Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1781861.6689 | 1755342.5626 | 26519.1063 | 1241381.8912 | 690979.3143 | 550402.5769 |
Total P&L (%) | 1781.8617 | 1755.3426 | 26.5191 | 1241.3819 | 690.9793 | 550.4026 |
Avg Daily Profit (%) | 0.7528 | 0.7416 | 0.0112 | 0.1097 | 0.0874 | 0.0791 |
Buy And Hold Return (%) | 583.0074 | 583.0074 | 583.0074 | 583.0074 | 583.0074 | 583.0074 |
Max Trade Drawdown | -137378 | -164299 | -115198 | -928840 | -894048 | -495345 |
Profit Factor | 3.9318 | 6.0561 | 1.1018 | 1.4134 | 1.3776 | 1.4692 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 37.234 | 36.1702 | 38.2979 | 37.234 | 36.1702 | 38.2979 |
Ratio Avg Win / Avg Loss | 6.6279 | 10.6872 | 1.7751 | 2.3826 | 2.4311 | 2.3671 |
Largest Winning Trade | 1574126 | 1574126 | 57106 | 1051124 | 1051124 | 699292 |
Largest Losing Trade | -33968 | -33968 | -20494 | -310679 | -283327 | -310679 |
Avg Bars in Trades | 145 | 135 | 156 | 145 | 135 | 156 |
Avg Bars in Winners | 278 | 281 | 275 | 278 | 281 | 275 |
Avg Bars in Losers | 67 | 53 | 81 | 67 | 53 | 81 |
Bars Traded | 13717 | 6377 | 7340 | 13717 | 6377 | 7340 |
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 | 431968 | 460671 | -455593 | -54913 | -187631 | -254891 |
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{ "first_band": { "type": "sma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "offset": 0 } } }
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{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14202, "evaluation_days": 2367, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557993600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759437502915, "expiration_time": 1765556064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 33, "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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