Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2049351.9318 | 1984259.3427 | 65092.5891 | 2794888.9492 | 794705.9916 | 2000182.9576 |
Total P&L (%) | 2049.3519 | 1984.2593 | 65.0926 | 2794.8889 | 794.706 | 2000.183 |
Avg Daily Profit (%) | 0.8663 | 0.8388 | 0.0275 | 0.1424 | 0.0927 | 0.1288 |
Buy And Hold Return (%) | 601.2225 | 601.2225 | 601.2225 | 601.2225 | 601.2225 | 601.2225 |
Max Trade Drawdown | -95470 | -106465 | -75551 | -7986939 | -7373866 | -4390052 |
Profit Factor | 5.1327 | 8.8485 | 1.2678 | 1.1176 | 1.0605 | 1.1879 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 35.5932 | 30 | 41.3793 | 35.5932 | 30 | 41.3793 |
Ratio Avg Win / Avg Loss | 9.2878 | 20.6465 | 1.7961 | 2.0222 | 2.4746 | 1.6828 |
Largest Winning Trade | 1726247 | 1726247 | 58333 | 7277110 | 7277110 | 3670171 |
Largest Losing Trade | -46509 | -26583 | -46509 | -4092065 | -2380131 | -4092065 |
Avg Bars in Trades | 235 | 211 | 260 | 235 | 211 | 260 |
Avg Bars in Winners | 367 | 390 | 349 | 367 | 390 | 349 |
Avg Bars in Losers | 163 | 135 | 197 | 163 | 135 | 197 |
Bars Traded | 13909 | 6354 | 7555 | 13909 | 6354 | 7555 |
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 | -167012 | 398106 | -324306 | -279696 | -295134 | -39673 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14194, "evaluation_days": 2365.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558051200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759318107384, "expiration_time": 1765437408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 95, "offset": 0, "a": 0.64521 } } }
{ "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": [ [ 2049351.9318055962, 1984259.342660889, 65092.589144707, 2794888.9492321694, 794705.9916288359, 2000182.9576033335 ], [ 2049.351932, 1984.259343, 65.092589, 2794.888949, 794.705992, 2000.182958 ], [ 0.866288, 0.838773, 0.027515, 0.142367, 0.092673, 0.128783 ], [ 601.222494, 601.222494, 601.222494, 601.222494, 601.222494, 601.222494 ], [ -95470, -106465, -75551, -7986939, -7373866, -4390052 ], [ 5.132739, 8.848483, 1.267803, 1.117557, 1.060536, 1.187863 ], [ 59, 30, 29, 59, 30, 29 ], [ 21, 9, 12, 21, 9, 12 ], [ 38, 21, 17, 38, 21, 17 ], [ 35.59322, 30, 41.37931, 35.59322, 30, 41.37931 ], [ 9.287813, 20.64646, 1.796054, 2.022246, 2.474584, 1.682806 ], [ 1726247, 1726247, 58333, 7277110, 7277110, 3670171 ], [ -46509, -26583, -46509, -4092065, -2380131, -4092065 ], [ 235, 211, 260, 235, 211, 260 ], [ 367, 390, 349, 367, 390, 349 ], [ 163, 135, 197, 163, 135, 197 ], [ 13909, 6354, 7555, 13909, 6354, 7555 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167012, 398106, -324306, -279696, -295134, -39673 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14194, "evaluation_days": 2365.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558051200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759318107384, "expiration_time": 1765437408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 95, "offset": 0, "a": 0.64521 } } }
# | 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) |
---|