Profit Factor | 1.8391 | 2.6332 | 1.1654 | 1.1302 | 1.501 | 0.8398 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 56.8627 | 55.2632 | 58.4416 | 56.8627 | 55.2632 | 58.4416 |
Ratio Avg Win / Avg Loss | 1.3952 | 2.1316 | 0.8287 | 0.8574 | 1.2151 | 0.5972 |
Largest Winning Trade | 166319 | 166319 | 69474 | 1036341 | 1036341 | 548079 |
Largest Losing Trade | -69120 | -37678 | -69120 | -1606076 | -512949 | -1606076 |
Avg Bars in Trades | 68 | 57 | 79 | 68 | 57 | 79 |
Avg Bars in Winners | 72 | 58 | 85 | 72 | 58 | 85 |
Avg Bars in Losers | 62 | 56 | 69 | 62 | 56 | 69 |
Bars Traded | 10457 | 4358 | 6099 | 10457 | 4358 | 6099 |
Profit Streak | 11.9076 | 0 | 12.0743 | 11.9076 | 0 | 12.0743 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408213 | -37481 | -383693 | -76193 | -39382 | -620741 |
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 200, "offset": 0 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10879, "evaluation_days": 1813.17, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605700800000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759297620758, "expiration_time": 1763990928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 200, "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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