Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345261.9724 | 1342957.0035 | 2304.969 | 243298.4687 | 90912.4439 | 152386.0247 |
Total P&L (%) | 1345.262 | 1342.957 | 2.305 | 243.2985 | 90.9124 | 152.386 |
Avg Daily Profit (%) | 0.566 | 0.565 | 0.001 | 0.0519 | 0.0272 | 0.039 |
Buy And Hold Return (%) | 315.0784 | 315.0784 | 315.0784 | 315.0784 | 315.0784 | 315.0784 |
Max Trade Drawdown | -181978 | -61666 | -195764 | -351149 | -352689 | -144710 |
Profit Factor | 3.7844 | 7.7775 | 1.0081 | 1.2823 | 1.1677 | 1.4766 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 51.1111 | 48.8889 | 53.3333 | 51.1111 | 48.8889 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.6199 | 8.131 | 0.8821 | 1.2266 | 1.2208 | 1.2921 |
Largest Winning Trade | 1206972 | 1206972 | 50996 | 211064 | 211064 | 122103 |
Largest Losing Trade | -85362 | -44790 | -85362 | -284092 | -284092 | -65884 |
Avg Bars in Trades | 49 | 43 | 56 | 49 | 43 | 56 |
Avg Bars in Winners | 70 | 61 | 78 | 70 | 61 | 78 |
Avg Bars in Losers | 28 | 24 | 32 | 28 | 24 | 32 |
Bars Traded | 4489 | 1935 | 2554 | 4489 | 1935 | 2554 |
Profit Streak | 32.2209 | 37.2209 | 32.2209 | 32.2209 | 37.2209 | 32.2209 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628845 | 643491 | -569549 | -288021 | -358151 | -304442 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4754, "evaluation_days": 2377, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563494400000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760203084070, "expiration_time": 1766345184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 192 } }, "second_band": { "type": "dema", "factors": { "length": 201, "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": [ [ 1345261.972432368, 1342957.0034695081, 2304.9689628596, 243298.4686537134, 90912.4439197636, 152386.02473395 ], [ 1345.261972, 1342.957003, 2.304969, 243.298469, 90.912444, 152.386025 ], [ 0.56595, 0.56498, 0.00097, 0.051904, 0.027208, 0.038955 ], [ 315.078357, 315.078357, 315.078357, 315.078357, 315.078357, 315.078357 ], [ -181978, -61666, -195764, -351149, -352689, -144710 ], [ 3.784415, 7.777498, 1.008088, 1.282338, 1.167731, 1.476629 ], [ 90, 45, 45, 90, 45, 45 ], [ 46, 22, 24, 46, 22, 24 ], [ 44, 23, 21, 44, 23, 21 ], [ 51.111111, 48.888889, 53.333333, 51.111111, 48.888889, 53.333333 ], [ 3.619875, 8.131021, 0.882077, 1.226584, 1.22081, 1.292051 ], [ 1206972, 1206972, 50996, 211064, 211064, 122103 ], [ -85362, -44790, -85362, -284092, -284092, -65884 ], [ 49, 43, 56, 49, 43, 56 ], [ 70, 61, 78, 70, 61, 78 ], [ 28, 24, 32, 28, 24, 32 ], [ 4489, 1935, 2554, 4489, 1935, 2554 ], [ 32.22088, 37.22088, 32.22088, 32.22088, 37.22088, 32.22088 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 628845, 643491, -569549, -288021, -358151, -304442 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4754, "evaluation_days": 2377, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563494400000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760203084070, "expiration_time": 1766345184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 192 } }, "second_band": { "type": "dema", "factors": { "length": 201, "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) |
---|