Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6179032.2014 | 6188961.2658 | -9929.0644 | 269701.4891 | -317646.6727 | 587348.1618 |
Total P&L (%) | 6179.0322 | 6188.9613 | -9.9291 | 269.7015 | -317.6467 | 587.3482 |
Avg Daily Profit (%) | 2.6134 | 2.6176 | -0.0042 | 0.0553 | 0 | 0.0816 |
Buy And Hold Return (%) | 420.5273 | 420.5273 | 420.5273 | 420.5273 | 420.5273 | 420.5273 |
Max Trade Drawdown | -158049 | -162755 | -68718 | -3776991 | -3740143 | -1619874 |
Profit Factor | 10.3351 | 17.3546 | 0.965 | 1.0295 | 0.9442 | 1.1709 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 11 | 25 | 36 | 11 | 25 |
Losing Trades | 49 | 31 | 18 | 49 | 31 | 18 |
Profitability (%) | 42.3529 | 26.1905 | 58.1395 | 42.3529 | 26.1905 | 58.1395 |
Ratio Avg Win / Avg Loss | 14.0672 | 48.9084 | 0.6948 | 1.4013 | 2.661 | 0.8431 |
Largest Winning Trade | 6256343 | 6256343 | 26855 | 3424003 | 3424003 | 667961 |
Largest Losing Trade | -40707 | -40082 | -40707 | -1282886 | -788692 | -1282886 |
Avg Bars in Trades | 80 | 87 | 74 | 80 | 87 | 74 |
Avg Bars in Winners | 129 | 199 | 98 | 129 | 199 | 98 |
Avg Bars in Losers | 45 | 47 | 40 | 45 | 47 | 40 |
Bars Traded | 6862 | 3680 | 3182 | 6862 | 3680 | 3182 |
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 | 738780 | -1252 | -579672 | -475617 | -602524 | -159083 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7093, "evaluation_days": 2364.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559059200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759133253920, "expiration_time": 1765232352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "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": [ [ 6179032.201350443, 6188961.265754432, -9929.0644039901, 269701.4891312522, -317646.6727096228, 587348.1618408745 ], [ 6179.032201, 6188.961266, -9.929064, 269.701489, -317.646673, 587.348162 ], [ 2.613439, 2.617639, -0.0042, 0.055317, 0, 0.081565 ], [ 420.527307, 420.527307, 420.527307, 420.527307, 420.527307, 420.527307 ], [ -158049, -162755, -68718, -3776991, -3740143, -1619874 ], [ 10.335062, 17.354608, 0.964976, 1.029531, 0.944235, 1.170911 ], [ 85, 42, 43, 85, 42, 43 ], [ 36, 11, 25, 36, 11, 25 ], [ 49, 31, 18, 49, 31, 18 ], [ 42.352941, 26.190476, 58.139535, 42.352941, 26.190476, 58.139535 ], [ 14.067168, 48.90844, 0.694783, 1.401306, 2.661026, 0.843056 ], [ 6256343, 6256343, 26855, 3424003, 3424003, 667961 ], [ -40707, -40082, -40707, -1282886, -788692, -1282886 ], [ 80, 87, 74, 80, 87, 74 ], [ 129, 199, 98, 129, 199, 98 ], [ 45, 47, 40, 45, 47, 40 ], [ 6862, 3680, 3182, 6862, 3680, 3182 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 738780, -1252, -579672, -475617, -602524, -159083 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7093, "evaluation_days": 2364.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559059200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759133253920, "expiration_time": 1765232352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "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) |
---|