Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017767.0552 | 894799.4551 | 122967.6002 | 11038072.672 | 2439427.5044 | 8598645.1676 |
Total P&L (%) | 1017.7671 | 894.7995 | 122.9676 | 11038.0727 | 2439.4275 | 8598.6452 |
Avg Daily Profit (%) | 0.4306 | 0.3786 | 0.052 | 0.1996 | 0.1369 | 0.1891 |
Buy And Hold Return (%) | 439.455 | 439.455 | 439.455 | 439.455 | 439.455 | 439.455 |
Max Trade Drawdown | -117950 | -137163 | -61538 | -21090016 | -17154185 | -10157993 |
Profit Factor | 2.449 | 3.4325 | 1.3676 | 1.1496 | 1.056 | 1.2846 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 47.8873 | 49.2958 | 46.4789 | 47.8873 | 49.2958 | 46.4789 |
Ratio Avg Win / Avg Loss | 2.6651 | 3.5306 | 1.5748 | 1.251 | 1.0862 | 1.4792 |
Largest Winning Trade | 390877 | 390877 | 61114 | 9957505 | 8962956 | 9957505 |
Largest Losing Trade | -36230 | -31159 | -36230 | -8022490 | -7323510 | -8022490 |
Avg Bars in Trades | 48 | 32 | 63 | 48 | 32 | 63 |
Avg Bars in Winners | 57 | 38 | 78 | 57 | 38 | 78 |
Avg Bars in Losers | 39 | 27 | 50 | 39 | 27 | 50 |
Bars Traded | 6827 | 2332 | 4495 | 6827 | 2332 | 4495 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340100 | -77751 | -375938 | -48385 | -256943 | -80393 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7091, "evaluation_days": 2363.67, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559692800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759055870316, "expiration_time": 1765173024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1017767.055210903, 894799.4550549564, 122967.6001559469, 11038072.67195333, 2439427.5043772436, 8598645.16757608 ], [ 1017.767055, 894.799455, 122.9676, 11038.072672, 2439.427504, 8598.645168 ], [ 0.430588, 0.378564, 0.052024, 0.19959, 0.136937, 0.189112 ], [ 439.455032, 439.455032, 439.455032, 439.455032, 439.455032, 439.455032 ], [ -117950, -137163, -61538, -21090016, -17154185, -10157993 ], [ 2.44901, 3.432491, 1.367578, 1.149594, 1.05599, 1.284557 ], [ 142, 71, 71, 142, 71, 71 ], [ 68, 35, 33, 68, 35, 33 ], [ 74, 36, 38, 74, 36, 38 ], [ 47.887324, 49.295775, 46.478873, 47.887324, 49.295775, 46.478873 ], [ 2.665099, 3.530562, 1.574787, 1.251029, 1.086161, 1.479187 ], [ 390877, 390877, 61114, 9957505, 8962956, 9957505 ], [ -36230, -31159, -36230, -8022490, -7323510, -8022490 ], [ 48, 32, 63, 48, 32, 63 ], [ 57, 38, 78, 57, 38, 78 ], [ 39, 27, 50, 39, 27, 50 ], [ 6827, 2332, 4495, 6827, 2332, 4495 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340100, -77751, -375938, -48385, -256943, -80393 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7091, "evaluation_days": 2363.67, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559692800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759055870316, "expiration_time": 1765173024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|