Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1341140.5449 | 1334299.848 | 6840.697 | 679036.0351 | 1163212.6723 | -484176.6372 |
Total P&L (%) | 1341.1405 | 1334.2998 | 6.8407 | 679.036 | 1163.2127 | -484.1766 |
Avg Daily Profit (%) | 0.5678 | 0.5649 | 0.0029 | 0.087 | 0.1074 | 0 |
Buy And Hold Return (%) | 525.9919 | 525.9919 | 525.9919 | 525.9919 | 525.9919 | 525.9919 |
Max Trade Drawdown | -165679 | -154816 | -82970 | -3738007 | -2532830 | -1527714 |
Profit Factor | 2.8719 | 4.4315 | 1.0209 | 1.0811 | 1.2405 | 0.8632 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 50.4673 | 48.1481 | 52.8302 | 50.4673 | 48.1481 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.8187 | 4.7724 | 0.9115 | 1.061 | 1.3359 | 0.7707 |
Largest Winning Trade | 1096734 | 1096734 | 47056 | 3280227 | 3280227 | 568123 |
Largest Losing Trade | -54760 | -32297 | -54760 | -1265515 | -962123 | -1265515 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 73 | 88 | 59 | 73 | 88 | 59 |
Avg Bars in Losers | 56 | 42 | 71 | 56 | 42 | 71 |
Bars Traded | 6965 | 3515 | 3450 | 6965 | 3515 | 3450 |
Profit Streak | 0 | 0 | 26.6352 | 0 | 0 | 26.6352 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485926 | -165763 | -733095 | -282736 | -235677 | -759925 |
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7086, "evaluation_days": 2362, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558022400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758928477869, "expiration_time": 1765024704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 111, "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": [ [ 1341140.544910078, 1334299.847953617, 6840.6969564612, 679036.0351382915, 1163212.6723170565, -484176.6371787654 ], [ 1341.140545, 1334.299848, 6.840697, 679.036035, 1163.212672, -484.176637 ], [ 0.567799, 0.564903, 0.002896, 0.086951, 0.107435, 0 ], [ 525.991889, 525.991889, 525.991889, 525.991889, 525.991889, 525.991889 ], [ -165679, -154816, -82970, -3738007, -2532830, -1527714 ], [ 2.87189, 4.431518, 1.02088, 1.081051, 1.24045, 0.863236 ], [ 107, 54, 53, 107, 54, 53 ], [ 54, 26, 28, 54, 26, 28 ], [ 53, 28, 25, 53, 28, 25 ], [ 50.46729, 48.148148, 52.830189, 50.46729, 48.148148, 52.830189 ], [ 2.818707, 4.772404, 0.9115, 1.061031, 1.335869, 0.770747 ], [ 1096734, 1096734, 47056, 3280227, 3280227, 568123 ], [ -54760, -32297, -54760, -1265515, -962123, -1265515 ], [ 65, 65, 65, 65, 65, 65 ], [ 73, 88, 59, 73, 88, 59 ], [ 56, 42, 71, 56, 42, 71 ], [ 6965, 3515, 3450, 6965, 3515, 3450 ], [ 0, 0, 26.63516, 0, 0, 26.635161 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485926, -165763, -733095, -282736, -235677, -759925 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7086, "evaluation_days": 2362, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558022400000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758928477869, "expiration_time": 1765024704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 111, "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) |
---|