Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1997833.6185 | 1829947.0587 | 167886.5598 | 27001399.1652 | 12178130.897 | 14823268.2682 |
Total P&L (%) | 1997.8336 | 1829.9471 | 167.8866 | 27001.3992 | 12178.1309 | 14823.2683 |
Avg Daily Profit (%) | 0.844 | 0.7731 | 0.0709 | 0.237 | 0.2034 | 0.2117 |
Buy And Hold Return (%) | 771.1944 | 771.1944 | 771.1944 | 771.1944 | 771.1944 | 771.1944 |
Max Trade Drawdown | -97521 | -142103 | -45318 | -9758133 | -10106532 | -5339861 |
Profit Factor | 5.9917 | 8.42 | 2.0929 | 1.6407 | 1.4356 | 2.0448 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 46.6667 | 42.1053 | 51.3514 | 46.6667 | 42.1053 | 51.3514 |
Ratio Avg Win / Avg Loss | 6.8476 | 11.5775 | 1.9828 | 1.875 | 1.9739 | 1.9372 |
Largest Winning Trade | 1458160 | 1458160 | 64980 | 13877844 | 11195571 | 13877844 |
Largest Losing Trade | -32024 | -32024 | -19016 | -5339861 | -4063443 | -5339861 |
Avg Bars in Trades | 185 | 159 | 212 | 185 | 159 | 212 |
Avg Bars in Winners | 287 | 275 | 298 | 287 | 275 | 298 |
Avg Bars in Losers | 96 | 74 | 122 | 96 | 74 | 122 |
Bars Traded | 13915 | 6049 | 7866 | 13915 | 6049 | 7866 |
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 | -44322 | 504151 | -259853 | -51113 | 253201 | 439383 |
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{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 110, "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": 1557259200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759437500584, "expiration_time": 1765556064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 110, "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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