Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074512.9955 | 1087130.1741 | -12617.1786 | 288537.5117 | 202422.8478 | 86114.6639 |
Total P&L (%) | 1074.513 | 1087.1302 | -12.6172 | 288.5375 | 202.4228 | 86.1147 |
Avg Daily Profit (%) | 0.4553 | 0.4606 | -0.0053 | 0.0575 | 0.0469 | 0.0263 |
Buy And Hold Return (%) | 448.7627 | 448.7627 | 448.7627 | 448.7627 | 448.7627 | 448.7627 |
Max Trade Drawdown | -130688 | -133112 | -170989 | -894813 | -982549 | -685771 |
Profit Factor | 2.3745 | 3.1971 | 0.956 | 1.0814 | 1.0803 | 1.0842 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 51.5152 | 51.0204 | 52 | 51.5152 | 51.0204 | 52 |
Ratio Avg Win / Avg Loss | 2.2348 | 3.0692 | 0.8825 | 1.0178 | 1.0371 | 1.0008 |
Largest Winning Trade | 593719 | 593719 | 27351 | 507251 | 507251 | 152230 |
Largest Losing Trade | -67079 | -67079 | -59211 | -552071 | -552071 | -427891 |
Avg Bars in Trades | 45 | 68 | 23 | 45 | 68 | 23 |
Avg Bars in Winners | 49 | 68 | 32 | 49 | 68 | 32 |
Avg Bars in Losers | 40 | 68 | 13 | 40 | 68 | 13 |
Bars Traded | 4510 | 3347 | 1163 | 4510 | 3347 | 1163 |
Profit Streak | 58.3712 | 0 | 223.3712 | 58.3712 | 0 | 223.3712 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414141 | 451160 | -759705 | -411850 | -428052 | -630327 |
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{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } } }
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{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1560340800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758790469671, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "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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