Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217809.3117 | 1389403.1031 | -171593.7914 | -89868.2122 | -3026.7527 | -86841.4595 |
Total P&L (%) | 1217.8093 | 1389.4031 | -171.5938 | -89.8682 | -3.0268 | -86.8415 |
Avg Daily Profit (%) | 0.5147 | 0.5872 | -0.0725 | -0.0967 | -0.0013 | -0.0857 |
Buy And Hold Return (%) | 579.6209 | 579.6209 | 579.6209 | 579.6209 | 579.6209 | 579.6209 |
Max Trade Drawdown | -226517 | -155832 | -200164 | -389123 | -219340 | -183911 |
Profit Factor | 2.1623 | 3.8454 | 0.6933 | 0.898 | 0.9932 | 0.8021 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 106 | 45 | 61 | 106 | 45 | 61 |
Losing Trades | 129 | 73 | 56 | 129 | 73 | 56 |
Profitability (%) | 45.1064 | 38.1356 | 52.1368 | 45.1064 | 38.1356 | 52.1368 |
Ratio Avg Win / Avg Loss | 2.6314 | 6.238 | 0.6365 | 1.0928 | 1.6111 | 0.7364 |
Largest Winning Trade | 1345804 | 1345804 | 51899 | 249845 | 249845 | 97860 |
Largest Losing Trade | -76505 | -46988 | -76505 | -96167 | -96167 | -84919 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 47 | 51 | 45 | 47 | 51 | 45 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 9260 | 4397 | 4863 | 9260 | 4397 | 4863 |
Profit Streak | 11.2935 | 11.2935 | 19.0435 | 11.2935 | 11.2935 | 19.0435 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325561 | 354049 | -580184 | -578693 | -582219 | -580184 |
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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": 1558548000000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759323755700, "expiration_time": 1765431720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 170 } }, "second_band": { "type": "ssf", "factors": { "length": 99, "offset": 0, "poles": 3 } } }
# | 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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