Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311842.9193 | 1601068.0374 | -289225.1181 | -98411.4867 | 80211.7849 | -178623.2716 |
Total P&L (%) | 1311.8429 | 1601.068 | -289.2251 | -98.4115 | 80.2118 | -178.6233 |
Avg Daily Profit (%) | 0.556 | 0.6786 | -0.1226 | -0.1754 | 0.025 | 0 |
Buy And Hold Return (%) | 470.348 | 470.348 | 470.348 | 470.348 | 470.348 | 470.348 |
Max Trade Drawdown | -449151 | -295461 | -287889 | -694177 | -355534 | -340278 |
Profit Factor | 2.2711 | 4.1922 | 0.4548 | 0.8804 | 1.1924 | 0.5598 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 32.0513 | 33.3333 | 30.7692 | 32.0513 | 33.3333 | 30.7692 |
Ratio Avg Win / Avg Loss | 4.8147 | 8.3843 | 1.0233 | 1.8664 | 2.3848 | 1.2595 |
Largest Winning Trade | 1614483 | 1614483 | 66641 | 464735 | 464735 | 202236 |
Largest Losing Trade | -67099 | -44010 | -67099 | -255128 | -180660 | -255128 |
Avg Bars in Trades | 116 | 124 | 107 | 116 | 124 | 107 |
Avg Bars in Winners | 179 | 202 | 154 | 179 | 202 | 154 |
Avg Bars in Losers | 86 | 85 | 86 | 86 | 85 | 86 |
Bars Traded | 9067 | 4862 | 4205 | 9067 | 4862 | 4205 |
Profit Streak | 16.5236 | 31.2736 | 0 | 16.5236 | 31.2736 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33078 | 383686 | -586569 | -623183 | -338981 | -586569 |
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{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 155 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } } }
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{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559800800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758911641997, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 155 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "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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