Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1799056.7476 | 1728553.3898 | 70503.3577 | 1791428.6912 | 1181208.9195 | 610219.7718 |
Total P&L (%) | 1799.0567 | 1728.5534 | 70.5034 | 1791.4287 | 1181.2089 | 610.2198 |
Avg Daily Profit (%) | 0.7588 | 0.729 | 0.0297 | 0.1241 | 0.1076 | 0.0827 |
Buy And Hold Return (%) | 526.9382 | 526.9382 | 526.9382 | 526.9382 | 526.9382 | 526.9382 |
Max Trade Drawdown | -134460 | -68976 | -152211 | -1722952 | -1487608 | -1271036 |
Profit Factor | 3.5996 | 6.0164 | 1.2029 | 1.2246 | 1.283 | 1.1605 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 54.4118 | 50 | 58.8235 | 54.4118 | 50 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.0158 | 6.0164 | 0.842 | 1.026 | 1.283 | 0.8124 |
Largest Winning Trade | 1464138 | 1464138 | 55504 | 1813562 | 1813562 | 597287 |
Largest Losing Trade | -71740 | -57236 | -71740 | -629864 | -629864 | -547016 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 46 | 43 | 48 | 46 | 43 | 48 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 4507 | 1989 | 2518 | 4507 | 1989 | 2518 |
Profit Streak | 0 | 0 | 20.7615 | 0 | 0 | 20.7615 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 639745 | -90676 | -428596 | -29160 | -163091 | -351835 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4742, "evaluation_days": 2371, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563969600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759688190712, "expiration_time": 1765811232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1799056.7475646348, 1728553.3898398355, 70503.3577247994, 1791428.691246433, 1181208.9194876389, 610219.7717587948 ], [ 1799.056748, 1728.55339, 70.503358, 1791.428691, 1181.208919, 610.219772 ], [ 0.758776, 0.72904, 0.029736, 0.124072, 0.107624, 0.082717 ], [ 526.938228, 526.938228, 526.938228, 526.938228, 526.938228, 526.938228 ], [ -134460, -68976, -152211, -1722952, -1487608, -1271036 ], [ 3.599551, 6.01637, 1.202898, 1.224608, 1.283005, 1.1605 ], [ 136, 68, 68, 136, 68, 68 ], [ 74, 34, 40, 74, 34, 40 ], [ 62, 34, 28, 62, 34, 28 ], [ 54.411765, 50, 58.823529, 54.411765, 50, 58.823529 ], [ 3.01584, 6.01637, 0.842029, 1.026023, 1.283005, 0.81235 ], [ 1464138, 1464138, 55504, 1813562, 1813562, 597287 ], [ -71740, -57236, -71740, -629864, -629864, -547016 ], [ 33, 29, 37, 33, 29, 37 ], [ 46, 43, 48, 46, 43, 48 ], [ 17, 15, 20, 17, 15, 20 ], [ 4507, 1989, 2518, 4507, 1989, 2518 ], [ 0, 0, 20.761466, 0, 0, 20.761467 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 639745, -90676, -428596, -29160, -163091, -351835 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4742, "evaluation_days": 2371, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563969600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759688190712, "expiration_time": 1765811232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|