Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1684069.0045 | 32861.9467 | -1716930.9512 | 322969.4816 | 18100413.4916 | -17777444.01 |
Total P&L (%) | -1684.069 | 32.8619 | -1716.931 | 322.9695 | 18100.4135 | -17777.444 |
Avg Daily Profit (%) | -0.8086 | 0.0158 | -0.8244 | 0.0693 | 0.2502 | 0 |
Buy And Hold Return (%) | 546.908 | 546.908 | 546.908 | 546.908 | 546.908 | 546.908 |
Max Trade Drawdown | -1742430 | -170570 | -1770850 | -26840012 | -8721013 | -27554403 |
Profit Factor | 0.3266 | 1.0934 | 0.2012 | 1.0063 | 1.9967 | 0.4661 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 169 | 80 | 89 | 97 | 51 | 46 |
Losing Trades | 36 | 22 | 14 | 108 | 51 | 57 |
Profitability (%) | 82.439 | 78.4314 | 86.4078 | 47.3171 | 50 | 44.6602 |
Ratio Avg Win / Avg Loss | 0.0696 | 0.3007 | 0.0316 | 1.1204 | 1.9967 | 0.5776 |
Largest Winning Trade | 17008 | 17008 | 15123 | 13547425 | 13547425 | 5614443 |
Largest Losing Trade | -1481184 | -66278 | -1481184 | -4096441 | -2482515 | -4096441 |
Avg Bars in Trades | 120 | 135 | 105 | 120 | 135 | 105 |
Avg Bars in Winners | 40 | 47 | 33 | 146 | 170 | 119 |
Avg Bars in Losers | 496 | 455 | 559 | 96 | 100 | 93 |
Bars Traded | 24679 | 13826 | 10853 | 24679 | 13826 | 10853 |
Profit Streak | 58.5457 | 80.629 | 58.5457 | 58.5457 | 80.629 | 58.5457 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573914 | -451811 | -574753 | -478159 | 483781 | -581619 |
{ "trading_pair": "THETA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1580594400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759064745250, "expiration_time": 1765538985600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.1335 } } }
{ "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": [ [ -1684069.004538789, 32861.946705681, -1716930.9512444695, 322969.4816175782, 18100413.491576917, -17777444.009959344 ], [ -1684.069005, 32.861947, -1716.930951, 322.969482, 18100.413492, -17777.44401 ], [ -0.80858, 0.015778, -0.824358, 0.069266, 0.250176, 0 ], [ 546.907951, 546.907951, 546.907951, 546.907951, 546.907951, 546.907951 ], [ -1742430, -170570, -1770850, -26840012, -8721013, -27554403 ], [ 0.326649, 1.093444, 0.201186, 1.006276, 1.996738, 0.466101 ], [ 205, 102, 103, 205, 102, 103 ], [ 169, 80, 89, 97, 51, 46 ], [ 36, 22, 14, 108, 51, 57 ], [ 82.439024, 78.431373, 86.407767, 47.317073, 50, 44.660194 ], [ 0.069582, 0.300697, 0.031647, 1.12039, 1.996738, 0.57756 ], [ 17008, 17008, 15123, 13547425, 13547425, 5614443 ], [ -1481184, -66278, -1481184, -4096441, -2482515, -4096441 ], [ 120, 135, 105, 120, 135, 105 ], [ 40, 47, 33, 146, 170, 119 ], [ 496, 455, 559, 96, 100, 93 ], [ 24679, 13826, 10853, 24679, 13826, 10853 ], [ 58.545662, 80.628996, 58.545662, 58.545663, 80.628996, 58.545663 ], [ 10, 5, 5, 10, 5, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573914, -451811, -574753, -478159, 483781, -581619 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579046400000, "first_datapoint_time": 1580594400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759064745250, "expiration_time": 1765538985600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.1335 } } }
# | 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) |
---|