Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896601.0713 | 1832980.1808 | 63620.8905 | 2554415.759 | -301432.865 | 2855848.624 |
Total P&L (%) | 1896.6011 | 1832.9802 | 63.6209 | 2554.4158 | -301.4329 | 2855.8486 |
Avg Daily Profit (%) | 0.8038 | 0.7769 | 0.027 | 0.1391 | 0 | 0.1436 |
Buy And Hold Return (%) | 619.1226 | 619.1226 | 619.1226 | 619.1226 | 619.1226 | 619.1226 |
Max Trade Drawdown | -191445 | -165936 | -80537 | -13582838 | -11308438 | -5553090 |
Profit Factor | 4.2726 | 6.7877 | 1.2421 | 1.0934 | 0.9812 | 1.252 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 42.2535 | 41.6667 | 42.8571 | 42.2535 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.8392 | 9.5028 | 1.6561 | 1.4943 | 1.3737 | 1.6693 |
Largest Winning Trade | 1506760 | 1506760 | 56677 | 9588699 | 9588699 | 4350470 |
Largest Losing Trade | -57436 | -38513 | -57436 | -5553090 | -5044227 | -5553090 |
Avg Bars in Trades | 128 | 124 | 132 | 128 | 124 | 132 |
Avg Bars in Winners | 182 | 196 | 169 | 182 | 196 | 169 |
Avg Bars in Losers | 88 | 72 | 104 | 88 | 72 | 104 |
Bars Traded | 9104 | 4465 | 4639 | 9104 | 4465 | 4639 |
Profit Streak | 76.8701 | 114.3701 | 0 | 76.8701 | 114.3701 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76356 | 564146 | -324578 | -220623 | -581790 | -4454 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "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": [ [ 1896601.071327307, 1832980.1808279268, 63620.8904993802, 2554415.7590306043, -301432.8650085633, 2855848.624039163 ], [ 1896.601071, 1832.980181, 63.62089, 2554.415759, -301.432865, 2855.848624 ], [ 0.803815, 0.776851, 0.026964, 0.139059, 0, 0.143624 ], [ 619.122556, 619.122556, 619.122556, 619.122556, 619.122556, 619.122556 ], [ -191445, -165936, -80537, -13582838, -11308438, -5553090 ], [ 4.272588, 6.78773, 1.242051, 1.093385, 0.981183, 1.251954 ], [ 71, 36, 35, 71, 36, 35 ], [ 30, 15, 15, 30, 15, 15 ], [ 41, 21, 20, 41, 21, 20 ], [ 42.253521, 41.666667, 42.857143, 42.253521, 41.666667, 42.857143 ], [ 5.839203, 9.502822, 1.656068, 1.494292, 1.373656, 1.669273 ], [ 1506760, 1506760, 56677, 9588699, 9588699, 4350470 ], [ -57436, -38513, -57436, -5553090, -5044227, -5553090 ], [ 128, 124, 132, 128, 124, 132 ], [ 182, 196, 169, 182, 196, 169 ], [ 88, 72, 104, 88, 72, 104 ], [ 9104, 4465, 4639, 9104, 4465, 4639 ], [ 76.870072, 114.370073, 0, 76.870073, 114.370073, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -76356, 564146, -324578, -220623, -581790, -4454 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558569600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758898374269, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "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) |
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