Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609582.983 | 1645955.7011 | -36372.7181 | 307990.1242 | 59832.6115 | 248157.5127 |
Total P&L (%) | 1609.583 | 1645.9557 | -36.3727 | 307.9901 | 59.8326 | 248.1575 |
Avg Daily Profit (%) | 0.6796 | 0.6949 | -0.0154 | 0.0594 | 0.0198 | 0.0527 |
Buy And Hold Return (%) | 531.3732 | 531.3732 | 531.3732 | 531.3732 | 531.3732 | 531.3732 |
Max Trade Drawdown | -249792 | -221607 | -135801 | -1264281 | -1023483 | -322115 |
Profit Factor | 2.9718 | 4.8576 | 0.9066 | 1.1202 | 1.0396 | 1.2361 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 35.2941 | 31.9149 | 38.7097 | 35.2941 | 31.9149 | 38.7097 |
Ratio Avg Win / Avg Loss | 5.4483 | 10.3629 | 1.4355 | 2.0538 | 2.2179 | 1.9571 |
Largest Winning Trade | 1461200 | 1461200 | 46047 | 991695 | 991695 | 365447 |
Largest Losing Trade | -42308 | -31269 | -42308 | -277238 | -277238 | -210841 |
Avg Bars in Trades | 74 | 71 | 76 | 74 | 71 | 76 |
Avg Bars in Winners | 125 | 132 | 118 | 125 | 132 | 118 |
Avg Bars in Losers | 46 | 43 | 50 | 46 | 43 | 50 |
Bars Traded | 13882 | 6737 | 7146 | 13882 | 6737 | 7146 |
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 | 359542 | 345521 | -583807 | -371290 | -515349 | -292231 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14211, "evaluation_days": 2368.5, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558180800000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759564656195, "expiration_time": 1765689552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 228 } }, "second_band": { "type": "vwma", "factors": { "length": 42, "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": [ [ 1609582.982965742, 1645955.7010639787, -36372.7180982372, 307990.124157267, 59832.6115021036, 248157.5126551639 ], [ 1609.582983, 1645.955701, -36.372718, 307.990124, 59.832612, 248.157513 ], [ 0.679579, 0.694936, -0.015357, 0.059383, 0.019802, 0.052684 ], [ 531.373215, 531.373215, 531.373215, 531.373215, 531.373215, 531.373215 ], [ -249792, -221607, -135801, -1264281, -1023483, -322115 ], [ 2.971775, 4.857599, 0.906649, 1.120247, 1.039622, 1.236063 ], [ 187, 94, 93, 187, 94, 93 ], [ 66, 30, 36, 66, 30, 36 ], [ 121, 64, 57, 121, 64, 57 ], [ 35.294118, 31.914894, 38.709677, 35.294118, 31.914894, 38.709677 ], [ 5.448254, 10.362877, 1.435527, 2.053787, 2.217861, 1.957099 ], [ 1461200, 1461200, 46047, 991695, 991695, 365447 ], [ -42308, -31269, -42308, -277238, -277238, -210841 ], [ 74, 71, 76, 74, 71, 76 ], [ 125, 132, 118, 125, 132, 118 ], [ 46, 43, 50, 46, 43, 50 ], [ 13882, 6737, 7146, 13882, 6737, 7146 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359542, 345521, -583807, -371290, -515349, -292231 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14211, "evaluation_days": 2368.5, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558180800000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759564656195, "expiration_time": 1765689552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 228 } }, "second_band": { "type": "vwma", "factors": { "length": 42, "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) |
---|