Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -708271.4541 | 206221.7956 | -914493.2497 | 3694963.8813 | -9445035.6607 | 13139999.5421 |
Total P&L (%) | -708.2715 | 206.2218 | -914.4933 | 3694.9639 | -9445.0357 | 13139.9995 |
Avg Daily Profit (%) | -0.3001 | 0.0874 | -0.3875 | 0.1542 | 0 | 0.2072 |
Buy And Hold Return (%) | 546.9326 | 546.9326 | 546.9326 | 546.9326 | 546.9326 | 546.9326 |
Max Trade Drawdown | -1114912 | -131466 | -1051479 | -18951607 | -16146834 | -10665215 |
Profit Factor | 0.5154 | 1.8176 | 0.2438 | 1.0993 | 0.5813 | 1.8959 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 45 | 23 | 22 | 43 | 20 | 23 |
Losing Trades | 24 | 12 | 12 | 26 | 15 | 11 |
Profitability (%) | 65.2174 | 65.7143 | 64.7059 | 62.3188 | 57.1429 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.2749 | 0.9483 | 0.133 | 0.6647 | 0.436 | 0.9067 |
Largest Winning Trade | 185018 | 185018 | 53026 | 11726396 | 2954701 | 11726396 |
Largest Losing Trade | -674815 | -40385 | -674815 | -6166178 | -6166178 | -5407955 |
Avg Bars in Trades | 64 | 68 | 60 | 64 | 68 | 60 |
Avg Bars in Winners | 34 | 36 | 33 | 44 | 41 | 46 |
Avg Bars in Losers | 119 | 130 | 109 | 97 | 105 | 87 |
Bars Traded | 4442 | 2400 | 2042 | 4442 | 2400 | 2042 |
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 | -684805 | -239376 | -578888 | -209926 | -579861 | 402896 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562803200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862123178, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 73, "offset": 239, "multiplier": 2.66796 } }, "second_band": { "type": "alma", "factors": { "length": 185, "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": [ [ -708271.4541132405, 206221.7955782508, -914493.249691491, 3694963.8813377013, -9445035.660747929, 13139999.54208563 ], [ -708.271454, 206.221796, -914.49325, 3694.963881, -9445.035661, 13139.999542 ], [ -0.300115, 0.087382, -0.387497, 0.154198, 0, 0.207241 ], [ 546.932647, 546.932647, 546.932647, 546.932647, 546.932647, 546.932647 ], [ -1114912, -131466, -1051479, -18951607, -16146834, -10665215 ], [ 0.5154, 1.817605, 0.243803, 1.099261, 0.581304, 1.895909 ], [ 69, 35, 34, 69, 35, 34 ], [ 45, 23, 22, 43, 20, 23 ], [ 24, 12, 12, 26, 15, 11 ], [ 65.217391, 65.714286, 64.705882, 62.318841, 57.142857, 67.647059 ], [ 0.27488, 0.948315, 0.132983, 0.664669, 0.435978, 0.906739 ], [ 185018, 185018, 53026, 11726396, 2954701, 11726396 ], [ -674815, -40385, -674815, -6166178, -6166178, -5407955 ], [ 64, 68, 60, 64, 68, 60 ], [ 34, 36, 33, 44, 41, 46 ], [ 119, 130, 109, 97, 105, 87 ], [ 4442, 2400, 2042, 4442, 2400, 2042 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -684805, -239376, -578888, -209926, -579861, 402896 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562803200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862123178, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 73, "offset": 239, "multiplier": 2.66796 } }, "second_band": { "type": "alma", "factors": { "length": 185, "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) |
---|