Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2139929.2822 | 116285.3707 | -2256214.6528 | 13601305.4434 | -3145562.221 | 16746867.6644 |
Total P&L (%) | -2139.9293 | 116.2854 | -2256.2147 | 13601.3054 | -3145.5622 | 16746.8677 |
Avg Daily Profit (%) | -0.9044 | 0.0491 | -0.9535 | 0.2081 | 0 | 0.2169 |
Buy And Hold Return (%) | 733.4297 | 733.4297 | 733.4297 | 733.4297 | 733.4297 | 733.4297 |
Max Trade Drawdown | -2465185 | -61219 | -2465762 | -42157850 | -25045317 | -40256938 |
Profit Factor | 0.2292 | 2.1073 | 0.1554 | 1.1586 | 0.8972 | 1.3035 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 51 | 28 | 23 | 51 | 27 | 24 |
Losing Trades | 23 | 9 | 14 | 23 | 10 | 13 |
Profitability (%) | 68.9189 | 75.6757 | 62.1622 | 68.9189 | 72.973 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.1034 | 0.6774 | 0.0946 | 0.5225 | 0.3323 | 0.706 |
Largest Winning Trade | 34383 | 32372 | 34383 | 10703760 | 4621328 | 10703760 |
Largest Losing Trade | -2214429 | -47734 | -2214429 | -34706809 | -21963155 | -34706809 |
Avg Bars in Trades | 118 | 17 | 218 | 118 | 17 | 218 |
Avg Bars in Winners | 74 | 15 | 146 | 104 | 16 | 204 |
Avg Bars in Losers | 214 | 23 | 337 | 148 | 22 | 245 |
Bars Traded | 8751 | 655 | 8096 | 8751 | 655 | 8096 |
Profit Streak | 56.6974 | 204.9474 | 56.6974 | 56.6974 | 204.9474 | 56.6974 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645844 | -286858 | -578634 | -104731 | -576156 | 328109 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9465, "evaluation_days": 2366.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557511200000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759315455211, "expiration_time": 1765431720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 42, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 124, "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": [ [ -2139929.282157158, 116285.3706573159, -2256214.6528144744, 13601305.443373216, -3145562.2209808007, 16746867.664354026 ], [ -2139.929282, 116.285371, -2256.214653, 13601.305443, -3145.562221, 16746.867664 ], [ -0.904355, 0.049143, -0.953498, 0.208143, 0, 0.216896 ], [ 733.429661, 733.429661, 733.429661, 733.429661, 733.429661, 733.429661 ], [ -2465185, -61219, -2465762, -42157850, -25045317, -40256938 ], [ 0.229215, 2.107329, 0.155382, 1.158565, 0.897168, 1.30345 ], [ 74, 37, 37, 74, 37, 37 ], [ 51, 28, 23, 51, 27, 24 ], [ 23, 9, 14, 23, 10, 13 ], [ 68.918919, 75.675676, 62.162162, 68.918919, 72.972973, 64.864865 ], [ 0.103371, 0.677356, 0.09458, 0.52249, 0.332285, 0.706036 ], [ 34383, 32372, 34383, 10703760, 4621328, 10703760 ], [ -2214429, -47734, -2214429, -34706809, -21963155, -34706809 ], [ 118, 17, 218, 118, 17, 218 ], [ 74, 15, 146, 104, 16, 204 ], [ 214, 23, 337, 148, 22, 245 ], [ 8751, 655, 8096, 8751, 655, 8096 ], [ 56.697398, 204.947398, 56.697398, 56.697398, 204.947398, 56.697398 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -645844, -286858, -578634, -104731, -576156, 328109 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9465, "evaluation_days": 2366.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557511200000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759315455211, "expiration_time": 1765431720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 42, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 124, "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) |
---|