Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705397.2465 | 691470.0327 | 13927.2138 | -46718.076 | 111048.3955 | -157766.4715 |
Total P&L (%) | 705.3972 | 691.47 | 13.9272 | -46.7181 | 111.0484 | -157.7665 |
Avg Daily Profit (%) | 0.2969 | 0.291 | 0.0059 | -0.0265 | 0.0314 | 0 |
Buy And Hold Return (%) | 331.4225 | 331.4225 | 331.4225 | 331.4225 | 331.4225 | 331.4225 |
Max Trade Drawdown | -155345 | -83932 | -291949 | -122405 | -82568 | -257171 |
Profit Factor | 2.0322 | 3.4084 | 1.0351 | 0.897 | 1.6721 | 0.4531 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 54.5455 | 48.4848 | 60.6061 | 54.5455 | 48.4848 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.6935 | 3.6214 | 0.6728 | 0.7475 | 1.7766 | 0.2945 |
Largest Winning Trade | 234216 | 234216 | 52293 | 73685 | 73685 | 26107 |
Largest Losing Trade | -93612 | -37363 | -93612 | -97247 | -37618 | -97247 |
Avg Bars in Trades | 210 | 234 | 186 | 210 | 234 | 186 |
Avg Bars in Winners | 225 | 255 | 201 | 225 | 255 | 201 |
Avg Bars in Losers | 192 | 214 | 163 | 192 | 214 | 163 |
Bars Traded | 13877 | 7727 | 6150 | 13877 | 7727 | 6150 |
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 | -121215 | 302641 | -532951 | -708688 | -314109 | -579427 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14256, "evaluation_days": 2376, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558267200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760203574212, "expiration_time": 1766356992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 184, "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": [ [ 705397.2464883445, 691470.0326530889, 13927.2138352558, -46718.0760223956, 111048.3955197403, -157766.4715421358 ], [ 705.397246, 691.470033, 13.927214, -46.718076, 111.048396, -157.766472 ], [ 0.296884, 0.291023, 0.005862, -0.026494, 0.031441, 0 ], [ 331.422505, 331.422505, 331.422505, 331.422505, 331.422505, 331.422505 ], [ -155345, -83932, -291949, -122405, -82568, -257171 ], [ 2.032216, 3.408359, 1.035146, 0.897033, 1.672124, 0.453143 ], [ 66, 33, 33, 66, 33, 33 ], [ 36, 16, 20, 36, 16, 20 ], [ 30, 17, 13, 30, 17, 13 ], [ 54.545455, 48.484848, 60.606061, 54.545455, 48.484848, 60.606061 ], [ 1.693513, 3.621381, 0.672845, 0.747527, 1.776632, 0.294543 ], [ 234216, 234216, 52293, 73685, 73685, 26107 ], [ -93612, -37363, -93612, -97247, -37618, -97247 ], [ 210, 234, 186, 210, 234, 186 ], [ 225, 255, 201, 225, 255, 201 ], [ 192, 214, 163, 192, 214, 163 ], [ 13877, 7727, 6150, 13877, 7727, 6150 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121215, 302641, -532951, -708688, -314109, -579427 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14256, "evaluation_days": 2376, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1558267200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760203574212, "expiration_time": 1766356992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 184, "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) |
---|