Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474810.2964 | 1457391.8316 | 17418.4647 | 927845.3327 | 921813.7822 | 6031.5506 |
Total P&L (%) | 1474.8103 | 1457.3918 | 17.4185 | 927.8453 | 921.8138 | 6.0316 |
Avg Daily Profit (%) | 0.6225 | 0.6152 | 0.0074 | 0.0984 | 0.0982 | 0.0025 |
Buy And Hold Return (%) | 479.0175 | 479.0175 | 479.0175 | 479.0175 | 479.0175 | 479.0175 |
Max Trade Drawdown | -133346 | -128929 | -111795 | -2484647 | -1755130 | -918615 |
Profit Factor | 3.5347 | 5.1824 | 1.0746 | 1.1518 | 1.2347 | 1.0028 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 47.6923 | 46.875 | 48.4848 | 47.6923 | 46.875 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.8768 | 5.8734 | 1.1418 | 1.2632 | 1.3994 | 1.0654 |
Largest Winning Trade | 1160889 | 1160889 | 29901 | 2299508 | 2299508 | 380577 |
Largest Losing Trade | -66052 | -66052 | -41219 | -1198473 | -1198473 | -589845 |
Avg Bars in Trades | 69 | 104 | 35 | 69 | 104 | 35 |
Avg Bars in Winners | 78 | 114 | 44 | 78 | 114 | 44 |
Avg Bars in Losers | 61 | 96 | 26 | 61 | 96 | 26 |
Bars Traded | 4518 | 3359 | 1159 | 4518 | 3359 | 1159 |
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 | -121568 | 546987 | -487825 | -258965 | -70470 | -573394 |
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{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 1.49547 } } }
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{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4738, "evaluation_days": 2369, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559692800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759507528952, "expiration_time": 1765633248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 1.49547 } } }
# | 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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