Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846090.1064 | 1795728.4422 | 50361.6642 | 2517801.3084 | 2734969.5754 | -217168.267 |
Total P&L (%) | 1846.0901 | 1795.7284 | 50.3617 | 2517.8013 | 2734.9696 | -217.1683 |
Avg Daily Profit (%) | 0.8865 | 0.8623 | 0.0242 | 0.1569 | 0.1607 | 0 |
Buy And Hold Return (%) | 600.8086 | 600.8086 | 600.8086 | 600.8086 | 600.8086 | 600.8086 |
Max Trade Drawdown | -153208 | -160232 | -65079 | -10434224 | -8764178 | -2871820 |
Profit Factor | 3.9392 | 6.1643 | 1.1796 | 1.1011 | 1.1949 | 0.98 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 41.2698 | 41.2698 | 41.2698 | 41.2698 | 41.2698 | 41.2698 |
Ratio Avg Win / Avg Loss | 5.6057 | 8.7722 | 1.6787 | 1.567 | 1.7005 | 1.3946 |
Largest Winning Trade | 1539777 | 1539777 | 61726 | 9700595 | 9700595 | 1887990 |
Largest Losing Trade | -27560 | -27560 | -25739 | -2194355 | -2194355 | -1761637 |
Avg Bars in Trades | 192 | 200 | 184 | 192 | 200 | 184 |
Avg Bars in Winners | 297 | 317 | 276 | 297 | 317 | 276 |
Avg Bars in Losers | 119 | 118 | 120 | 119 | 118 | 120 |
Bars Traded | 24264 | 12635 | 11629 | 24264 | 12635 | 11629 |
Profit Streak | 0 | 0 | 13.3313 | 0 | 0 | 13.3313 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509421 | -131725 | -497448 | -105628 | -149372 | -728385 |
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{ "first_band": { "type": "rma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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": [ [ 1846090.1063507083, 1795728.4421512124, 50361.6641994964, 2517801.3084298386, 2734969.575433086, -217168.2670032454 ], [ 1846.090106, 1795.728442, 50.361664, 2517.801308, 2734.969575, -217.168267 ], [ 0.886478, 0.862295, 0.024183, 0.156902, 0.160735, 0 ], [ 600.808625, 600.808625, 600.808625, 600.808625, 600.808625, 600.808625 ], [ -153208, -160232, -65079, -10434224, -8764178, -2871820 ], [ 3.939157, 6.164251, 1.17962, 1.10112, 1.194933, 0.980019 ], [ 126, 63, 63, 126, 63, 63 ], [ 52, 26, 26, 52, 26, 26 ], [ 74, 37, 37, 74, 37, 37 ], [ 41.269841, 41.269841, 41.269841, 41.269841, 41.269841, 41.269841 ], [ 5.605724, 8.772203, 1.67869, 1.566979, 1.700481, 1.394642 ], [ 1539777, 1539777, 61726, 9700595, 9700595, 1887990 ], [ -27560, -27560, -25739, -2194355, -2194355, -1761637 ], [ 192, 200, 184, 192, 200, 184 ], [ 297, 317, 276, 297, 317, 276 ], [ 119, 118, 120, 119, 118, 120 ], [ 24264, 12635, 11629, 24264, 12635, 11629 ], [ 0, 0, 13.331254, 0, 0, 13.331254 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509421, -131725, -497448, -105628, -149372, -728385 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580292000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758902220365, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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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