Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1399480.5931 | 1200964.5403 | 198516.0528 | 33134561.0143 | -1563771.3535 | 34698332.3678 |
Total P&L (%) | 1399.4806 | 1200.9645 | 198.5161 | 33134.561 | -1563.7714 | 34698.3324 |
Avg Daily Profit (%) | 0.5898 | 0.5061 | 0.0837 | 0.245 | 0 | 0.2469 |
Buy And Hold Return (%) | 435.962 | 435.962 | 435.962 | 435.962 | 435.962 | 435.962 |
Max Trade Drawdown | -136269 | -113925 | -66237 | -62470031 | -37517308 | -32452109 |
Profit Factor | 2.9503 | 4.1812 | 1.5838 | 1.2154 | 0.9827 | 1.5484 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 52.8926 | 49.1803 | 56.6667 | 52.8926 | 49.1803 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.6276 | 4.3206 | 1.2111 | 1.0825 | 1.0155 | 1.1841 |
Largest Winning Trade | 454359 | 454359 | 51924 | 15238281 | 15238281 | 14667497 |
Largest Losing Trade | -66237 | -31542 | -66237 | -32452109 | -22574197 | -32452109 |
Avg Bars in Trades | 38 | 30 | 46 | 38 | 30 | 46 |
Avg Bars in Winners | 41 | 34 | 48 | 41 | 34 | 48 |
Avg Bars in Losers | 34 | 27 | 43 | 34 | 27 | 43 |
Bars Traded | 4634 | 1870 | 2764 | 4634 | 1870 | 2764 |
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 | 531891 | -147479 | -413540 | 312670 | -741110 | -158275 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4746, "evaluation_days": 2373, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558785600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759870330672, "expiration_time": 1765989216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 84, "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": [ [ 1399480.5931475912, 1200964.5403082778, 198516.0528393142, 33134561.014308605, -1563771.353493859, 34698332.36780247 ], [ 1399.480593, 1200.96454, 198.516053, 33134.561014, -1563.771353, 34698.332368 ], [ 0.589752, 0.506095, 0.083656, 0.244976, 0, 0.246919 ], [ 435.96203, 435.96203, 435.96203, 435.96203, 435.96203, 435.96203 ], [ -136269, -113925, -66237, -62470031, -37517308, -32452109 ], [ 2.950296, 4.181208, 1.583776, 1.215442, 0.982726, 1.548391 ], [ 121, 61, 60, 121, 61, 60 ], [ 64, 30, 34, 64, 30, 34 ], [ 57, 31, 26, 57, 31, 26 ], [ 52.892562, 49.180328, 56.666667, 52.892562, 49.180328, 56.666667 ], [ 2.627607, 4.320582, 1.211123, 1.082503, 1.015483, 1.184064 ], [ 454359, 454359, 51924, 15238281, 15238281, 14667497 ], [ -66237, -31542, -66237, -32452109, -22574197, -32452109 ], [ 38, 30, 46, 38, 30, 46 ], [ 41, 34, 48, 41, 34, 48 ], [ 34, 27, 43, 34, 27, 43 ], [ 4634, 1870, 2764, 4634, 1870, 2764 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 531891, -147479, -413540, 312670, -741110, -158275 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4746, "evaluation_days": 2373, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558785600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759870330672, "expiration_time": 1765989216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 84, "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) |
---|