Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830117.9621 | 911838.17 | -81720.208 | -198956.3421 | -55446.464 | -143509.8781 |
Total P&L (%) | 830.118 | 911.8382 | -81.7202 | -198.9563 | -55.4465 | -143.5099 |
Avg Daily Profit (%) | 0.3493 | 0.3837 | -0.0344 | 0 | -0.034 | 0 |
Buy And Hold Return (%) | 331.4276 | 331.4276 | 331.4276 | 331.4276 | 331.4276 | 331.4276 |
Max Trade Drawdown | -188187 | -139167 | -221930 | -426156 | -282480 | -217193 |
Profit Factor | 2.1788 | 3.7887 | 0.7834 | 0.7957 | 0.893 | 0.6849 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 15 | 18 | 40 | 22 | 18 |
Losing Trades | 45 | 24 | 21 | 38 | 17 | 21 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 51.2821 | 56.4103 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.9711 | 6.0619 | 0.9139 | 0.7559 | 0.6901 | 0.799 |
Largest Winning Trade | 807348 | 807348 | 50297 | 67724 | 67724 | 63745 |
Largest Losing Trade | -120350 | -37558 | -120350 | -206152 | -206152 | -95491 |
Avg Bars in Trades | 87 | 81 | 94 | 87 | 81 | 94 |
Avg Bars in Winners | 137 | 140 | 134 | 47 | 34 | 63 |
Avg Bars in Losers | 50 | 43 | 58 | 129 | 140 | 119 |
Bars Traded | 6829 | 3163 | 3666 | 6829 | 3163 | 3666 |
Profit Streak | 0 | 0 | 62.7857 | 2.119 | 64.4524 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31861 | 313770 | -581693 | -621355 | -578953 | -582253 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7129, "evaluation_days": 2376.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562083200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760151083830, "expiration_time": 1766300256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 183 } }, "second_band": { "type": "supertrend", "factors": { "length": 126, "offset": 0, "multiplier": 2.25539 } } }
{ "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": [ [ 830117.9620514694, 911838.1700152293, -81720.2079637598, -198956.3421113226, -55446.4639755612, -143509.8781357614 ], [ 830.117962, 911.83817, -81.720208, -198.956342, -55.446464, -143.509878 ], [ 0.349328, 0.383717, -0.034389, 0, -0.034016, 0 ], [ 331.427569, 331.427569, 331.427569, 331.427569, 331.427569, 331.427569 ], [ -188187, -139167, -221930, -426156, -282480, -217193 ], [ 2.178789, 3.78866, 0.783369, 0.795691, 0.89304, 0.684883 ], [ 78, 39, 39, 78, 39, 39 ], [ 33, 15, 18, 40, 22, 18 ], [ 45, 24, 21, 38, 17, 21 ], [ 42.307692, 38.461538, 46.153846, 51.282051, 56.410256, 46.153846 ], [ 2.971076, 6.061856, 0.91393, 0.755907, 0.690076, 0.799031 ], [ 807348, 807348, 50297, 67724, 67724, 63745 ], [ -120350, -37558, -120350, -206152, -206152, -95491 ], [ 87, 81, 94, 87, 81, 94 ], [ 137, 140, 134, 47, 34, 63 ], [ 50, 43, 58, 129, 140, 119 ], [ 6829, 3163, 3666, 6829, 3163, 3666 ], [ 0, 0, 62.785692, 2.119026, 64.452359, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -31861, 313770, -581693, -621355, -578953, -582253 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7129, "evaluation_days": 2376.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562083200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760151083830, "expiration_time": 1766300256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 183 } }, "second_band": { "type": "supertrend", "factors": { "length": 126, "offset": 0, "multiplier": 2.25539 } } }
# | 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) |
---|