Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1755471.2649 | 1775738.9399 | -20267.675 | 474469.3273 | 173563.0529 | 300906.2743 |
Total P&L (%) | 1755.4713 | 1775.7389 | -20.2677 | 474.4693 | 173.5631 | 300.9063 |
Avg Daily Profit (%) | 0.744 | 0.7526 | -0.0086 | 0.0741 | 0.0427 | 0.0589 |
Buy And Hold Return (%) | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 |
Max Trade Drawdown | -217752 | -188887 | -112693 | -1884848 | -1440007 | -503217 |
Profit Factor | 3.8918 | 6.4152 | 0.9274 | 1.1586 | 1.0915 | 1.2748 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.6216 | 11.2266 | 1.1129 | 1.6735 | 1.9101 | 1.5298 |
Largest Winning Trade | 1528458 | 1528458 | 63838 | 1362189 | 1362189 | 570802 |
Largest Losing Trade | -50381 | -37214 | -50381 | -390230 | -390230 | -243921 |
Avg Bars in Trades | 140 | 151 | 128 | 140 | 151 | 128 |
Avg Bars in Winners | 196 | 216 | 180 | 196 | 216 | 180 |
Avg Bars in Losers | 101 | 114 | 85 | 101 | 114 | 85 |
Bars Traded | 9247 | 4994 | 4253 | 9247 | 4994 | 4253 |
Profit Streak | 8.7268 | 37.7268 | 0 | 8.7268 | 37.7268 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115000 | 502380 | -580903 | -436348 | -424795 | -280846 |
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{ "first_band": { "type": "alma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } } }
{ "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": [ [ 1755471.2649426293, 1775738.9399462927, -20267.6750036635, 474469.3272567691, 173563.0529269649, 300906.2743298036 ], [ 1755.471265, 1775.73894, -20.267675, 474.469327, 173.563053, 300.906274 ], [ 0.744001, 0.752591, -0.00859, 0.074123, 0.042661, 0.058867 ], [ 567.256637, 567.256637, 567.256637, 567.256637, 567.256637, 567.256637 ], [ -217752, -188887, -112693, -1884848, -1440007, -503217 ], [ 3.891842, 6.415209, 0.927389, 1.158604, 1.091511, 1.274824 ], [ 66, 33, 33, 66, 33, 33 ], [ 27, 12, 15, 27, 12, 15 ], [ 39, 21, 18, 39, 21, 18 ], [ 40.909091, 36.363636, 45.454545, 40.909091, 36.363636, 45.454545 ], [ 5.62155, 11.226615, 1.112866, 1.673539, 1.910145, 1.529789 ], [ 1528458, 1528458, 63838, 1362189, 1362189, 570802 ], [ -50381, -37214, -50381, -390230, -390230, -243921 ], [ 140, 151, 128, 140, 151, 128 ], [ 196, 216, 180, 196, 216, 180 ], [ 101, 114, 85, 101, 114, 85 ], [ 9247, 4994, 4253, 9247, 4994, 4253 ], [ 8.726804, 37.726804, 0, 8.726804, 37.726804, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115000, 502380, -580903, -436348, -424795, -280846 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558375200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885995900, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "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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