Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1713430.2897 | 1614633.0186 | 98797.2712 | 7534409.4315 | 3426573.1847 | 4107836.2467 |
Total P&L (%) | 1713.4303 | 1614.633 | 98.7973 | 7534.4094 | 3426.5732 | 4107.8362 |
Avg Daily Profit (%) | 0.7248 | 0.683 | 0.0418 | 0.1836 | 0.1508 | 0.1583 |
Buy And Hold Return (%) | 505.7133 | 505.7133 | 505.7133 | 505.7133 | 505.7133 | 505.7133 |
Max Trade Drawdown | -135815 | -154943 | -44635 | -9846158 | -10333159 | -3321142 |
Profit Factor | 4.2633 | 6.2461 | 1.4547 | 1.2345 | 1.1629 | 1.3702 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 42.8571 | 38.4615 | 47.3684 | 42.8571 | 38.4615 | 47.3684 |
Ratio Avg Win / Avg Loss | 5.6843 | 9.9938 | 1.6163 | 1.6459 | 1.8606 | 1.5225 |
Largest Winning Trade | 1221302 | 1221302 | 66176 | 10346280 | 10346280 | 5037258 |
Largest Losing Trade | -29551 | -29551 | -25051 | -3501825 | -3501825 | -1561081 |
Avg Bars in Trades | 180 | 156 | 205 | 180 | 156 | 205 |
Avg Bars in Winners | 275 | 264 | 284 | 275 | 264 | 284 |
Avg Bars in Losers | 109 | 88 | 133 | 109 | 88 | 133 |
Bars Traded | 13909 | 6109 | 7800 | 13909 | 6109 | 7800 |
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 | -32043 | 478368 | -301731 | -40363 | -37272 | 298630 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14184, "evaluation_days": 2364, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558036800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164784376, "expiration_time": 1765289088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 4.65342 } } }
{ "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": [ [ 1713430.2897058965, 1614633.0185528614, 98797.271153035, 7534409.431476757, 3426573.184734012, 4107836.246742742 ], [ 1713.43029, 1614.633019, 98.797271, 7534.409431, 3426.573185, 4107.836247 ], [ 0.724801, 0.683009, 0.041792, 0.183554, 0.150829, 0.158312 ], [ 505.713278, 505.713278, 505.713278, 505.713278, 505.713278, 505.713278 ], [ -135815, -154943, -44635, -9846158, -10333159, -3321142 ], [ 4.263252, 6.246147, 1.454672, 1.234459, 1.162857, 1.370243 ], [ 77, 39, 38, 77, 39, 38 ], [ 33, 15, 18, 33, 15, 18 ], [ 44, 24, 20, 44, 24, 20 ], [ 42.857143, 38.461538, 47.368421, 42.857143, 38.461538, 47.368421 ], [ 5.684335, 9.993836, 1.616302, 1.645945, 1.860571, 1.522492 ], [ 1221302, 1221302, 66176, 10346280, 10346280, 5037258 ], [ -29551, -29551, -25051, -3501825, -3501825, -1561081 ], [ 180, 156, 205, 180, 156, 205 ], [ 275, 264, 284, 275, 264, 284 ], [ 109, 88, 133, 109, 88, 133 ], [ 13909, 6109, 7800, 13909, 6109, 7800 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32043, 478368, -301731, -40363, -37272, 298630 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14184, "evaluation_days": 2364, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558036800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164784376, "expiration_time": 1765289088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 4.65342 } } }
# | 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) |
---|