Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261652.2139 | 1106893.2884 | 154758.9255 | 20717056.2237 | 1476343.9736 | 19240712.2501 |
Total P&L (%) | 1261.6522 | 1106.8933 | 154.7589 | 20717.0562 | 1476.344 | 19240.7123 |
Avg Daily Profit (%) | 0.5349 | 0.4693 | 0.0656 | 0.2266 | 0.117 | 0.2234 |
Buy And Hold Return (%) | 678.4431 | 678.4431 | 678.4431 | 678.4431 | 678.4431 | 678.4431 |
Max Trade Drawdown | -120209 | -82526 | -80968 | -62086312 | -43804142 | -37097838 |
Profit Factor | 2.6754 | 3.896 | 1.4173 | 1.1144 | 1.0151 | 1.2314 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 51.2 | 49.2063 | 53.2258 | 51.2 | 49.2063 | 53.2258 |
Ratio Avg Win / Avg Loss | 2.55 | 4.0217 | 1.2455 | 1.0622 | 1.0478 | 1.0821 |
Largest Winning Trade | 443883 | 443883 | 57651 | 22472191 | 22472191 | 14471663 |
Largest Losing Trade | -38090 | -27597 | -38090 | -22294569 | -17428158 | -22294569 |
Avg Bars in Trades | 111 | 86 | 136 | 111 | 86 | 136 |
Avg Bars in Winners | 121 | 98 | 142 | 121 | 98 | 142 |
Avg Bars in Losers | 100 | 75 | 128 | 100 | 75 | 128 |
Bars Traded | 13907 | 5474 | 8433 | 13907 | 5474 | 8433 |
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 | 311971 | -139009 | -424068 | -85917 | -393065 | -145859 |
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{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } } }
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{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758994061443, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 134, "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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