Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219815.3871 | 163453.1041 | 56362.283 | 156514.9839 | 142434.6636 | 14080.3203 |
Total P&L (%) | 219.8154 | 163.4531 | 56.3623 | 156.515 | 142.4347 | 14.0803 |
Avg Daily Profit (%) | 0.211 | 0.1569 | 0.0541 | 0.0905 | 0.0851 | 0.0126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58338 | -31935 | -86605 | -161447 | -71146 | -141643 |
Profit Factor | 1.4966 | 2.159 | 1.1869 | 1.1935 | 1.5888 | 1.0248 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 48.5294 | 48.5294 | 48.5294 | 48.5294 | 48.5294 | 48.5294 |
Ratio Avg Win / Avg Loss | 1.5873 | 2.2898 | 1.2588 | 1.2658 | 1.685 | 1.0869 |
Largest Winning Trade | 52027 | 52027 | 42869 | 76932 | 70489 | 76932 |
Largest Losing Trade | -57551 | -12830 | -57551 | -141643 | -27837 | -141643 |
Avg Bars in Trades | 180 | 71 | 290 | 180 | 71 | 290 |
Avg Bars in Winners | 255 | 95 | 416 | 255 | 95 | 416 |
Avg Bars in Losers | 109 | 48 | 171 | 109 | 48 | 171 |
Bars Traded | 24577 | 4838 | 19739 | 24577 | 4838 | 19739 |
Profit Streak | 0 | 0 | 47.4556 | 0 | 0 | 47.4556 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356394 | -98670 | -246028 | -80045 | -186471 | -517452 |
{ "trading_pair": "THETA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669449600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758909360073, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 90, "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": [ [ 219815.3871063796, 163453.1041325551, 56362.2829738244, 156514.9838718006, 142434.6635867029, 14080.3202850977 ], [ 219.815387, 163.453104, 56.362283, 156.514984, 142.434664, 14.08032 ], [ 0.211032, 0.156922, 0.05411, 0.090479, 0.085054, 0.012648 ], [ 10, 10, 10, 10, 10, 10 ], [ -58338, -31935, -86605, -161447, -71146, -141643 ], [ 1.496561, 2.158957, 1.186852, 1.19351, 1.588754, 1.024838 ], [ 136, 68, 68, 136, 68, 68 ], [ 66, 33, 33, 66, 33, 33 ], [ 70, 35, 35, 70, 35, 35 ], [ 48.529412, 48.529412, 48.529412, 48.529412, 48.529412, 48.529412 ], [ 1.587262, 2.289803, 1.258783, 1.265844, 1.685042, 1.086949 ], [ 52027, 52027, 42869, 76932, 70489, 76932 ], [ -57551, -12830, -57551, -141643, -27837, -141643 ], [ 180, 71, 290, 180, 71, 290 ], [ 255, 95, 416, 255, 95, 416 ], [ 109, 48, 171, 109, 48, 171 ], [ 24577, 4838, 19739, 24577, 4838, 19739 ], [ 0, 0, 47.455556, 0, 0, 47.455556 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356394, -98670, -246028, -80045, -186471, -517452 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669449600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758909360073, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 90, "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) |
---|