Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140780.813 | 1238078.2359 | -97297.4228 | -3745.9977 | 1108028.9212 | -1111774.9189 |
Total P&L (%) | 1140.7808 | 1238.0782 | -97.2974 | -3.746 | 1108.0289 | -1111.7749 |
Avg Daily Profit (%) | 0.4803 | 0.5212 | -0.041 | -0.0016 | 0.1049 | 0 |
Buy And Hold Return (%) | 450.7585 | 450.7585 | 450.7585 | 450.7585 | 450.7585 | 450.7585 |
Max Trade Drawdown | -177644 | -168784 | -146978 | -2530914 | -1718331 | -1293291 |
Profit Factor | 2.5373 | 4.1631 | 0.7225 | 0.9992 | 1.4731 | 0.5074 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40 | 35.1351 | 44.7368 | 40 | 35.1351 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.806 | 7.6857 | 0.8925 | 1.4988 | 2.7195 | 0.6268 |
Largest Winning Trade | 1054973 | 1054973 | 33981 | 2399703 | 2399703 | 472591 |
Largest Losing Trade | -54544 | -53636 | -54544 | -964725 | -964725 | -852608 |
Avg Bars in Trades | 90 | 130 | 50 | 90 | 130 | 50 |
Avg Bars in Winners | 114 | 193 | 53 | 114 | 193 | 53 |
Avg Bars in Losers | 74 | 96 | 48 | 74 | 96 | 48 |
Bars Traded | 6757 | 4829 | 1928 | 6757 | 4829 | 1928 |
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 | -53424 | 318702 | -582811 | -644277 | -59814 | -582811 |
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{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 142 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 3.05272 } } }
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{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7126, "evaluation_days": 2375.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559635200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760087474342, "expiration_time": 1766211264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 25, "offset": 142 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 3.05272 } } }
# | 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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