Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642610.3313 | 1629269.2 | 13341.1313 | 1063690.128 | 683017.6902 | 380672.4377 |
Total P&L (%) | 1642.6103 | 1629.2692 | 13.3411 | 1063.6901 | 683.0177 | 380.6724 |
Avg Daily Profit (%) | 0.6954 | 0.6898 | 0.0056 | 0.104 | 0.0872 | 0.0665 |
Buy And Hold Return (%) | 530.5671 | 530.5671 | 530.5671 | 530.5671 | 530.5671 | 530.5671 |
Max Trade Drawdown | -116272 | -146140 | -55328 | -3109008 | -2620384 | -1217973 |
Profit Factor | 3.698 | 6.4548 | 1.043 | 1.1199 | 1.1481 | 1.0894 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 34.6154 | 30.7692 | 38.4615 | 34.6154 | 30.7692 | 38.4615 |
Ratio Avg Win / Avg Loss | 6.9851 | 14.5234 | 1.6688 | 2.1154 | 2.5831 | 1.7431 |
Largest Winning Trade | 1431572 | 1431572 | 57046 | 2506360 | 2506360 | 976947 |
Largest Losing Trade | -43249 | -31930 | -43249 | -1125285 | -532048 | -1125285 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 124 | 131 | 119 | 124 | 131 | 119 |
Avg Bars in Losers | 34 | 28 | 40 | 34 | 28 | 40 |
Bars Traded | 6810 | 3121 | 3689 | 6810 | 3121 | 3689 |
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 | 373690 | -170107 | -707695 | -153849 | -396910 | -575524 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7086, "evaluation_days": 2362, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561968000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758938055224, "expiration_time": 1765024704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 1.15581 } } }
{ "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": [ [ 1642610.331254237, 1629269.199957981, 13341.1312962562, 1063690.1279829445, 683017.6902417282, 380672.4377412169 ], [ 1642.610331, 1629.2692, 13.341131, 1063.690128, 683.01769, 380.672438 ], [ 0.695432, 0.689784, 0.005648, 0.103957, 0.087167, 0.066492 ], [ 530.567069, 530.567069, 530.567069, 530.567069, 530.567069, 530.567069 ], [ -116272, -146140, -55328, -3109008, -2620384, -1217973 ], [ 3.69797, 6.454835, 1.043015, 1.119918, 1.148063, 1.08942 ], [ 104, 52, 52, 104, 52, 52 ], [ 36, 16, 20, 36, 16, 20 ], [ 68, 36, 32, 68, 36, 32 ], [ 34.615385, 30.769231, 38.461538, 34.615385, 30.769231, 38.461538 ], [ 6.985054, 14.523378, 1.668824, 2.1154, 2.583142, 1.743071 ], [ 1431572, 1431572, 57046, 2506360, 2506360, 976947 ], [ -43249, -31930, -43249, -1125285, -532048, -1125285 ], [ 65, 60, 70, 65, 60, 70 ], [ 124, 131, 119, 124, 131, 119 ], [ 34, 28, 40, 34, 28, 40 ], [ 6810, 3121, 3689, 6810, 3121, 3689 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373690, -170107, -707695, -153849, -396910, -575524 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7086, "evaluation_days": 2362, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561968000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758938055224, "expiration_time": 1765024704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 1.15581 } } }
# | 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) |
---|