Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135660.7713 | 56981.1661 | 78679.6051 | 80522.3432 | 14482.2664 | 66040.0769 |
Total P&L (%) | 135.6608 | 56.9812 | 78.6796 | 80.5223 | 14.4823 | 66.0401 |
Avg Daily Profit (%) | 0.2605 | 0.1094 | 0.1511 | 0.1135 | 0.026 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61256 | -35205 | -51405 | -118769 | -54411 | -105406 |
Profit Factor | 1.5271 | 1.5546 | 1.5088 | 1.2296 | 1.11 | 1.3015 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 53.3333 | 43.3333 | 63.3333 | 53.3333 | 43.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.3362 | 2.0329 | 0.8735 | 1.0759 | 1.4515 | 0.7535 |
Largest Winning Trade | 93394 | 93394 | 23486 | 56029 | 56029 | 42036 |
Largest Losing Trade | -39143 | -17294 | -39143 | -77517 | -21601 | -77517 |
Avg Bars in Trades | 400 | 337 | 462 | 400 | 337 | 462 |
Avg Bars in Winners | 461 | 431 | 483 | 461 | 431 | 483 |
Avg Bars in Losers | 329 | 266 | 427 | 329 | 266 | 427 |
Bars Traded | 24021 | 10139 | 13882 | 24021 | 10139 | 13882 |
Profit Streak | 5.0492 | 0 | 15.1742 | 5.0492 | 0 | 15.1742 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163310 | -48259 | 326887 | -214771 | -287246 | -62589 |
{ "trading_pair": "THETA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714555800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758863448767, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 244, "offset": 217, "a": 0.25553 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "offset": 155 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 135660.7712521189, 56981.1661331543, 78679.6051189646, 80522.3432475679, 14482.2663973586, 66040.0768502093 ], [ 135.660771, 56.981166, 78.679605, 80.522343, 14.482266, 66.040077 ], [ 0.26047, 0.109405, 0.151066, 0.113476, 0.025971, 0.097403 ], [ 10, 10, 10, 10, 10, 10 ], [ -61256, -35205, -51405, -118769, -54411, -105406 ], [ 1.527089, 1.554583, 1.508819, 1.229606, 1.109998, 1.301501 ], [ 60, 30, 30, 60, 30, 30 ], [ 32, 13, 19, 32, 13, 19 ], [ 28, 17, 11, 28, 17, 11 ], [ 53.333333, 43.333333, 63.333333, 53.333333, 43.333333, 63.333333 ], [ 1.336202, 2.032917, 0.873527, 1.075905, 1.451535, 0.7535 ], [ 93394, 93394, 23486, 56029, 56029, 42036 ], [ -39143, -17294, -39143, -77517, -21601, -77517 ], [ 400, 337, 462, 400, 337, 462 ], [ 461, 431, 483, 461, 431, 483 ], [ 329, 266, 427, 329, 266, 427 ], [ 24021, 10139, 13882, 24021, 10139, 13882 ], [ 5.049175, 0, 15.174175, 5.049176, 0, 15.174176 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163310, -48259, 326887, -214771, -287246, -62589 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714555800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758863448767, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 244, "offset": 217, "a": 0.25553 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "offset": 155 } } }
# | 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) |
---|