Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544956.5971 | 1575632.678 | -30676.0809 | 321156.4642 | 1434509.3536 | -1113352.8894 |
Total P&L (%) | 1544.9566 | 1575.6327 | -30.6761 | 321.1565 | 1434.5094 | -1113.3529 |
Avg Daily Profit (%) | 0.6509 | 0.6638 | -0.0129 | 0.0606 | 0.1151 | 0 |
Buy And Hold Return (%) | 509.6718 | 509.6718 | 509.6718 | 509.6718 | 509.6718 | 509.6718 |
Max Trade Drawdown | -213166 | -210394 | -39024 | -7435566 | -6673197 | -1231393 |
Profit Factor | 3.3354 | 3.944 | 0.7572 | 1.0268 | 1.1448 | 0.4668 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 33.3333 | 32.7586 | 33.8983 | 33.3333 | 32.7586 | 33.8983 |
Ratio Avg Win / Avg Loss | 6.6707 | 8.0956 | 1.4766 | 2.0536 | 2.3499 | 0.9103 |
Largest Winning Trade | 1362965 | 1362965 | 22455 | 7296368 | 7296368 | 287513 |
Largest Losing Trade | -34884 | -34884 | -17283 | -2335420 | -2335420 | -265958 |
Avg Bars in Trades | 120 | 238 | 3 | 120 | 238 | 3 |
Avg Bars in Winners | 217 | 440 | 4 | 217 | 440 | 4 |
Avg Bars in Losers | 71 | 140 | 2 | 71 | 140 | 2 |
Bars Traded | 14058 | 13861 | 197 | 14058 | 13861 | 197 |
Profit Streak | 0 | 118.256 | 0 | 0 | 118.256 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324520 | -170481 | -762053 | -473921 | -288744 | -763720 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14242, "evaluation_days": 2373.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1555905600000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760004518960, "expiration_time": 1766149344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 73, "offset": 0, "std": 2.66951 } }, "second_band": { "type": "hl2", "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": [ [ 1544956.5970764796, 1575632.6779989067, -30676.0809224268, 321156.4641526187, 1434509.3535707213, -1113352.8894181028 ], [ 1544.956597, 1575.632678, -30.676081, 321.156464, 1434.509354, -1113.352889 ], [ 0.650873, 0.663796, -0.012923, 0.060593, 0.115112, 0 ], [ 509.671848, 509.671848, 509.671848, 509.671848, 509.671848, 509.671848 ], [ -213166, -210394, -39024, -7435566, -6673197, -1231393 ], [ 3.33536, 3.943994, 0.757208, 1.026781, 1.144844, 0.466822 ], [ 117, 58, 59, 117, 58, 59 ], [ 39, 19, 20, 39, 19, 20 ], [ 78, 39, 39, 78, 39, 39 ], [ 33.333333, 32.758621, 33.898305, 33.333333, 32.758621, 33.898305 ], [ 6.670721, 8.095566, 1.476555, 2.053562, 2.349944, 0.910303 ], [ 1362965, 1362965, 22455, 7296368, 7296368, 287513 ], [ -34884, -34884, -17283, -2335420, -2335420, -265958 ], [ 120, 238, 3, 120, 238, 3 ], [ 217, 440, 4, 217, 440, 4 ], [ 71, 140, 2, 71, 140, 2 ], [ 14058, 13861, 197, 14058, 13861, 197 ], [ 0, 118.256006, 0, 0, 118.256006, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324520, -170481, -762053, -473921, -288744, -763720 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14242, "evaluation_days": 2373.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1555905600000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760004518960, "expiration_time": 1766149344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 73, "offset": 0, "std": 2.66951 } }, "second_band": { "type": "hl2", "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) |
---|