Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3256480.0138 | 3289425.741 | -32945.7272 | 302311.0731 | 1927248.9398 | -1624937.8667 |
Total P&L (%) | 3256.48 | 3289.4257 | -32.9457 | 302.3111 | 1927.2489 | -1624.9379 |
Avg Daily Profit (%) | 1.3703 | 1.3841 | -0.0139 | 0.0586 | 0.1267 | 0 |
Buy And Hold Return (%) | 448.5841 | 448.5841 | 448.5841 | 448.5841 | 448.5841 | 448.5841 |
Max Trade Drawdown | -253277 | -203661 | -61442 | -5619399 | -3991807 | -1966232 |
Profit Factor | 5.1589 | 7.0617 | 0.8629 | 1.0299 | 1.3095 | 0.5825 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 44.3478 | 38.5965 | 50 | 44.3478 | 38.5965 | 50 |
Ratio Avg Win / Avg Loss | 6.474 | 11.2344 | 0.8629 | 1.2924 | 2.0833 | 0.5825 |
Largest Winning Trade | 3123796 | 3123796 | 20611 | 5463190 | 5463190 | 756832 |
Largest Losing Trade | -56536 | -56536 | -34191 | -1601037 | -1601037 | -1402153 |
Avg Bars in Trades | 122 | 214 | 32 | 122 | 214 | 32 |
Avg Bars in Winners | 162 | 333 | 33 | 162 | 333 | 33 |
Avg Bars in Losers | 90 | 139 | 31 | 90 | 139 | 31 |
Bars Traded | 14085 | 12199 | 1885 | 14085 | 12199 | 1885 |
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 | 708474 | -162566 | -760833 | -470018 | -208922 | -760833 |
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{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 1.86688 } } }
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{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14259, "evaluation_days": 2376.5, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1556956800000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760246392067, "expiration_time": 1766401488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 1.86688 } } }
# | 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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