Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1796762.3892 | 1770054.6159 | 26707.7733 | 719925.9038 | 1416315.423 | -696389.5192 |
Total P&L (%) | 1796.7624 | 1770.0546 | 26.7078 | 719.9259 | 1416.3154 | -696.3895 |
Avg Daily Profit (%) | 0.7559 | 0.7447 | 0.0112 | 0.0886 | 0.1144 | 0 |
Buy And Hold Return (%) | 379.657 | 379.657 | 379.657 | 379.657 | 379.657 | 379.657 |
Max Trade Drawdown | -167099 | -171280 | -61590 | -10663156 | -9896455 | -1991963 |
Profit Factor | 4.1405 | 5.3414 | 1.1624 | 1.0347 | 1.0866 | 0.8412 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.1481 | 46.3415 | 50 | 48.1481 | 46.3415 | 50 |
Ratio Avg Win / Avg Loss | 4.459 | 6.1847 | 1.1624 | 1.1143 | 1.2581 | 0.8412 |
Largest Winning Trade | 989075 | 989075 | 41152 | 10059490 | 10059490 | 1499142 |
Largest Losing Trade | -49343 | -49343 | -27314 | -5666193 | -5666193 | -1720218 |
Avg Bars in Trades | 56 | 92 | 19 | 56 | 92 | 19 |
Avg Bars in Winners | 67 | 111 | 26 | 67 | 111 | 26 |
Avg Bars in Losers | 45 | 74 | 13 | 45 | 74 | 13 |
Bars Traded | 4558 | 3773 | 785 | 4558 | 3773 | 785 |
Profit Streak | 0 | 0 | 204.0202 | 0 | 0 | 204.0202 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 49855 | 637835 | -384156 | -281254 | -168955 | -579495 |
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{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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": [ [ 1796762.3891800432, 1770054.6158569779, 26707.7733230658, 719925.9037964679, 1416315.4230373949, -696389.5192409279 ], [ 1796.762389, 1770.054616, 26.707773, 719.925904, 1416.315423, -696.389519 ], [ 0.755895, 0.744659, 0.011236, 0.088556, 0.114448, 0 ], [ 379.656961, 379.656961, 379.656961, 379.656961, 379.656961, 379.656961 ], [ -167099, -171280, -61590, -10663156, -9896455, -1991963 ], [ 4.140493, 5.341366, 1.162447, 1.034696, 1.086557, 0.841246 ], [ 81, 41, 40, 81, 41, 40 ], [ 39, 19, 20, 39, 19, 20 ], [ 42, 22, 20, 42, 22, 20 ], [ 48.148148, 46.341463, 50, 48.148148, 46.341463, 50 ], [ 4.458993, 6.184739, 1.162447, 1.114288, 1.258118, 0.841246 ], [ 989075, 989075, 41152, 10059490, 10059490, 1499142 ], [ -49343, -49343, -27314, -5666193, -5666193, -1720218 ], [ 56, 92, 19, 56, 92, 19 ], [ 67, 111, 26, 67, 111, 26 ], [ 45, 74, 13, 45, 74, 13 ], [ 4558, 3773, 785, 4558, 3773, 785 ], [ 0, 0, 204.020227, 0, 0, 204.020227 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 49855, 637835, -384156, -281254, -168955, -579495 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4754, "evaluation_days": 2377, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563148800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760228947595, "expiration_time": 1766345184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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) |
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