Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846355.3456 | 1756373.5826 | 89981.763 | 5517668.773 | 4033418.5214 | 1484250.2515 |
Total P&L (%) | 1846.3553 | 1756.3736 | 89.9818 | 5517.6688 | 4033.4185 | 1484.2503 |
Avg Daily Profit (%) | 0.7803 | 0.7422 | 0.038 | 0.1704 | 0.1574 | 0.1168 |
Buy And Hold Return (%) | 612.8963 | 612.8963 | 612.8963 | 612.8963 | 612.8963 | 612.8963 |
Max Trade Drawdown | -138990 | -154370 | -63911 | -6681938 | -5792533 | -1988643 |
Profit Factor | 4.7954 | 7.3981 | 1.4245 | 1.2995 | 1.3596 | 1.2059 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 43.2836 | 38.2353 | 48.4848 | 43.2836 | 38.2353 | 48.4848 |
Ratio Avg Win / Avg Loss | 6.2836 | 11.9507 | 1.5136 | 1.7028 | 2.1963 | 1.2813 |
Largest Winning Trade | 1428858 | 1428858 | 66794 | 7326271 | 7326271 | 3297203 |
Largest Losing Trade | -41254 | -39899 | -41254 | -1864606 | -1647606 | -1864606 |
Avg Bars in Trades | 207 | 190 | 225 | 207 | 190 | 225 |
Avg Bars in Winners | 328 | 339 | 318 | 328 | 339 | 318 |
Avg Bars in Losers | 115 | 97 | 137 | 115 | 97 | 137 |
Bars Traded | 13905 | 6466 | 7439 | 13905 | 6466 | 7439 |
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 | -106347 | 481594 | -306540 | -114913 | 157002 | -41815 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14198, "evaluation_days": 2366.33, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557849600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759374916387, "expiration_time": 1765496736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 183, "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": [ [ 1846355.3455648047, 1756373.582557007, 89981.7630077978, 5517668.772951768, 4033418.521431691, 1484250.251520076 ], [ 1846.355346, 1756.373583, 89.981763, 5517.668773, 4033.418521, 1484.250252 ], [ 0.780261, 0.742235, 0.038026, 0.170388, 0.157401, 0.116818 ], [ 612.896324, 612.896324, 612.896324, 612.896324, 612.896324, 612.896324 ], [ -138990, -154370, -63911, -6681938, -5792533, -1988643 ], [ 4.795366, 7.398064, 1.424523, 1.299467, 1.359621, 1.205882 ], [ 67, 34, 33, 67, 34, 33 ], [ 29, 13, 16, 29, 13, 16 ], [ 38, 21, 17, 38, 21, 17 ], [ 43.283582, 38.235294, 48.484848, 43.283582, 38.235294, 48.484848 ], [ 6.283583, 11.950719, 1.513555, 1.70275, 2.196311, 1.28125 ], [ 1428858, 1428858, 66794, 7326271, 7326271, 3297203 ], [ -41254, -39899, -41254, -1864606, -1647606, -1864606 ], [ 207, 190, 225, 207, 190, 225 ], [ 328, 339, 318, 328, 339, 318 ], [ 115, 97, 137, 115, 97, 137 ], [ 13905, 6466, 7439, 13905, 6466, 7439 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106347, 481594, -306540, -114913, 157002, -41815 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14198, "evaluation_days": 2366.33, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557849600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759374916387, "expiration_time": 1765496736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 183, "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) |
---|