Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652161.1365 | 1545999.7529 | 106161.3837 | 11966114.7554 | 6911337.9989 | 5054776.7565 |
Total P&L (%) | 1652.1611 | 1545.9998 | 106.1614 | 11966.1148 | 6911.338 | 5054.7768 |
Avg Daily Profit (%) | 0.7004 | 0.6554 | 0.045 | 0.2034 | 0.1803 | 0.1673 |
Buy And Hold Return (%) | 685.4167 | 685.4167 | 685.4167 | 685.4167 | 685.4167 | 685.4167 |
Max Trade Drawdown | -82678 | -120430 | -36979 | -6276926 | -5835464 | -1993066 |
Profit Factor | 5.2132 | 7.8863 | 1.6333 | 1.6502 | 1.5627 | 1.8256 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.1441 | 10.3129 | 1.7422 | 1.9449 | 2.0436 | 1.9474 |
Largest Winning Trade | 1136466 | 1136466 | 70718 | 6337660 | 6337660 | 4638985 |
Largest Losing Trade | -31339 | -31339 | -24229 | -2713792 | -2713792 | -900554 |
Avg Bars in Trades | 227 | 217 | 237 | 227 | 217 | 237 |
Avg Bars in Winners | 344 | 367 | 325 | 344 | 367 | 325 |
Avg Bars in Losers | 128 | 102 | 155 | 128 | 102 | 155 |
Bars Traded | 13888 | 6521 | 7367 | 13888 | 6521 | 7367 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151480 | 454795 | -296150 | -156401 | 289088 | 379966 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557806400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758961933496, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 2.08607 } } }
{ "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": [ [ 1652161.136543282, 1545999.7528878332, 106161.383655449, 11966114.755427593, 6911337.998901788, 5054776.756525806 ], [ 1652.161137, 1545.999753, 106.161384, 11966.114755, 6911.337999, 5054.776757 ], [ 0.700416, 0.65541, 0.045006, 0.2034, 0.180341, 0.167278 ], [ 685.416667, 685.416667, 685.416667, 685.416667, 685.416667, 685.416667 ], [ -82678, -120430, -36979, -6276926, -5835464, -1993066 ], [ 5.213202, 7.886325, 1.633285, 1.650199, 1.56274, 1.825647 ], [ 61, 30, 31, 61, 30, 31 ], [ 28, 13, 15, 28, 13, 15 ], [ 33, 17, 16, 33, 17, 16 ], [ 45.901639, 43.333333, 48.387097, 45.901639, 43.333333, 48.387097 ], [ 6.144131, 10.312886, 1.74217, 1.944877, 2.043583, 1.947357 ], [ 1136466, 1136466, 70718, 6337660, 6337660, 4638985 ], [ -31339, -31339, -24229, -2713792, -2713792, -900554 ], [ 227, 217, 237, 227, 217, 237 ], [ 344, 367, 325, 344, 367, 325 ], [ 128, 102, 155, 128, 102, 155 ], [ 13888, 6521, 7367, 13888, 6521, 7367 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151480, 454795, -296150, -156401, 289088, 379966 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557806400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758961933496, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 2.08607 } } }
# | 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) |
---|