Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127483.2946 | 995743.3008 | 131739.9938 | 12836942.5016 | -599368.7561 | 13436311.2577 |
Total P&L (%) | 1127.4833 | 995.7433 | 131.74 | 12836.9425 | -599.3688 | 13436.3113 |
Avg Daily Profit (%) | 0.4756 | 0.4201 | 0.0556 | 0.2053 | 0 | 0.2073 |
Buy And Hold Return (%) | 768.7594 | 768.7594 | 768.7594 | 768.7594 | 768.7594 | 768.7594 |
Max Trade Drawdown | -136817 | -116781 | -82222 | -39006149 | -26488673 | -18683952 |
Profit Factor | 3.5364 | 4.9694 | 1.6802 | 1.1562 | 0.9883 | 1.4349 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 42.8571 | 37.5 | 48.3871 | 42.8571 | 37.5 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.7152 | 8.2823 | 1.7923 | 1.5415 | 1.6472 | 1.5306 |
Largest Winning Trade | 375466 | 375466 | 64507 | 22879404 | 22879404 | 8802717 |
Largest Losing Trade | -48106 | -37102 | -48106 | -17695163 | -17695163 | -14430452 |
Avg Bars in Trades | 73 | 71 | 75 | 73 | 71 | 75 |
Avg Bars in Winners | 110 | 118 | 105 | 110 | 118 | 105 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 4637 | 2295 | 2342 | 4637 | 2295 | 2342 |
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 | -157545 | -61121 | -281968 | -193621 | -582893 | 340278 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4741, "evaluation_days": 2370.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557662400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759654986321, "expiration_time": 1765766736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.60716 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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": [ [ 1127483.294618764, 995743.3008385403, 131739.9937802239, 12836942.501591112, -599368.7560619118, 13436311.25765302 ], [ 1127.483295, 995.743301, 131.739994, 12836.942502, -599.368756, 13436.311258 ], [ 0.475631, 0.420056, 0.055575, 0.205343, 0, 0.207258 ], [ 768.759412, 768.759412, 768.759412, 768.759412, 768.759412, 768.759412 ], [ -136817, -116781, -82222, -39006149, -26488673, -18683952 ], [ 3.536399, 4.969387, 1.680245, 1.156151, 0.98832, 1.434943 ], [ 63, 32, 31, 63, 32, 31 ], [ 27, 12, 15, 27, 12, 15 ], [ 36, 20, 16, 36, 20, 16 ], [ 42.857143, 37.5, 48.387097, 42.857143, 37.5, 48.387097 ], [ 4.715199, 8.282312, 1.792261, 1.541535, 1.6472, 1.530606 ], [ 375466, 375466, 64507, 22879404, 22879404, 8802717 ], [ -48106, -37102, -48106, -17695163, -17695163, -14430452 ], [ 73, 71, 75, 73, 71, 75 ], [ 110, 118, 105, 110, 118, 105 ], [ 45, 43, 47, 45, 43, 47 ], [ 4637, 2295, 2342, 4637, 2295, 2342 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157545, -61121, -281968, -193621, -582893, 340278 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4741, "evaluation_days": 2370.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557662400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759654986321, "expiration_time": 1765766736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.60716 } }, "second_band": { "type": "linreg", "factors": { "length": 66, "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) |
---|