Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7610320.8537 | 14285.878 | -7624606.7317 | 45490781.632 | 27565942.8995 | 17924838.7324 |
Total P&L (%) | -7610.3209 | 14.2859 | -7624.6067 | 45490.7816 | 27565.9429 | 17924.8387 |
Avg Daily Profit (%) | -3.2172 | 0.006 | -3.2233 | 0.2592 | 0.238 | 0.2198 |
Buy And Hold Return (%) | 481.1321 | 481.1321 | 481.1321 | 481.1321 | 481.1321 | 481.1321 |
Max Trade Drawdown | -7782018 | -93437 | -7740004 | -64678553 | -13923248 | -80260636 |
Profit Factor | 0.0557 | 1.0908 | 0.035 | 1.3357 | 1.575 | 1.2047 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 48 | 20 | 28 | 34 | 19 | 15 |
Losing Trades | 14 | 11 | 3 | 28 | 12 | 16 |
Profitability (%) | 77.4194 | 64.5161 | 90.3226 | 54.8387 | 61.2903 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.0162 | 0.5999 | 0.0038 | 1.1 | 0.9947 | 1.285 |
Largest Winning Trade | 31149 | 31149 | 28789 | 77813162 | 35556814 | 77813162 |
Largest Losing Trade | -7717562 | -55223 | -7717562 | -22478983 | -12772803 | -22478983 |
Avg Bars in Trades | 70 | 55 | 85 | 70 | 55 | 85 |
Avg Bars in Winners | 36 | 25 | 43 | 58 | 54 | 64 |
Avg Bars in Losers | 189 | 110 | 477 | 85 | 58 | 104 |
Bars Traded | 4384 | 1733 | 2651 | 4384 | 1733 | 2651 |
Profit Streak | 81.1276 | 81.1276 | 239.1276 | 81.1276 | 81.1276 | 239.1276 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734356 | -470436 | -574547 | -147660 | 375892 | 303091 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4731, "evaluation_days": 2365.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563580800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201420642, "expiration_time": 1765321776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -7610320.853694251, 14285.8780242911, -7624606.731718542, 45490781.63196186, 27565942.89952177, 17924838.732440084 ], [ -7610.320854, 14.285878, -7624.606732, 45490.781632, 27565.9429, 17924.838732 ], [ -3.217214, 0.006039, -3.223254, 0.259151, 0.237982, 0.219828 ], [ 481.132075, 481.132075, 481.132075, 481.132075, 481.132075, 481.132075 ], [ -7782018, -93437, -7740004, -64678553, -13923248, -80260636 ], [ 0.055656, 1.090809, 0.035046, 1.335681, 1.574972, 1.20468 ], [ 62, 31, 31, 62, 31, 31 ], [ 48, 20, 28, 34, 19, 15 ], [ 14, 11, 3, 28, 12, 16 ], [ 77.419355, 64.516129, 90.322581, 54.83871, 61.290323, 48.387097 ], [ 0.016233, 0.599945, 0.003755, 1.099973, 0.994719, 1.284992 ], [ 31149, 31149, 28789, 77813162, 35556814, 77813162 ], [ -7717562, -55223, -7717562, -22478983, -12772803, -22478983 ], [ 70, 55, 85, 70, 55, 85 ], [ 36, 25, 43, 58, 54, 64 ], [ 189, 110, 477, 85, 58, 104 ], [ 4384, 1733, 2651, 4384, 1733, 2651 ], [ 81.127554, 81.127554, 239.127554, 81.127554, 81.127554, 239.127554 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -734356, -470436, -574547, -147660, 375892, 303091 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4731, "evaluation_days": 2365.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563580800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759201420642, "expiration_time": 1765321776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 2 } } }
# | 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) |
---|