Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1298021.7828 | 44818.0697 | -1342839.8525 | -76813.0706 | -5644641.151 | 5567828.0803 |
Total P&L (%) | -1298.0218 | 44.8181 | -1342.8399 | -76.8131 | -5644.6412 | 5567.8281 |
Avg Daily Profit (%) | -0.5496 | 0.019 | -0.5686 | -0.0619 | 0 | 0.1711 |
Buy And Hold Return (%) | 431.2145 | 431.2145 | 431.2145 | 431.2145 | 431.2145 | 431.2145 |
Max Trade Drawdown | -1505846 | -172788 | -1453377 | -9037292 | -8351564 | -1644804 |
Profit Factor | 0.3899 | 1.1149 | 0.2272 | 0.9943 | 0.4529 | 2.7021 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 154 | 77 | 77 | 138 | 67 | 71 |
Losing Trades | 40 | 20 | 20 | 56 | 30 | 26 |
Profitability (%) | 79.3814 | 79.3814 | 79.3814 | 71.134 | 69.0722 | 73.1959 |
Ratio Avg Win / Avg Loss | 0.1013 | 0.2896 | 0.059 | 0.4035 | 0.2028 | 0.9895 |
Largest Winning Trade | 28377 | 28377 | 13258 | 2584962 | 966728 | 2584962 |
Largest Losing Trade | -1100994 | -63415 | -1100994 | -3280536 | -3280536 | -1042337 |
Avg Bars in Trades | 35 | 44 | 26 | 35 | 44 | 26 |
Avg Bars in Winners | 13 | 16 | 10 | 19 | 19 | 19 |
Avg Bars in Losers | 120 | 151 | 88 | 73 | 98 | 44 |
Bars Traded | 6834 | 4280 | 2554 | 6834 | 4280 | 2554 |
Profit Streak | 42.3687 | 77.7021 | 42.3687 | 42.3687 | 77.7021 | 42.3687 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574384 | -423805 | -575286 | -575453 | -576857 | 534900 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7085, "evaluation_days": 2361.67, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559289600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758905458052, "expiration_time": 1764995040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "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": [ [ -1298021.7828320228, 44818.0696782977, -1342839.8525103217, -76813.0706436016, -5644641.150955506, 5567828.080311906 ], [ -1298.021783, 44.81807, -1342.839853, -76.813071, -5644.641151, 5567.82808 ], [ -0.54962, 0.018977, -0.568598, -0.061868, 0, 0.171101 ], [ 431.214529, 431.214529, 431.214529, 431.214529, 431.214529, 431.214529 ], [ -1505846, -172788, -1453377, -9037292, -8351564, -1644804 ], [ 0.38993, 1.114921, 0.227218, 0.994347, 0.452912, 2.702129 ], [ 194, 97, 97, 194, 97, 97 ], [ 154, 77, 77, 138, 67, 71 ], [ 40, 20, 20, 56, 30, 26 ], [ 79.381443, 79.381443, 79.381443, 71.134021, 69.072165, 73.195876 ], [ 0.10128, 0.28959, 0.059018, 0.403503, 0.202797, 0.989512 ], [ 28377, 28377, 13258, 2584962, 966728, 2584962 ], [ -1100994, -63415, -1100994, -3280536, -3280536, -1042337 ], [ 35, 44, 26, 35, 44, 26 ], [ 13, 16, 10, 19, 19, 19 ], [ 120, 151, 88, 73, 98, 44 ], [ 6834, 4280, 2554, 6834, 4280, 2554 ], [ 42.368727, 77.702061, 42.368727, 42.368727, 77.702061, 42.368727 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574384, -423805, -575286, -575453, -576857, 534900 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7085, "evaluation_days": 2361.67, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559289600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758905458052, "expiration_time": 1764995040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "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) |
---|