Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276305.8487 | 243106.1495 | 33199.6992 | 84802.7768 | 53873.4396 | 30929.3372 |
Total P&L (%) | 276.3058 | 243.1061 | 33.1997 | 84.8028 | 53.8734 | 30.9293 |
Avg Daily Profit (%) | 0.2653 | 0.2334 | 0.0319 | 0.059 | 0.0414 | 0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103196 | -82615 | -48263 | -286638 | -255592 | -124945 |
Profit Factor | 1.503 | 1.8579 | 1.1248 | 1.0819 | 1.0984 | 1.0634 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 28 | 45 | 73 | 28 | 45 |
Losing Trades | 92 | 55 | 37 | 92 | 55 | 37 |
Profitability (%) | 44.2424 | 33.7349 | 54.878 | 44.2424 | 33.7349 | 54.878 |
Ratio Avg Win / Avg Loss | 1.8941 | 3.6494 | 0.9249 | 1.3635 | 2.1576 | 0.8743 |
Largest Winning Trade | 216242 | 216242 | 26087 | 241816 | 241816 | 48062 |
Largest Losing Trade | -34536 | -25820 | -34536 | -85404 | -85404 | -73483 |
Avg Bars in Trades | 145 | 135 | 156 | 145 | 135 | 156 |
Avg Bars in Winners | 202 | 227 | 186 | 202 | 227 | 186 |
Avg Bars in Losers | 100 | 88 | 119 | 100 | 88 | 119 |
Bars Traded | 24032 | 11224 | 12808 | 24032 | 11224 | 12808 |
Profit Streak | 0 | 0 | 51.1113 | 0 | 0 | 51.1113 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332617 | 171903 | -240378 | -245980 | -256508 | -316164 |
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{ "first_band": { "type": "wma", "factors": { "length": 237, "offset": 142 } }, "second_band": { "type": "midprice", "factors": { "length": 30, "offset": 52 } } }
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{ "trading_pair": "THETA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669244400000, "first_datapoint_time": 1670605200000, "last_datapoint_time": 1759244400000, "evaluation_time": 1759246817079, "expiration_time": 1765724400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 237, "offset": 142 } }, "second_band": { "type": "midprice", "factors": { "length": 30, "offset": 52 } } }
# | 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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