Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6710211.6348 | -16415.8573 | -6693795.7775 | 12827009.4823 | 22908374.4329 | -10081364.9507 |
Total P&L (%) | -6710.2116 | -16.4159 | -6693.7958 | 12827.0095 | 22908.3744 | -10081.365 |
Avg Daily Profit (%) | -2.8433 | -0.007 | -2.8364 | 0.2062 | 0.2307 | 0 |
Buy And Hold Return (%) | 519.9129 | 519.9129 | 519.9129 | 519.9129 | 519.9129 | 519.9129 |
Max Trade Drawdown | -6947925 | -193424 | -6784491 | -53160103 | -14186746 | -53794959 |
Profit Factor | 0.0631 | 0.9353 | 0.0311 | 1.1422 | 1.6809 | 0.8217 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 52 | 24 | 28 | 36 | 20 | 16 |
Losing Trades | 17 | 11 | 6 | 33 | 15 | 18 |
Profitability (%) | 75.3623 | 68.5714 | 82.3529 | 52.1739 | 57.1429 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.0206 | 0.4287 | 0.0067 | 1.0471 | 1.2607 | 0.9244 |
Largest Winning Trade | 104064 | 104064 | 31134 | 40162963 | 20752080 | 40162963 |
Largest Losing Trade | -6685863 | -58366 | -6685863 | -25560171 | -6974801 | -25560171 |
Avg Bars in Trades | 64 | 70 | 58 | 64 | 70 | 58 |
Avg Bars in Winners | 14 | 9 | 18 | 62 | 78 | 42 |
Avg Bars in Losers | 218 | 205 | 243 | 67 | 60 | 72 |
Bars Traded | 4465 | 2478 | 1987 | 4465 | 2478 | 1987 |
Profit Streak | 56.6406 | 78.6406 | 56.6406 | 56.6406 | 78.6406 | 56.6406 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681804 | -576869 | -575155 | -159998 | 460826 | -580416 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758900148086, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 205, "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": [ [ -6710211.634844777, -16415.8573132101, -6693795.77753157, 12827009.48226917, 22908374.4329392, -10081364.95067002 ], [ -6710.211635, -16.415857, -6693.795778, 12827.009482, 22908.374433, -10081.364951 ], [ -2.84331, -0.006956, -2.836354, 0.206225, 0.230708, 0 ], [ 519.91285, 519.91285, 519.91285, 519.91285, 519.91285, 519.91285 ], [ -6947925, -193424, -6784491, -53160103, -14186746, -53794959 ], [ 0.063117, 0.935251, 0.031113, 1.142245, 1.680933, 0.821673 ], [ 69, 35, 34, 69, 35, 34 ], [ 52, 24, 28, 36, 20, 16 ], [ 17, 11, 6, 33, 15, 18 ], [ 75.362319, 68.571429, 82.352941, 52.173913, 57.142857, 47.058824 ], [ 0.020635, 0.428657, 0.006667, 1.047058, 1.2607, 0.924382 ], [ 104064, 104064, 31134, 40162963, 20752080, 40162963 ], [ -6685863, -58366, -6685863, -25560171, -6974801, -25560171 ], [ 64, 70, 58, 64, 70, 58 ], [ 14, 9, 18, 62, 78, 42 ], [ 218, 205, 243, 67, 60, 72 ], [ 4465, 2478, 1987, 4465, 2478, 1987 ], [ 56.640603, 78.640603, 56.640603, 56.640603, 78.640603, 56.640603 ], [ 11, 6, 5, 11, 6, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -681804, -576869, -575155, -159998, 460826, -580416 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563667200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758900148086, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 205, "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) |
---|