Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8106492.3768 | 22414.2551 | -8128906.6319 | 156214465.2963 | -4683187.8862 | 160897653.1825 |
Total P&L (%) | -8106.4924 | 22.4143 | -8128.9066 | 156214.4653 | -4683.1879 | 160897.6532 |
Avg Daily Profit (%) | -3.4345 | 0.0095 | -3.444 | 0.3121 | 0 | 0.3133 |
Buy And Hold Return (%) | 537.2767 | 537.2767 | 537.2767 | 537.2767 | 537.2767 | 537.2767 |
Max Trade Drawdown | -8237382 | -52495 | -8246173 | -54242174 | -28201351 | -55025259 |
Profit Factor | 0.0585 | 1.1834 | 0.0423 | 1.9575 | 0.9238 | 2.5827 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 57 | 26 | 31 | 31 | 15 | 16 |
Losing Trades | 16 | 11 | 5 | 42 | 22 | 20 |
Profitability (%) | 78.0822 | 70.2703 | 86.1111 | 42.4658 | 40.5405 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0164 | 0.5007 | 0.0068 | 2.652 | 1.355 | 3.2284 |
Largest Winning Trade | 33303 | 19424 | 33303 | 126251285 | 12951718 | 126251285 |
Largest Losing Trade | -8200498 | -48949 | -8200498 | -37698341 | -12512826 | -37698341 |
Avg Bars in Trades | 86 | 21 | 153 | 86 | 21 | 153 |
Avg Bars in Winners | 53 | 13 | 87 | 92 | 26 | 153 |
Avg Bars in Losers | 202 | 39 | 559 | 81 | 17 | 153 |
Bars Traded | 6297 | 781 | 5516 | 6297 | 781 | 5516 |
Profit Streak | 166.0109 | 166.0109 | 233.3442 | 166.0109 | 166.0109 | 233.3442 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651754 | -362513 | -574870 | -65111 | -581539 | 475020 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7081, "evaluation_days": 2360.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558512000000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758788137480, "expiration_time": 1764876384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 4 } } }
# | 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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