Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9115600.0695 | 59808.2397 | -9175408.3092 | 402993340.8223 | -180383962.025 | 583377302.8473 |
Total P&L (%) | -9115.6001 | 59.8082 | -9175.4083 | 402993.3408 | -180383.962 | 583377.3028 |
Avg Daily Profit (%) | -3.8511 | 0.0253 | -3.8764 | 0.3513 | 0 | 0.367 |
Buy And Hold Return (%) | 718.662 | 718.662 | 718.662 | 718.662 | 718.662 | 718.662 |
Max Trade Drawdown | -9246594 | -56869 | -9271121 | -194363222 | -197105259 | -170483146 |
Profit Factor | 0.0588 | 1.5651 | 0.0422 | 1.6162 | 0.412 | 2.6801 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 18 | 19 | 29 | 16 | 13 |
Losing Trades | 23 | 12 | 11 | 31 | 14 | 17 |
Profitability (%) | 61.6667 | 60 | 63.3333 | 48.3333 | 53.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0365 | 1.0434 | 0.0244 | 1.7277 | 0.3605 | 3.5048 |
Largest Winning Trade | 63993 | 27654 | 63993 | 569554582 | 36075580 | 569554582 |
Largest Losing Trade | -9183539 | -23443 | -9183539 | -103708456 | -103708456 | -59981771 |
Avg Bars in Trades | 224 | 56 | 393 | 224 | 56 | 393 |
Avg Bars in Winners | 191 | 56 | 319 | 199 | 56 | 374 |
Avg Bars in Losers | 277 | 55 | 520 | 248 | 56 | 407 |
Bars Traded | 13483 | 1690 | 11793 | 13483 | 1690 | 11793 |
Profit Streak | 186.6933 | 186.6933 | 232.0266 | 186.6933 | 186.6933 | 232.0266 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751380 | -320967 | -577741 | -160372 | -579420 | 478558 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14202, "evaluation_days": 2367, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557172800000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759437498195, "expiration_time": 1765556064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -9115600.069484485, 59808.2397178212, -9175408.309202304, 402993340.8222923, -180383962.02499896, 583377302.8472911 ], [ -9115.600069, 59.80824, -9175.408309, 402993.340822, -180383.962025, 583377.302847 ], [ -3.85112, 0.025268, -3.876387, 0.351345, 0, 0.367026 ], [ 718.661972, 718.661972, 718.661972, 718.661972, 718.661972, 718.661972 ], [ -9246594, -56869, -9271121, -194363222, -197105259, -170483146 ], [ 0.058793, 1.565135, 0.042151, 1.616219, 0.411955, 2.680109 ], [ 60, 30, 30, 60, 30, 30 ], [ 37, 18, 19, 29, 16, 13 ], [ 23, 12, 11, 31, 14, 17 ], [ 61.666667, 60, 63.333333, 48.333333, 53.333333, 43.333333 ], [ 0.036547, 1.043423, 0.024403, 1.727682, 0.36046, 3.504758 ], [ 63993, 27654, 63993, 569554582, 36075580, 569554582 ], [ -9183539, -23443, -9183539, -103708456, -103708456, -59981771 ], [ 224, 56, 393, 224, 56, 393 ], [ 191, 56, 319, 199, 56, 374 ], [ 277, 55, 520, 248, 56, 407 ], [ 13483, 1690, 11793, 13483, 1690, 11793 ], [ 186.693266, 186.693266, 232.026599, 186.693266, 186.693266, 232.026599 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -751380, -320967, -577741, -160372, -579420, 478558 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14202, "evaluation_days": 2367, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557172800000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759437498195, "expiration_time": 1765556064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 2 } } }
# | 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) |
---|