Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2123137.7069 | 1952955.2688 | 170182.4381 | 17655958.1808 | 6367543.9234 | 11288414.2574 |
Total P&L (%) | 2123.1377 | 1952.9553 | 170.1824 | 17655.9582 | 6367.5439 | 11288.4143 |
Avg Daily Profit (%) | 0.8934 | 0.8218 | 0.0716 | 0.2182 | 0.1756 | 0.1994 |
Buy And Hold Return (%) | 313.6399 | 313.6399 | 313.6399 | 313.6399 | 313.6399 | 313.6399 |
Max Trade Drawdown | -89298 | -80748 | -80435 | -13312833 | -10007652 | -5630007 |
Profit Factor | 3.7563 | 5.9829 | 1.4498 | 1.3504 | 1.2446 | 1.4634 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 43.1953 | 40.4762 | 45.8824 | 43.1953 | 40.4762 | 45.8824 |
Ratio Avg Win / Avg Loss | 4.9398 | 8.7984 | 1.71 | 1.7759 | 1.8303 | 1.7261 |
Largest Winning Trade | 1549940 | 1549940 | 63314 | 6395471 | 6395471 | 5724981 |
Largest Losing Trade | -38621 | -23721 | -38621 | -4467149 | -4311506 | -4467149 |
Avg Bars in Trades | 55 | 45 | 65 | 55 | 45 | 65 |
Avg Bars in Winners | 83 | 68 | 96 | 83 | 68 | 96 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 9326 | 3786 | 5540 | 9326 | 3786 | 5540 |
Profit Streak | 20.3273 | 20.3273 | 28.0773 | 20.3273 | 20.3273 | 28.0773 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 708638 | 637430 | -261455 | 338552 | 187452 | 351483 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9506, "evaluation_days": 2376.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558245600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760190677389, "expiration_time": 1766343888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 15, "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": [ [ 2123137.7068778058, 1952955.2687973708, 170182.438080435, 17655958.180816337, 6367543.923400705, 11288414.257415641 ], [ 2123.137707, 1952.955269, 170.182438, 17655.958181, 6367.543923, 11288.414257 ], [ 0.893388, 0.821778, 0.071611, 0.218176, 0.175596, 0.199449 ], [ 313.63986, 313.63986, 313.63986, 313.63986, 313.63986, 313.63986 ], [ -89298, -80748, -80435, -13312833, -10007652, -5630007 ], [ 3.756331, 5.982922, 1.449805, 1.350391, 1.244625, 1.463409 ], [ 169, 84, 85, 169, 84, 85 ], [ 73, 34, 39, 73, 34, 39 ], [ 96, 50, 46, 96, 50, 46 ], [ 43.195266, 40.47619, 45.882353, 43.195266, 40.47619, 45.882353 ], [ 4.939833, 8.798415, 1.710027, 1.775856, 1.83033, 1.726072 ], [ 1549940, 1549940, 63314, 6395471, 6395471, 5724981 ], [ -38621, -23721, -38621, -4467149, -4311506, -4467149 ], [ 55, 45, 65, 55, 45, 65 ], [ 83, 68, 96, 83, 68, 96 ], [ 33, 29, 38, 33, 29, 38 ], [ 9326, 3786, 5540, 9326, 3786, 5540 ], [ 20.327284, 20.327284, 28.077284, 20.327285, 20.327285, 28.077285 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 708638, 637430, -261455, 338552, 187452, 351483 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9506, "evaluation_days": 2376.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558245600000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760190677389, "expiration_time": 1766343888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 15, "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) |
---|