Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1605683.8719 | 1712837.9864 | -107154.1145 | -64537.8505 | 64934.2834 | -129472.1339 |
Total P&L (%) | 1605.6839 | 1712.838 | -107.1541 | -64.5379 | 64.9343 | -129.4721 |
Avg Daily Profit (%) | 0.6759 | 0.721 | -0.0451 | -0.0436 | 0.0211 | 0 |
Buy And Hold Return (%) | 358.578 | 358.578 | 358.578 | 358.578 | 358.578 | 358.578 |
Max Trade Drawdown | -254002 | -175962 | -186318 | -524084 | -267058 | -268696 |
Profit Factor | 3.0144 | 5.4952 | 0.7425 | 0.9142 | 1.1803 | 0.6697 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 3.4163 | 6.2279 | 0.8415 | 1.0361 | 1.3377 | 0.759 |
Largest Winning Trade | 1546941 | 1546941 | 53877 | 358132 | 358132 | 159989 |
Largest Losing Trade | -74818 | -44574 | -74818 | -239976 | -187161 | -239976 |
Avg Bars in Trades | 142 | 141 | 142 | 142 | 141 | 142 |
Avg Bars in Winners | 173 | 169 | 176 | 173 | 169 | 176 |
Avg Bars in Losers | 114 | 117 | 111 | 114 | 117 | 111 |
Bars Traded | 9095 | 4543 | 4552 | 9095 | 4543 | 4552 |
Profit Streak | 0 | 0 | 85.4447 | 0 | 0 | 85.4447 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128649 | 643313 | -581064 | -723826 | -353955 | -581064 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559131200000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760114422303, "expiration_time": 1766254896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 198, "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": [ [ 1605683.8719281864, 1712837.9863959795, -107154.114467793, -64537.8504862093, 64934.2833823021, -129472.1338685114 ], [ 1605.683872, 1712.837986, -107.154114, -64.53785, 64.934283, -129.472134 ], [ 0.675935, 0.721043, -0.045108, -0.043632, 0.021066, 0 ], [ 358.577952, 358.577952, 358.577952, 358.577952, 358.577952, 358.577952 ], [ -254002, -175962, -186318, -524084, -267058, -268696 ], [ 3.014375, 5.495242, 0.742467, 0.914192, 1.180287, 0.669667 ], [ 64, 32, 32, 64, 32, 32 ], [ 30, 15, 15, 30, 15, 15 ], [ 34, 17, 17, 34, 17, 17 ], [ 46.875, 46.875, 46.875, 46.875, 46.875, 46.875 ], [ 3.416292, 6.227941, 0.841463, 1.036084, 1.337658, 0.758955 ], [ 1546941, 1546941, 53877, 358132, 358132, 159989 ], [ -74818, -44574, -74818, -239976, -187161, -239976 ], [ 142, 141, 142, 142, 141, 142 ], [ 173, 169, 176, 173, 169, 176 ], [ 114, 117, 111, 114, 117, 111 ], [ 9095, 4543, 4552, 9095, 4543, 4552 ], [ 0, 0, 85.444702, 0, 0, 85.444703 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128649, 643313, -581064, -723826, -353955, -581064 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9502, "evaluation_days": 2375.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559131200000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760114422303, "expiration_time": 1766254896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 198, "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) |
---|