Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9415209.2446 | 61237.6161 | -9476446.8607 | 607561931.962 | 50682356.514 | 556879575.448 |
Total P&L (%) | -9415.2092 | 61.2376 | -9476.4469 | 607561.932 | 50682.3565 | 556879.5754 |
Avg Daily Profit (%) | -3.9861 | 0.0259 | -4.012 | 0.3695 | 0.2641 | 0.3658 |
Buy And Hold Return (%) | 730.7192 | 730.7192 | 730.7192 | 730.7192 | 730.7192 | 730.7192 |
Max Trade Drawdown | -9643647 | -39495 | -9639981 | -118466777 | -132675892 | -115088285 |
Profit Factor | 0.0609 | 1.498 | 0.0431 | 2.3972 | 1.2305 | 3.5909 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 68 | 28 | 40 | 40 | 20 | 20 |
Losing Trades | 23 | 17 | 6 | 51 | 25 | 26 |
Profitability (%) | 74.7253 | 62.2222 | 86.9565 | 43.956 | 44.4444 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.0206 | 0.9095 | 0.0065 | 3.0564 | 1.5381 | 4.6681 |
Largest Winning Trade | 37670 | 37080 | 37670 | 316512454 | 68043959 | 316512454 |
Largest Losing Trade | -9576247 | -39281 | -9576247 | -74470112 | -63701492 | -74470112 |
Avg Bars in Trades | 76 | 16 | 135 | 76 | 16 | 135 |
Avg Bars in Winners | 54 | 10 | 84 | 76 | 19 | 133 |
Avg Bars in Losers | 143 | 26 | 475 | 77 | 13 | 137 |
Bars Traded | 6988 | 741 | 6246 | 6988 | 741 | 6246 |
Profit Streak | 0 | 158.4127 | 0 | 0 | 158.4127 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577052 | -321495 | -576139 | 430047 | 306140 | 495145 |
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{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 85, "offset": 46, "scalar": 3 } } }
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{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7086, "evaluation_days": 2362, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557273600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758938054510, "expiration_time": 1765024704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 85, "offset": 46, "scalar": 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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