Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4899624.2235 | -11204.3587 | -4888419.8648 | 49743.0313 | 9884849.9558 | -9835106.9245 |
Total P&L (%) | -4899.6242 | -11.2044 | -4888.4199 | 49.743 | 9884.85 | -9835.1069 |
Avg Daily Profit (%) | -2.0691 | -0.0047 | -2.0644 | 0.0171 | 0.1946 | 0 |
Buy And Hold Return (%) | 535.1269 | 535.1269 | 535.1269 | 535.1269 | 535.1269 | 535.1269 |
Max Trade Drawdown | -5002281 | -135296 | -4970725 | -18042477 | -6782122 | -18364123 |
Profit Factor | 0.0987 | 0.9568 | 0.0557 | 1.0013 | 1.9744 | 0.6411 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 18 | 22 | 32 | 15 | 17 |
Losing Trades | 28 | 16 | 12 | 36 | 19 | 17 |
Profitability (%) | 58.8235 | 52.9412 | 64.7059 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 0.0691 | 0.8505 | 0.0304 | 1.1265 | 2.5009 | 0.6411 |
Largest Winning Trade | 82100 | 82100 | 43145 | 9614914 | 9614914 | 5421514 |
Largest Losing Trade | -4927493 | -53798 | -4927493 | -8388606 | -2956686 | -8388606 |
Avg Bars in Trades | 65 | 69 | 61 | 65 | 69 | 61 |
Avg Bars in Winners | 29 | 29 | 29 | 62 | 81 | 45 |
Avg Bars in Losers | 117 | 115 | 120 | 68 | 60 | 77 |
Bars Traded | 4472 | 2373 | 2099 | 4472 | 2373 | 2099 |
Profit Streak | 10.5876 | 0 | 242.0876 | 10.5876 | 0 | 242.0876 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692484 | -580413 | -577535 | -669189 | 339752 | -579441 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4736, "evaluation_days": 2368, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1565352000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413970041, "expiration_time": 1765544256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 1.70988 } }, "second_band": { "type": "sma", "factors": { "length": 244, "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": [ [ -4899624.223460829, -11204.3586941628, -4888419.864766667, 49743.031290098, 9884849.955804385, -9835106.924514275 ], [ -4899.624223, -11.204359, -4888.419865, 49.743031, 9884.849956, -9835.106925 ], [ -2.069098, -0.004732, -2.064366, 0.017052, 0.1946, 0 ], [ 535.126939, 535.126939, 535.126939, 535.126939, 535.126939, 535.126939 ], [ -5002281, -135296, -4970725, -18042477, -6782122, -18364123 ], [ 0.098712, 0.956835, 0.055683, 1.001325, 1.97439, 0.641137 ], [ 68, 34, 34, 68, 34, 34 ], [ 40, 18, 22, 32, 15, 17 ], [ 28, 16, 12, 36, 19, 17 ], [ 58.823529, 52.941176, 64.705882, 47.058824, 44.117647, 50 ], [ 0.069098, 0.85052, 0.030373, 1.12649, 2.500893, 0.641137 ], [ 82100, 82100, 43145, 9614914, 9614914, 5421514 ], [ -4927493, -53798, -4927493, -8388606, -2956686, -8388606 ], [ 65, 69, 61, 65, 69, 61 ], [ 29, 29, 29, 62, 81, 45 ], [ 117, 115, 120, 68, 60, 77 ], [ 4472, 2373, 2099, 4472, 2373, 2099 ], [ 10.587616, 0, 242.087616, 10.587616, 0, 242.087616 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -692484, -580413, -577535, -669189, 339752, -579441 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4736, "evaluation_days": 2368, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1565352000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759413970041, "expiration_time": 1765544256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 249, "offset": 0, "multiplier": 1.70988 } }, "second_band": { "type": "sma", "factors": { "length": 244, "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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