Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1315857.9413 | 64515.1143 | -1380373.0556 | -455672.0913 | -11014325.5336 | 10558653.4423 |
Total P&L (%) | -1315.8579 | 64.5151 | -1380.3731 | -455.6721 | -11014.3255 | 10558.6534 |
Avg Daily Profit (%) | -0.5575 | 0.0273 | -0.5848 | 0 | 0 | 0.198 |
Buy And Hold Return (%) | 507.8332 | 507.8332 | 507.8332 | 507.8332 | 507.8332 | 507.8332 |
Max Trade Drawdown | -1509505 | -185562 | -1482779 | -19205603 | -17238468 | -5553708 |
Profit Factor | 0.3984 | 1.1677 | 0.2343 | 0.9867 | 0.5368 | 2.0134 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 129 | 63 | 66 | 91 | 46 | 45 |
Losing Trades | 41 | 22 | 19 | 79 | 39 | 40 |
Profitability (%) | 75.8824 | 74.1176 | 77.6471 | 53.5294 | 54.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.1266 | 0.4078 | 0.0674 | 0.8566 | 0.4551 | 1.7897 |
Largest Winning Trade | 38461 | 38461 | 20697 | 4190811 | 1469410 | 4190811 |
Largest Losing Trade | -1131666 | -67758 | -1131666 | -6941032 | -6941032 | -2153069 |
Avg Bars in Trades | 40 | 47 | 33 | 40 | 47 | 33 |
Avg Bars in Winners | 13 | 15 | 11 | 30 | 30 | 29 |
Avg Bars in Losers | 123 | 137 | 108 | 51 | 66 | 36 |
Bars Traded | 6829 | 4001 | 2828 | 6829 | 4001 | 2828 |
Profit Streak | 54.7314 | 77.7314 | 54.7314 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574910 | -355385 | -575775 | -579429 | -580570 | 428446 |
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{ "first_band": { "type": "ssf", "factors": { "length": 9, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "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": [ [ -1315857.9413070818, 64515.1142669144, -1380373.0555739969, -455672.0913004889, -11014325.533634158, 10558653.442333668 ], [ -1315.857941, 64.515114, -1380.373056, -455.672091, -11014.325534, 10558.653442 ], [ -0.557489, 0.027333, -0.584822, 0, 0, 0.198005 ], [ 507.833164, 507.833164, 507.833164, 507.833164, 507.833164, 507.833164 ], [ -1509505, -185562, -1482779, -19205603, -17238468, -5553708 ], [ 0.398446, 1.167685, 0.234272, 0.986675, 0.536788, 2.013401 ], [ 170, 85, 85, 170, 85, 85 ], [ 129, 63, 66, 91, 46, 45 ], [ 41, 22, 19, 79, 39, 40 ], [ 75.882353, 74.117647, 77.647059, 53.529412, 54.117647, 52.941176 ], [ 0.126638, 0.407763, 0.067442, 0.856564, 0.455103, 1.78969 ], [ 38461, 38461, 20697, 4190811, 1469410, 4190811 ], [ -1131666, -67758, -1131666, -6941032, -6941032, -2153069 ], [ 40, 47, 33, 40, 47, 33 ], [ 13, 15, 11, 30, 30, 29 ], [ 123, 137, 108, 51, 66, 36 ], [ 6829, 4001, 2828, 6829, 4001, 2828 ], [ 54.731381, 77.731381, 54.731381, 0, 0, 0 ], [ 8, 4, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574910, -355385, -575775, -579429, -580570, 428446 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7081, "evaluation_days": 2360.33, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558396800000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758792791368, "expiration_time": 1764876384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 9, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "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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