Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554192.0429 | 1485285.4678 | 68906.575 | 4912493.9598 | 1504758.544 | 3407735.4158 |
Total P&L (%) | 1554.192 | 1485.2855 | 68.9066 | 4912.494 | 1504.7585 | 3407.7354 |
Avg Daily Profit (%) | 0.6587 | 0.6295 | 0.0292 | 0.166 | 0.1177 | 0.1509 |
Buy And Hold Return (%) | 564.7858 | 564.7858 | 564.7858 | 564.7858 | 564.7858 | 564.7858 |
Max Trade Drawdown | -131943 | -116793 | -58371 | -4385238 | -4010665 | -1915085 |
Profit Factor | 4.3153 | 7.3254 | 1.2945 | 1.3921 | 1.1886 | 1.749 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 38.9831 | 41.3793 | 36.6667 | 38.9831 | 41.3793 | 36.6667 |
Ratio Avg Win / Avg Loss | 6.7544 | 10.3776 | 2.236 | 2.1789 | 1.6838 | 3.0211 |
Largest Winning Trade | 1077924 | 1077924 | 63796 | 3478371 | 3478371 | 2145455 |
Largest Losing Trade | -35116 | -29480 | -35116 | -1487810 | -1487810 | -1104623 |
Avg Bars in Trades | 157 | 152 | 161 | 157 | 152 | 161 |
Avg Bars in Winners | 232 | 237 | 227 | 232 | 237 | 227 |
Avg Bars in Losers | 108 | 91 | 124 | 108 | 91 | 124 |
Bars Traded | 9267 | 4410 | 4857 | 9267 | 4410 | 4857 |
Profit Streak | 73.3176 | 111.0676 | 73.3176 | 73.3176 | 111.0676 | 73.3176 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167176 | 502260 | -323158 | -173590 | -53681 | 202137 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558029600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758829036502, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 65, "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": [ [ 1554192.042868882, 1485285.4678196565, 68906.5750492255, 4912493.959792293, 1504758.5440288426, 3407735.4157634526 ], [ 1554.192043, 1485.285468, 68.906575, 4912.49396, 1504.758544, 3407.735416 ], [ 0.658696, 0.629492, 0.029204, 0.166042, 0.117703, 0.15089 ], [ 564.785752, 564.785752, 564.785752, 564.785752, 564.785752, 564.785752 ], [ -131943, -116793, -58371, -4385238, -4010665, -1915085 ], [ 4.315303, 7.325386, 1.294498, 1.392096, 1.188583, 1.749033 ], [ 59, 29, 30, 59, 29, 30 ], [ 23, 12, 11, 23, 12, 11 ], [ 36, 17, 19, 36, 17, 19 ], [ 38.983051, 41.37931, 36.666667, 38.983051, 41.37931, 36.666667 ], [ 6.754388, 10.377631, 2.235951, 2.178934, 1.683826, 3.021057 ], [ 1077924, 1077924, 63796, 3478371, 3478371, 2145455 ], [ -35116, -29480, -35116, -1487810, -1487810, -1104623 ], [ 157, 152, 161, 157, 152, 161 ], [ 232, 237, 227, 232, 237, 227 ], [ 108, 91, 124, 108, 91, 124 ], [ 9267, 4410, 4857, 9267, 4410, 4857 ], [ 73.317552, 111.067552, 73.317552, 73.317552, 111.067552, 73.317552 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167176, 502260, -323158, -173590, -53681, 202137 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558029600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758829036502, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 65, "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) |
---|