Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1265049.3622 | 81676.9039 | -1346726.2661 | -110913.5715 | -12774862.8506 | 12663949.2791 |
Total P&L (%) | -1265.0494 | 81.6769 | -1346.7263 | -110.9136 | -12774.8629 | 12663.9493 |
Avg Daily Profit (%) | -0.5362 | 0.0346 | -0.5708 | 0 | 0 | 0.2057 |
Buy And Hold Return (%) | 501.228 | 501.228 | 501.228 | 501.228 | 501.228 | 501.228 |
Max Trade Drawdown | -1483944 | -168438 | -1469279 | -24375603 | -22049626 | -4758476 |
Profit Factor | 0.4155 | 1.204 | 0.2365 | 0.9968 | 0.5359 | 2.7769 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 211 | 104 | 107 | 147 | 72 | 75 |
Losing Trades | 39 | 21 | 18 | 103 | 53 | 50 |
Profitability (%) | 84.4 | 83.2 | 85.6 | 58.8 | 57.6 | 60 |
Ratio Avg Win / Avg Loss | 0.0768 | 0.2431 | 0.0398 | 0.6984 | 0.3945 | 1.8513 |
Largest Winning Trade | 21324 | 21324 | 14672 | 3754239 | 2641783 | 3754239 |
Largest Losing Trade | -1171515 | -63653 | -1171515 | -8952843 | -8952843 | -2627339 |
Avg Bars in Trades | 36 | 45 | 28 | 36 | 45 | 28 |
Avg Bars in Winners | 13 | 15 | 11 | 29 | 31 | 27 |
Avg Bars in Losers | 162 | 194 | 126 | 47 | 63 | 29 |
Bars Traded | 9196 | 5678 | 3518 | 9196 | 5678 | 3518 |
Profit Streak | 8.1167 | 0 | 38.8667 | 0 | 12.8667 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574479 | -310343 | -574504 | -578329 | -579404 | 530566 |
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{ "first_band": { "type": "dema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 221, "offset": 0 } } }
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{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559628000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833281544, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 221, "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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