Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1400706.3023 | 52765.6049 | -1453471.9071 | -86893.8563 | -5013206.5682 | 4926312.7119 |
Total P&L (%) | -1400.7063 | 52.7656 | -1453.4719 | -86.8939 | -5013.2066 | 4926.3127 |
Avg Daily Profit (%) | -0.591 | 0.0223 | -0.6132 | -0.0857 | 0 | 0.1654 |
Buy And Hold Return (%) | 455.1859 | 455.1859 | 455.1859 | 455.1859 | 455.1859 | 455.1859 |
Max Trade Drawdown | -1598380 | -134801 | -1539806 | -7457845 | -6942684 | -2480272 |
Profit Factor | 0.3724 | 1.1321 | 0.2068 | 0.9943 | 0.5496 | 2.2346 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 147 | 73 | 74 | 133 | 63 | 70 |
Losing Trades | 31 | 16 | 15 | 45 | 26 | 19 |
Profitability (%) | 82.5843 | 82.0225 | 83.1461 | 74.7191 | 70.7865 | 78.6517 |
Ratio Avg Win / Avg Loss | 0.0785 | 0.2481 | 0.0419 | 0.3364 | 0.2268 | 0.6065 |
Largest Winning Trade | 23816 | 23816 | 18406 | 2421663 | 937184 | 2421663 |
Largest Losing Trade | -1220863 | -63716 | -1220863 | -4472371 | -4472371 | -1724989 |
Avg Bars in Trades | 51 | 63 | 38 | 51 | 63 | 38 |
Avg Bars in Winners | 19 | 22 | 17 | 28 | 27 | 30 |
Avg Bars in Losers | 199 | 251 | 145 | 116 | 149 | 70 |
Bars Traded | 9085 | 5645 | 3440 | 9085 | 5645 | 3440 |
Profit Streak | 85.8062 | 85.8062 | 141.3062 | 85.8062 | 85.8062 | 141.3062 |
Trades During Streak | 9 | 4 | 9 | 9 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573808 | -400363 | -575081 | -575022 | -576713 | 519601 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9481, "evaluation_days": 2370.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559973600000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759648855940, "expiration_time": 1765787688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40638, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "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": [ [ -1400706.302250272, 52765.6048512196, -1453471.9071014915, -86893.8562965902, -5013206.568231359, 4926312.711934774 ], [ -1400.706302, 52.765605, -1453.471907, -86.893856, -5013.206568, 4926.312712 ], [ -0.590953, 0.022262, -0.613215, -0.085696, 0, 0.165405 ], [ 455.185924, 455.185924, 455.185924, 455.185924, 455.185924, 455.185924 ], [ -1598380, -134801, -1539806, -7457845, -6942684, -2480272 ], [ 0.372412, 1.13207, 0.206776, 0.994254, 0.549628, 2.234554 ], [ 178, 89, 89, 178, 89, 89 ], [ 147, 73, 74, 133, 63, 70 ], [ 31, 16, 15, 45, 26, 19 ], [ 82.58427, 82.022472, 83.146067, 74.719101, 70.786517, 78.651685 ], [ 0.078536, 0.248125, 0.041914, 0.336402, 0.226831, 0.606522 ], [ 23816, 23816, 18406, 2421663, 937184, 2421663 ], [ -1220863, -63716, -1220863, -4472371, -4472371, -1724989 ], [ 51, 63, 38, 51, 63, 38 ], [ 19, 22, 17, 28, 27, 30 ], [ 199, 251, 145, 116, 149, 70 ], [ 9085, 5645, 3440, 9085, 5645, 3440 ], [ 85.806203, 85.806203, 141.306203, 85.806203, 85.806203, 141.306203 ], [ 9, 4, 9, 9, 4, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573808, -400363, -575081, -575022, -576713, 519601 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9481, "evaluation_days": 2370.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559973600000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759648855940, "expiration_time": 1765787688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40638, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "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) |
---|