Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127566.04 | 1068481.5348 | 59084.5051 | 1081048.8507 | 1444355.5126 | -363306.6619 |
Total P&L (%) | 1127.566 | 1068.4815 | 59.0845 | 1081.0489 | 1444.3555 | -363.3067 |
Avg Daily Profit (%) | 0.4775 | 0.4525 | 0.025 | 0.1046 | 0.116 | 0 |
Buy And Hold Return (%) | 422.1579 | 422.1579 | 422.1579 | 422.1579 | 422.1579 | 422.1579 |
Max Trade Drawdown | -138234 | -140350 | -159322 | -1270021 | -1091006 | -1475516 |
Profit Factor | 2.8423 | 3.7131 | 1.2708 | 1.2598 | 1.5778 | 0.7813 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 52.1127 | 40 | 63.8889 | 52.1127 | 40 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.6118 | 5.5696 | 0.7183 | 1.1577 | 2.3667 | 0.4416 |
Largest Winning Trade | 592828 | 592828 | 22337 | 977548 | 977548 | 272710 |
Largest Losing Trade | -65472 | -37933 | -65472 | -915789 | -621139 | -915789 |
Avg Bars in Trades | 95 | 133 | 59 | 95 | 133 | 59 |
Avg Bars in Winners | 104 | 162 | 68 | 104 | 162 | 68 |
Avg Bars in Losers | 86 | 113 | 42 | 86 | 113 | 42 |
Bars Traded | 6791 | 4663 | 2128 | 6791 | 4663 | 2128 |
Profit Streak | 122.1281 | 122.1281 | 400.7948 | 122.1281 | 122.1281 | 400.7948 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76942 | 366689 | -323806 | -145941 | -40920 | -577601 |
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{ "first_band": { "type": "swma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } } }
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{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7084, "evaluation_days": 2361.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559980800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758855870114, "expiration_time": 1764965376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 179, "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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