Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343272.3411 | 578885.8338 | -235613.4927 | -118816.1129 | -50337.1516 | -68478.9613 |
Total P&L (%) | 343.2723 | 578.8858 | -235.6135 | -118.8161 | -50.3372 | -68.479 |
Avg Daily Profit (%) | 0.1444 | 0.2436 | -0.0991 | 0 | -0.0294 | -0.0486 |
Buy And Hold Return (%) | 260.991 | 260.991 | 260.991 | 260.991 | 260.991 | 260.991 |
Max Trade Drawdown | -261265 | -193314 | -307131 | -534720 | -369394 | -235713 |
Profit Factor | 1.3607 | 2.3097 | 0.5378 | 0.8597 | 0.9006 | 0.7989 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 52 | 29 | 23 | 47 | 19 | 28 |
Losing Trades | 46 | 20 | 26 | 51 | 30 | 21 |
Profitability (%) | 53.0612 | 59.1837 | 46.9388 | 47.9592 | 38.7755 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2037 | 1.5929 | 0.608 | 0.9329 | 1.422 | 0.5992 |
Largest Winning Trade | 379505 | 379505 | 32280 | 120487 | 120487 | 86365 |
Largest Losing Trade | -148353 | -71077 | -148353 | -190345 | -190345 | -75076 |
Avg Bars in Trades | 45 | 47 | 44 | 45 | 47 | 44 |
Avg Bars in Winners | 45 | 46 | 44 | 42 | 41 | 42 |
Avg Bars in Losers | 46 | 49 | 43 | 49 | 51 | 46 |
Bars Traded | 4492 | 2324 | 2168 | 4492 | 2324 | 2168 |
Profit Streak | 51.1195 | 110.6195 | 0 | 0 | 0 | 194.1195 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66233 | 331989 | -581872 | -581310 | -583380 | -578780 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "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": [ [ 343272.3411419512, 578885.8338295737, -235613.4926876223, -118816.1129162793, -50337.1515872824, -68478.9613289969 ], [ 343.272341, 578.885834, -235.613493, -118.816113, -50.337152, -68.478961 ], [ 0.144444, 0.243588, -0.099143, 0, -0.029447, -0.048569 ], [ 260.990956, 260.990956, 260.990956, 260.990956, 260.990956, 260.990956 ], [ -261265, -193314, -307131, -534720, -369394, -235713 ], [ 1.360654, 2.309678, 0.537831, 0.859737, 0.900626, 0.798918 ], [ 98, 49, 49, 98, 49, 49 ], [ 52, 29, 23, 47, 19, 28 ], [ 46, 20, 26, 51, 30, 21 ], [ 53.061224, 59.183673, 46.938776, 47.959184, 38.77551, 57.142857 ], [ 1.203655, 1.592881, 0.607983, 0.932906, 1.422041, 0.599188 ], [ 379505, 379505, 32280, 120487, 120487, 86365 ], [ -148353, -71077, -148353, -190345, -190345, -75076 ], [ 45, 47, 44, 45, 47, 44 ], [ 45, 46, 44, 42, 41, 42 ], [ 46, 49, 43, 49, 51, 46 ], [ 4492, 2324, 2168, 4492, 2324, 2168 ], [ 51.119456, 110.619456, 0, 0, 0, 194.119456 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66233, 331989, -581872, -581310, -583380, -578780 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4753, "evaluation_days": 2376.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1560988800000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760151121014, "expiration_time": 1766300688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "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) |
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