Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -534484.7178 | -14449.0807 | -520035.6371 | 2858360.0822 | 568655.5111 | 2289704.5711 |
Total P&L (%) | -534.4847 | -14.4491 | -520.0356 | 2858.3601 | 568.6555 | 2289.7046 |
Avg Daily Profit (%) | -0.2942 | -0.008 | -0.2862 | 0.1866 | 0.1046 | 0.1748 |
Buy And Hold Return (%) | 201.6615 | 201.6615 | 201.6615 | 201.6615 | 201.6615 | 201.6615 |
Max Trade Drawdown | -761966 | -104598 | -676267 | -1236926 | -1038183 | -475275 |
Profit Factor | 0.5166 | 0.9427 | 0.3906 | 1.925 | 1.3009 | 2.9077 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 82 | 38 | 44 | 70 | 36 | 34 |
Losing Trades | 53 | 30 | 23 | 65 | 32 | 33 |
Profitability (%) | 60.7407 | 55.8824 | 65.6716 | 51.8519 | 52.9412 | 50.7463 |
Ratio Avg Win / Avg Loss | 0.3339 | 0.7443 | 0.2042 | 1.7875 | 1.1563 | 2.8221 |
Largest Winning Trade | 31741 | 25503 | 31741 | 820962 | 280266 | 820962 |
Largest Losing Trade | -452068 | -48048 | -452068 | -410263 | -354035 | -410263 |
Avg Bars in Trades | 22 | 9 | 34 | 22 | 9 | 34 |
Avg Bars in Winners | 16 | 6 | 25 | 26 | 13 | 41 |
Avg Bars in Losers | 30 | 13 | 52 | 17 | 5 | 28 |
Bars Traded | 2991 | 654 | 2337 | 2991 | 654 | 2337 |
Profit Streak | 106.267 | 106.267 | 186.267 | 106.267 | 106.267 | 186.267 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577357 | -687960 | -693988 | 498475 | -163630 | -101770 |
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{ "first_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 3.80359 } }, "second_band": { "type": "kcl", "factors": { "length": 121, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3634, "evaluation_days": 1817, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1607817600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759602271990, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 3.80359 } }, "second_band": { "type": "kcl", "factors": { "length": 121, "offset": 0, "scalar": 2 } } }
# | 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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