Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1817539.5705 | 1957744.7781 | -140205.2076 | -59439.3101 | 737008.5567 | -796447.8668 |
Total P&L (%) | 1817.5396 | 1957.7448 | -140.2052 | -59.4393 | 737.0086 | -796.4479 |
Avg Daily Profit (%) | 0.7705 | 0.83 | -0.0594 | -0.0382 | 0.0901 | 0 |
Buy And Hold Return (%) | 567.8477 | 567.8477 | 567.8477 | 567.8477 | 567.8477 | 567.8477 |
Max Trade Drawdown | -260925 | -231811 | -151872 | -3523118 | -2840766 | -808962 |
Profit Factor | 2.4505 | 3.3482 | 0.6656 | 0.9914 | 1.154 | 0.6287 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 37.6068 | 36.7521 | 38.4615 | 37.6068 | 36.7521 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.0657 | 5.762 | 1.065 | 1.6449 | 1.986 | 1.0059 |
Largest Winning Trade | 1772738 | 1772738 | 19328 | 3373386 | 3373386 | 209591 |
Largest Losing Trade | -49333 | -49333 | -21444 | -677104 | -677104 | -324220 |
Avg Bars in Trades | 59 | 105 | 13 | 59 | 105 | 13 |
Avg Bars in Winners | 91 | 172 | 15 | 91 | 172 | 15 |
Avg Bars in Losers | 39 | 67 | 11 | 39 | 67 | 11 |
Bars Traded | 13924 | 12376 | 1548 | 13924 | 12376 | 1548 |
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 | 398017 | 413481 | -583563 | -581595 | -200745 | -583563 |
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{ "first_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 4.52237 } } }
{ "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": [ [ 1817539.5704712907, 1957744.7780529154, -140205.2075816249, -59439.3101480976, 737008.5566697299, -796447.8668178273 ], [ 1817.53957, 1957.744778, -140.205208, -59.43931, 737.008557, -796.447867 ], [ 0.770526, 0.829964, -0.059438, -0.038248, 0.090113, 0 ], [ 567.847653, 567.847653, 567.847653, 567.847653, 567.847653, 567.847653 ], [ -260925, -231811, -151872, -3523118, -2840766, -808962 ], [ 2.450548, 3.348201, 0.665605, 0.991424, 1.154003, 0.628708 ], [ 234, 117, 117, 234, 117, 117 ], [ 88, 43, 45, 88, 43, 45 ], [ 146, 74, 72, 146, 74, 72 ], [ 37.606838, 36.752137, 38.461538, 37.606838, 36.752137, 38.461538 ], [ 4.065682, 5.762021, 1.064969, 1.644862, 1.985958, 1.005933 ], [ 1772738, 1772738, 19328, 3373386, 3373386, 209591 ], [ -49333, -49333, -21444, -677104, -677104, -324220 ], [ 59, 105, 13, 59, 105, 13 ], [ 91, 172, 15, 91, 172, 15 ], [ 39, 67, 11, 39, 67, 11 ], [ 13924, 12376, 1548, 13924, 12376, 1548 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398017, 413481, -583563, -581595, -200745, -583563 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1555156800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758994064813, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 4.52237 } } }
# | 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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