Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842826.92 | 787337.2307 | 55489.6893 | 1769888.1772 | 1769305.7068 | 582.4704 |
Total P&L (%) | 842.8269 | 787.3372 | 55.4897 | 1769.8882 | 1769.3057 | 0.5825 |
Avg Daily Profit (%) | 0.356 | 0.3325 | 0.0234 | 0.1238 | 0.1237 | 0.0002 |
Buy And Hold Return (%) | 384.699 | 384.699 | 384.699 | 384.699 | 384.699 | 384.699 |
Max Trade Drawdown | -218546 | -173917 | -118492 | -8806166 | -5443761 | -3899756 |
Profit Factor | 1.9558 | 2.6668 | 1.1355 | 1.1057 | 1.1762 | 1.0001 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 52 | 48.3871 | 55.5556 | 52 | 48.3871 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8054 | 2.8446 | 0.9084 | 1.0207 | 1.2546 | 0.8001 |
Largest Winning Trade | 292658 | 292658 | 51629 | 4108115 | 4108115 | 1889011 |
Largest Losing Trade | -38277 | -31117 | -38277 | -2780023 | -2043650 | -2780023 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 6851 | 3395 | 3456 | 6851 | 3395 | 3456 |
Profit Streak | 51.0175 | 0 | 76.3508 | 51.0175 | 0 | 76.3508 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310478 | -147127 | -545842 | -132159 | -210606 | -725757 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7103, "evaluation_days": 2367.67, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559174400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759422311215, "expiration_time": 1765528992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 4.18973 } } }
{ "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": [ [ 842826.9199613035, 787337.2306835256, 55489.6892777781, 1769888.1772178446, 1769305.706777038, 582.4704408071 ], [ 842.82692, 787.337231, 55.489689, 1769.888177, 1769.305707, 0.58247 ], [ 0.355973, 0.332537, 0.023436, 0.123762, 0.123749, 0.000245 ], [ 384.69898, 384.69898, 384.69898, 384.69898, 384.69898, 384.69898 ], [ -218546, -173917, -118492, -8806166, -5443761, -3899756 ], [ 1.955846, 2.666845, 1.135536, 1.105704, 1.17619, 1.000087 ], [ 125, 62, 63, 125, 62, 63 ], [ 65, 30, 35, 65, 30, 35 ], [ 60, 32, 28, 60, 32, 28 ], [ 52, 48.387097, 55.555556, 52, 48.387097, 55.555556 ], [ 1.805396, 2.844635, 0.908429, 1.02065, 1.254602, 0.80007 ], [ 292658, 292658, 51629, 4108115, 4108115, 1889011 ], [ -38277, -31117, -38277, -2780023, -2043650, -2780023 ], [ 54, 54, 54, 54, 54, 54 ], [ 66, 68, 64, 66, 68, 64 ], [ 42, 41, 43, 42, 41, 43 ], [ 6851, 3395, 3456, 6851, 3395, 3456 ], [ 51.017491, 0, 76.350824, 51.017491, 0, 76.350824 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310478, -147127, -545842, -132159, -210606, -725757 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7103, "evaluation_days": 2367.67, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559174400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759422311215, "expiration_time": 1765528992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 241, "offset": 0, "multiplier": 4.18973 } } }
# | 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) |
---|