Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491263.9386 | 1494895.8787 | -3631.9401 | 822879.4964 | 479902.7325 | 342976.7639 |
Total P&L (%) | 1491.2639 | 1494.8959 | -3.6319 | 822.8795 | 479.9027 | 342.9768 |
Avg Daily Profit (%) | 0.6292 | 0.6308 | -0.0015 | 0.0938 | 0.0742 | 0.0628 |
Buy And Hold Return (%) | 450.113 | 450.113 | 450.113 | 450.113 | 450.113 | 450.113 |
Max Trade Drawdown | -94199 | -145685 | -149537 | -664719 | -820234 | -230048 |
Profit Factor | 3.3107 | 5.5946 | 0.9887 | 1.2999 | 1.2994 | 1.3005 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 30.7692 | 28.2051 | 33.3333 | 30.7692 | 28.2051 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.4491 | 14.2408 | 1.9773 | 2.9247 | 3.3076 | 2.601 |
Largest Winning Trade | 1335294 | 1335294 | 61663 | 852875 | 852875 | 494106 |
Largest Losing Trade | -26020 | -26020 | -20151 | -286011 | -286011 | -146453 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 4557 | 2336 | 2221 | 4557 | 2336 | 2221 |
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 | 317510 | -32744 | -618662 | -80529 | -287748 | -314289 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4740, "evaluation_days": 2370, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559865600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621240461, "expiration_time": 1765722240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.70608 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 1491263.9386066135, 1494895.878738434, -3631.9401318209, 822879.4963519828, 479902.7324587116, 342976.763893271 ], [ 1491.263939, 1494.895879, -3.63194, 822.879496, 479.902732, 342.976764 ], [ 0.629225, 0.630758, -0.001532, 0.093813, 0.074192, 0.062819 ], [ 450.113037, 450.113037, 450.113037, 450.113037, 450.113037, 450.113037 ], [ -94199, -145685, -149537, -664719, -820234, -230048 ], [ 3.310692, 5.594604, 0.988651, 1.299868, 1.299422, 1.300496 ], [ 156, 78, 78, 156, 78, 78 ], [ 48, 22, 26, 48, 22, 26 ], [ 108, 56, 52, 108, 56, 52 ], [ 30.769231, 28.205128, 33.333333, 30.769231, 28.205128, 33.333333 ], [ 7.449056, 14.240811, 1.977302, 2.924704, 3.307618, 2.600992 ], [ 1335294, 1335294, 61663, 852875, 852875, 494106 ], [ -26020, -26020, -20151, -286011, -286011, -146453 ], [ 29, 29, 28, 29, 29, 28 ], [ 69, 68, 70, 69, 68, 70 ], [ 11, 14, 7, 11, 14, 7 ], [ 4557, 2336, 2221, 4557, 2336, 2221 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317510, -32744, -618662, -80529, -287748, -314289 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4740, "evaluation_days": 2370, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559865600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621240461, "expiration_time": 1765722240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.70608 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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) |
---|