Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878665.804 | 792690.8715 | 85974.9325 | 3121443.1902 | 1712050.3024 | 1409392.8879 |
Total P&L (%) | 878.6658 | 792.6909 | 85.9749 | 3121.4432 | 1712.0503 | 1409.3929 |
Avg Daily Profit (%) | 0.4849 | 0.4375 | 0.0474 | 0.1918 | 0.16 | 0.1499 |
Buy And Hold Return (%) | 286.7649 | 286.7649 | 286.7649 | 286.7649 | 286.7649 | 286.7649 |
Max Trade Drawdown | -78789 | -69208 | -58801 | -1767405 | -2458953 | -860592 |
Profit Factor | 2.6526 | 3.6368 | 1.3721 | 1.4121 | 1.3509 | 1.5228 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.1207 | 4.2786 | 1.6142 | 1.6613 | 1.5893 | 1.7916 |
Largest Winning Trade | 257592 | 257592 | 78702 | 2092755 | 2092755 | 791173 |
Largest Losing Trade | -32759 | -32759 | -31278 | -1092659 | -1092659 | -652984 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 3530 | 1695 | 1835 | 3530 | 1695 | 1835 |
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 | -57875 | 430950 | -295255 | -60506 | 250001 | 254315 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 3.99073 } } }
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{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1604664000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759173960706, "expiration_time": 1763843904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 3.99073 } } }
# | 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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