Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865864.9117 | 857365.228 | 8499.6838 | 614587.2645 | 46112.0591 | 568475.2053 |
Total P&L (%) | 865.8649 | 857.3652 | 8.4997 | 614.5873 | 46.1121 | 568.4752 |
Avg Daily Profit (%) | 0.3644 | 0.3608 | 0.0036 | 0.0828 | 0.016 | 0.08 |
Buy And Hold Return (%) | 143.7367 | 143.7367 | 143.7367 | 143.7367 | 143.7367 | 143.7367 |
Max Trade Drawdown | -198980 | -96392 | -252015 | -815602 | -830836 | -119642 |
Profit Factor | 2.4053 | 3.7188 | 1.0283 | 1.3161 | 1.0285 | 2.7527 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 2.4829 | 3.9668 | 1.0283 | 1.3585 | 1.097 | 2.7527 |
Largest Winning Trade | 268512 | 268512 | 45058 | 664747 | 664747 | 246140 |
Largest Losing Trade | -67552 | -67552 | -53588 | -815602 | -815602 | -109093 |
Avg Bars in Trades | 105 | 155 | 57 | 105 | 155 | 57 |
Avg Bars in Winners | 127 | 187 | 70 | 127 | 187 | 70 |
Avg Bars in Losers | 84 | 125 | 43 | 84 | 125 | 43 |
Bars Traded | 6649 | 4821 | 1828 | 6649 | 4821 | 1828 |
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 | -137933 | 536781 | -543291 | -235091 | -527186 | -82776 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7128, "evaluation_days": 2376, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561795200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760139640705, "expiration_time": 1766270592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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": [ [ 865864.9117322735, 857365.2279536745, 8499.683778599, 614587.2644783194, 46112.0591322827, 568475.205346037 ], [ 865.864912, 857.365228, 8.499684, 614.587264, 46.112059, 568.475205 ], [ 0.364421, 0.360844, 0.003577, 0.082801, 0.015961, 0.079991 ], [ 143.73673, 143.73673, 143.73673, 143.73673, 143.73673, 143.73673 ], [ -198980, -96392, -252015, -815602, -830836, -119642 ], [ 2.405293, 3.718837, 1.028257, 1.316091, 1.028464, 2.752746 ], [ 63, 31, 32, 63, 31, 32 ], [ 31, 15, 16, 31, 15, 16 ], [ 32, 16, 16, 32, 16, 16 ], [ 49.206349, 48.387097, 50, 49.206349, 48.387097, 50 ], [ 2.482883, 3.966759, 1.028257, 1.358545, 1.097028, 2.752746 ], [ 268512, 268512, 45058, 664747, 664747, 246140 ], [ -67552, -67552, -53588, -815602, -815602, -109093 ], [ 105, 155, 57, 105, 155, 57 ], [ 127, 187, 70, 127, 187, 70 ], [ 84, 125, 43, 84, 125, 43 ], [ 6649, 4821, 1828, 6649, 4821, 1828 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137933, 536781, -543291, -235091, -527186, -82776 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7128, "evaluation_days": 2376, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561795200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760139640705, "expiration_time": 1766270592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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) |
---|