Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9180110.2864 | 51252.2132 | -9231362.4995 | -7140659.5593 | 20995490.6492 | -28136150.2086 |
Total P&L (%) | -9180.1103 | 51.2522 | -9231.3625 | -7140.6596 | 20995.4906 | -28136.1502 |
Avg Daily Profit (%) | -3.8629 | 0.0216 | -3.8844 | 0 | 0.2254 | 0 |
Buy And Hold Return (%) | 400.6206 | 400.6206 | 400.6206 | 400.6206 | 400.6206 | 400.6206 |
Max Trade Drawdown | -9404851 | -56584 | -9404851 | -96283245 | -17086243 | -95034824 |
Profit Factor | 0.0623 | 1.2442 | 0.0364 | 0.9579 | 1.3683 | 0.7502 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 39 | 18 | 21 | 24 | 15 | 9 |
Losing Trades | 20 | 12 | 8 | 35 | 15 | 20 |
Profitability (%) | 66.1017 | 60 | 72.4138 | 40.678 | 50 | 31.0345 |
Ratio Avg Win / Avg Loss | 0.0319 | 0.8295 | 0.0139 | 1.397 | 1.3683 | 1.6672 |
Largest Winning Trade | 55900 | 35304 | 55900 | 47110095 | 23340794 | 47110095 |
Largest Losing Trade | -9404851 | -39523 | -9404851 | -22991341 | -11427937 | -22991341 |
Avg Bars in Trades | 158 | 68 | 252 | 158 | 68 | 252 |
Avg Bars in Winners | 131 | 48 | 202 | 158 | 90 | 272 |
Avg Bars in Losers | 212 | 99 | 383 | 159 | 46 | 243 |
Bars Traded | 9377 | 2059 | 7318 | 9377 | 2059 | 7318 |
Profit Streak | 0 | 0 | 528.5739 | 2.0739 | 92.8239 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758190 | -330504 | -576523 | -764521 | 333656 | -585430 |
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{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 60, "std": 1.87175 } }, "second_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.12475 } } }
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{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9506, "evaluation_days": 2376.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1556906400000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760190386128, "expiration_time": 1766343888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 60, "std": 1.87175 } }, "second_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.12475 } } }
# | 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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