Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480249.9094 | 1443896.39 | 36353.5194 | 1222676.5979 | 5601153.6714 | -4378477.0735 |
Total P&L (%) | 1480.2499 | 1443.8964 | 36.3535 | 1222.6766 | 5601.1537 | -4378.4771 |
Avg Daily Profit (%) | 0.6272 | 0.6118 | 0.0154 | 0.1095 | 0.1715 | 0 |
Buy And Hold Return (%) | 476.0122 | 476.0122 | 476.0122 | 476.0122 | 476.0122 | 476.0122 |
Max Trade Drawdown | -166092 | -147364 | -92806 | -13476885 | -9566808 | -7352468 |
Profit Factor | 2.9274 | 5.1053 | 1.0873 | 1.043 | 1.3982 | 0.6959 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 50 | 47.1698 | 52.8302 | 50 | 47.1698 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.9274 | 5.7179 | 0.9708 | 1.043 | 1.566 | 0.6214 |
Largest Winning Trade | 1184565 | 1184565 | 55489 | 13528982 | 13528982 | 2236181 |
Largest Losing Trade | -58012 | -34212 | -58012 | -3917917 | -2700168 | -3917917 |
Avg Bars in Trades | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Winners | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 4559 | 2002 | 2557 | 4559 | 2002 | 2557 |
Profit Streak | 2.8713 | 0 | 67.3713 | 2.8713 | 0 | 67.3713 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478020 | -164807 | -642895 | -224177 | -171566 | -759496 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561334400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758790476332, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 2.51061 } } }
{ "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": [ [ 1480249.9093843652, 1443896.3899966574, 36353.5193877084, 1222676.5979161365, 5601153.671436783, -4378477.073520649 ], [ 1480.249909, 1443.89639, 36.353519, 1222.676598, 5601.153671, -4378.477074 ], [ 0.627225, 0.611821, 0.015404, 0.109477, 0.171471, 0 ], [ 476.012223, 476.012223, 476.012223, 476.012223, 476.012223, 476.012223 ], [ -166092, -147364, -92806, -13476885, -9566808, -7352468 ], [ 2.927402, 5.105267, 1.087329, 1.042956, 1.398244, 0.695918 ], [ 106, 53, 53, 106, 53, 53 ], [ 53, 25, 28, 53, 25, 28 ], [ 53, 28, 25, 53, 28, 25 ], [ 50, 47.169811, 52.830189, 50, 47.169811, 52.830189 ], [ 2.927402, 5.717899, 0.970829, 1.042956, 1.566033, 0.621355 ], [ 1184565, 1184565, 55489, 13528982, 13528982, 2236181 ], [ -58012, -34212, -58012, -3917917, -2700168, -3917917 ], [ 43, 37, 48, 43, 37, 48 ], [ 53, 48, 58, 53, 48, 58 ], [ 32, 28, 36, 32, 28, 36 ], [ 4559, 2002, 2557, 4559, 2002, 2557 ], [ 2.871254, 0, 67.371254, 2.871254, 0, 67.371254 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478020, -164807, -642895, -224177, -171566, -759496 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561334400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758790476332, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 224, "offset": 0, "multiplier": 2.51061 } } }
# | 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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