Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2254442.2082 | 2073457.0113 | 180985.1969 | 27480942.9659 | 6664061.591 | 20816881.3749 |
Total P&L (%) | 2254.4422 | 2073.457 | 180.9852 | 27480.943 | 6664.0616 | 20816.8814 |
Avg Daily Profit (%) | 0.9527 | 0.8763 | 0.0765 | 0.2378 | 0.1783 | 0.2261 |
Buy And Hold Return (%) | 719.0541 | 719.0541 | 719.0541 | 719.0541 | 719.0541 | 719.0541 |
Max Trade Drawdown | -80372 | -110254 | -49205 | -13615656 | -11429778 | -5975416 |
Profit Factor | 5.0101 | 7.2045 | 1.7938 | 1.6072 | 1.2121 | 2.5037 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 53.6842 | 47.9167 | 59.5745 | 53.6842 | 47.9167 | 59.5745 |
Ratio Avg Win / Avg Loss | 4.3224 | 7.831 | 1.2172 | 1.3866 | 1.3175 | 1.699 |
Largest Winning Trade | 1620540 | 1620540 | 64252 | 11178678 | 11178678 | 10385039 |
Largest Losing Trade | -47932 | -32439 | -47932 | -6209857 | -6209857 | -2796587 |
Avg Bars in Trades | 97 | 91 | 103 | 97 | 91 | 103 |
Avg Bars in Winners | 117 | 120 | 115 | 117 | 120 | 115 |
Avg Bars in Losers | 74 | 65 | 85 | 74 | 65 | 85 |
Bars Traded | 9267 | 4405 | 4862 | 9267 | 4405 | 4862 |
Profit Streak | 0 | 0 | 80.7935 | 0 | 0 | 80.7935 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678270 | 641677 | -252026 | 396810 | 240381 | 551438 |
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{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 2.3055 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9465, "evaluation_days": 2366.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557057600000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759323758583, "expiration_time": 1765431720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 2.3055 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 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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