Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1786137.1915 | 1686644.2932 | 99492.8984 | 7266677.6443 | 5317199.2015 | 1949478.4428 |
Total P&L (%) | 1786.1372 | 1686.6443 | 99.4929 | 7266.6776 | 5317.1992 | 1949.4784 |
Avg Daily Profit (%) | 0.7572 | 0.715 | 0.0422 | 0.1824 | 0.1694 | 0.1281 |
Buy And Hold Return (%) | 574.7807 | 574.7807 | 574.7807 | 574.7807 | 574.7807 | 574.7807 |
Max Trade Drawdown | -131569 | -154239 | -48517 | -8402682 | -7785848 | -2657733 |
Profit Factor | 4.8148 | 7.0771 | 1.5218 | 1.3139 | 1.3623 | 1.2301 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 41.5385 | 31.25 | 51.5152 | 41.5385 | 31.25 | 51.5152 |
Ratio Avg Win / Avg Loss | 6.7763 | 15.5697 | 1.4323 | 1.8492 | 2.997 | 1.1578 |
Largest Winning Trade | 1325098 | 1325098 | 63183 | 9333223 | 9333223 | 3621847 |
Largest Losing Trade | -38049 | -38049 | -34014 | -2388647 | -2388647 | -1510363 |
Avg Bars in Trades | 210 | 196 | 223 | 210 | 196 | 223 |
Avg Bars in Winners | 337 | 388 | 307 | 337 | 388 | 307 |
Avg Bars in Losers | 119 | 109 | 133 | 119 | 109 | 133 |
Bars Traded | 13651 | 6283 | 7368 | 13651 | 6283 | 7368 |
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 | -122124 | 377085 | -300734 | -130400 | 72992 | -24498 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558324800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890718296, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.27724 } }, "second_band": { "type": "hma", "factors": { "length": 225, "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": [ [ 1786137.191546002, 1686644.293169692, 99492.8983763098, 7266677.644325703, 5317199.201529171, 1949478.4427965318 ], [ 1786.137192, 1686.644293, 99.492898, 7266.677644, 5317.199202, 1949.478443 ], [ 0.757213, 0.715034, 0.042179, 0.182441, 0.169387, 0.128119 ], [ 574.780741, 574.780741, 574.780741, 574.780741, 574.780741, 574.780741 ], [ -131569, -154239, -48517, -8402682, -7785848, -2657733 ], [ 4.814768, 7.07714, 1.521787, 1.313912, 1.362272, 1.230124 ], [ 65, 32, 33, 65, 32, 33 ], [ 27, 10, 17, 27, 10, 17 ], [ 38, 22, 16, 38, 22, 16 ], [ 41.538462, 31.25, 51.515152, 41.538462, 31.25, 51.515152 ], [ 6.776341, 15.569709, 1.43227, 1.849209, 2.996999, 1.157763 ], [ 1325098, 1325098, 63183, 9333223, 9333223, 3621847 ], [ -38049, -38049, -34014, -2388647, -2388647, -1510363 ], [ 210, 196, 223, 210, 196, 223 ], [ 337, 388, 307, 337, 388, 307 ], [ 119, 109, 133, 119, 109, 133 ], [ 13651, 6283, 7368, 13651, 6283, 7368 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -122124, 377085, -300734, -130400, 72992, -24498 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558324800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890718296, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.27724 } }, "second_band": { "type": "hma", "factors": { "length": 225, "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) |
---|