Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1639265.4595 | 1695063.624 | -55798.1644 | -131241.2406 | -77630.7479 | -53610.4927 |
Total P&L (%) | 1639.2655 | 1695.0636 | -55.7982 | -131.2412 | -77.6307 | -53.6105 |
Avg Daily Profit (%) | 0.6931 | 0.7167 | -0.0236 | 0 | -0.0633 | -0.0325 |
Buy And Hold Return (%) | 358.5877 | 358.5877 | 358.5877 | 358.5877 | 358.5877 | 358.5877 |
Max Trade Drawdown | -157554 | -156430 | -148662 | -270457 | -165876 | -105423 |
Profit Factor | 2.9924 | 5.6431 | 0.8781 | 0.7272 | 0.6862 | 0.7705 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 23 | 27 | 59 | 30 | 29 |
Losing Trades | 62 | 33 | 29 | 53 | 26 | 27 |
Profitability (%) | 44.6429 | 41.0714 | 48.2143 | 52.6786 | 53.5714 | 51.7857 |
Ratio Avg Win / Avg Loss | 3.7106 | 8.0966 | 0.9431 | 0.6532 | 0.5947 | 0.7174 |
Largest Winning Trade | 1510952 | 1510952 | 58522 | 38751 | 31236 | 38751 |
Largest Losing Trade | -103146 | -52588 | -103146 | -92871 | -92871 | -48587 |
Avg Bars in Trades | 40 | 32 | 49 | 40 | 32 | 49 |
Avg Bars in Winners | 56 | 52 | 60 | 29 | 22 | 36 |
Avg Bars in Losers | 27 | 18 | 38 | 53 | 43 | 62 |
Bars Traded | 4552 | 1795 | 2757 | 4552 | 1795 | 2757 |
Profit Streak | 0 | 0 | 0 | 35.3519 | 38.3519 | 35.3519 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520848 | -164382 | -761527 | -578692 | -759381 | -760059 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4730, "evaluation_days": 2365, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559131200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759177604327, "expiration_time": 1765277280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 100, "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": [ [ 1639265.4595478517, 1695063.623997212, -55798.1644493606, -131241.2405721542, -77630.7479057393, -53610.4926664149 ], [ 1639.26546, 1695.063624, -55.798164, -131.241241, -77.630748, -53.610493 ], [ 0.693136, 0.716729, -0.023593, 0, -0.063298, -0.032472 ], [ 358.587736, 358.587736, 358.587736, 358.587736, 358.587736, 358.587736 ], [ -157554, -156430, -148662, -270457, -165876, -105423 ], [ 2.992431, 5.643098, 0.878083, 0.727159, 0.686223, 0.770512 ], [ 112, 56, 56, 112, 56, 56 ], [ 50, 23, 27, 59, 30, 29 ], [ 62, 33, 29, 53, 26, 27 ], [ 44.642857, 41.071429, 48.214286, 52.678571, 53.571429, 51.785714 ], [ 3.710614, 8.096618, 0.943127, 0.65321, 0.594727, 0.717373 ], [ 1510952, 1510952, 58522, 38751, 31236, 38751 ], [ -103146, -52588, -103146, -92871, -92871, -48587 ], [ 40, 32, 49, 40, 32, 49 ], [ 56, 52, 60, 29, 22, 36 ], [ 27, 18, 38, 53, 43, 62 ], [ 4552, 1795, 2757, 4552, 1795, 2757 ], [ 0, 0, 0, 35.351902, 38.351902, 35.351902 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 520848, -164382, -761527, -578692, -759381, -760059 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4730, "evaluation_days": 2365, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559131200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759177604327, "expiration_time": 1765277280000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 100, "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) |
---|