Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958340.8672 | 831767.0949 | 126573.7723 | 8971852.6226 | 2749315.6564 | 6222536.9661 |
Total P&L (%) | 958.3409 | 831.7671 | 126.5738 | 8971.8526 | 2749.3157 | 6222.537 |
Avg Daily Profit (%) | 0.405 | 0.3515 | 0.0535 | 0.1907 | 0.1417 | 0.1754 |
Buy And Hold Return (%) | 806.9479 | 806.9479 | 806.9479 | 806.9479 | 806.9479 | 806.9479 |
Max Trade Drawdown | -93172 | -57632 | -145205 | -4187877 | -4165222 | -662821 |
Profit Factor | 2.1029 | 2.7866 | 1.3138 | 1.6744 | 1.2828 | 2.7375 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 2.4265 | 3.7155 | 1.3138 | 1.932 | 1.7104 | 2.7375 |
Largest Winning Trade | 192013 | 192013 | 52051 | 2998150 | 2998150 | 2022272 |
Largest Losing Trade | -47641 | -35724 | -47641 | -2183642 | -2183642 | -662821 |
Avg Bars in Trades | 82 | 89 | 74 | 82 | 89 | 74 |
Avg Bars in Winners | 115 | 134 | 99 | 115 | 134 | 99 |
Avg Bars in Losers | 53 | 56 | 49 | 53 | 56 | 49 |
Bars Traded | 13790 | 7535 | 6254 | 13790 | 7535 | 6254 |
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 | -94129 | -144665 | -287421 | 382363 | -8269 | 457978 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14197, "evaluation_days": 2366.17, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557403200000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759353690189, "expiration_time": 1765481904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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": [ [ 958340.8671933578, 831767.0948653553, 126573.7723280023, 8971852.622551806, 2749315.656403185, 6222536.966148621 ], [ 958.340867, 831.767095, 126.573772, 8971.852623, 2749.315656, 6222.536966 ], [ 0.405018, 0.351525, 0.053493, 0.19069, 0.141665, 0.175403 ], [ 806.947891, 806.947891, 806.947891, 806.947891, 806.947891, 806.947891 ], [ -93172, -57632, -145205, -4187877, -4165222, -662821 ], [ 2.102927, 2.78662, 1.313804, 1.674408, 1.282794, 2.737495 ], [ 168, 84, 84, 168, 84, 84 ], [ 78, 36, 42, 78, 36, 42 ], [ 90, 48, 42, 90, 48, 42 ], [ 46.428571, 42.857143, 50, 46.428571, 42.857143, 50 ], [ 2.426455, 3.715494, 1.313804, 1.93201, 1.710392, 2.737495 ], [ 192013, 192013, 52051, 2998150, 2998150, 2022272 ], [ -47641, -35724, -47641, -2183642, -2183642, -662821 ], [ 82, 89, 74, 82, 89, 74 ], [ 115, 134, 99, 115, 134, 99 ], [ 53, 56, 49, 53, 56, 49 ], [ 13790, 7535, 6254, 13790, 7535, 6254 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94129, -144665, -287421, 382363, -8269, 457978 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14197, "evaluation_days": 2366.17, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557403200000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759353690189, "expiration_time": 1765481904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 89, "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) |
---|