Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683308.8076 | 1546133.67 | 137175.1377 | 15903650.8866 | 6521347.9975 | 9382302.8891 |
Total P&L (%) | 1683.3088 | 1546.1337 | 137.1751 | 15903.6509 | 6521.348 | 9382.3029 |
Avg Daily Profit (%) | 0.7119 | 0.6538 | 0.058 | 0.2149 | 0.1775 | 0.1927 |
Buy And Hold Return (%) | 476.2569 | 476.2569 | 476.2569 | 476.2569 | 476.2569 | 476.2569 |
Max Trade Drawdown | -95947 | -102920 | -48792 | -12750910 | -8733997 | -4832966 |
Profit Factor | 4.7206 | 7.0936 | 1.6904 | 1.4839 | 1.3283 | 1.7217 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 46.5753 | 40.5405 | 52.7778 | 46.5753 | 40.5405 | 52.7778 |
Ratio Avg Win / Avg Loss | 5.4149 | 10.4039 | 1.5125 | 1.7021 | 1.9481 | 1.5405 |
Largest Winning Trade | 1145872 | 1145872 | 66803 | 8186415 | 8186415 | 7623437 |
Largest Losing Trade | -28681 | -27851 | -28681 | -5407978 | -5407978 | -2688198 |
Avg Bars in Trades | 190 | 176 | 204 | 190 | 176 | 204 |
Avg Bars in Winners | 283 | 299 | 271 | 283 | 299 | 271 |
Avg Bars in Losers | 109 | 93 | 130 | 109 | 93 | 130 |
Bars Traded | 13921 | 6545 | 7376 | 13921 | 6545 | 7376 |
Profit Streak | 0 | 0 | 42.6298 | 0 | 0 | 42.6298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60242 | 499673 | -277125 | -67125 | 199432 | 437328 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14188, "evaluation_days": 2364.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558224000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759230415433, "expiration_time": 1765348416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 88, "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": [ [ 1683308.8076456606, 1546133.6699738044, 137175.1376718565, 15903650.886600472, 6521347.997473864, 9382302.889126604 ], [ 1683.308808, 1546.13367, 137.175138, 15903.650887, 6521.347997, 9382.302889 ], [ 0.711858, 0.653848, 0.05801, 0.214865, 0.177471, 0.192686 ], [ 476.256865, 476.256865, 476.256865, 476.256865, 476.256865, 476.256865 ], [ -95947, -102920, -48792, -12750910, -8733997, -4832966 ], [ 4.72064, 7.093594, 1.690385, 1.483903, 1.32828, 1.721704 ], [ 73, 37, 36, 73, 37, 36 ], [ 34, 15, 19, 34, 15, 19 ], [ 39, 22, 17, 39, 22, 17 ], [ 46.575342, 40.540541, 52.777778, 46.575342, 40.540541, 52.777778 ], [ 5.414851, 10.403938, 1.51245, 1.702124, 1.948145, 1.540472 ], [ 1145872, 1145872, 66803, 8186415, 8186415, 7623437 ], [ -28681, -27851, -28681, -5407978, -5407978, -2688198 ], [ 190, 176, 204, 190, 176, 204 ], [ 283, 299, 271, 283, 299, 271 ], [ 109, 93, 130, 109, 93, 130 ], [ 13921, 6545, 7376, 13921, 6545, 7376 ], [ 0, 0, 42.629808, 0, 0, 42.629808 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60242, 499673, -277125, -67125, 199432, 437328 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14188, "evaluation_days": 2364.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558224000000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759230415433, "expiration_time": 1765348416000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 88, "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) |
---|