Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2054874.6939 | 1925993.1223 | 128881.5717 | 9785486.5046 | 3999426.5693 | 5786059.9353 |
Total P&L (%) | 2054.8747 | 1925.9931 | 128.8816 | 9785.4865 | 3999.4266 | 5786.0599 |
Avg Daily Profit (%) | 0.8674 | 0.813 | 0.0544 | 0.1941 | 0.1569 | 0.1722 |
Buy And Hold Return (%) | 580.7449 | 580.7449 | 580.7449 | 580.7449 | 580.7449 | 580.7449 |
Max Trade Drawdown | -74462 | -84913 | -75974 | -2151766 | -2143713 | -2189381 |
Profit Factor | 6.9141 | 13.5184 | 1.6657 | 1.9067 | 1.7166 | 2.1103 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 37.3626 | 32.6087 | 42.2222 | 37.3626 | 32.6087 | 42.2222 |
Ratio Avg Win / Avg Loss | 11.5913 | 27.938 | 2.2794 | 3.1965 | 3.5477 | 2.8877 |
Largest Winning Trade | 1704830 | 1704830 | 49601 | 3496928 | 3496928 | 3139047 |
Largest Losing Trade | -33463 | -21553 | -33463 | -1628644 | -1349773 | -1628644 |
Avg Bars in Trades | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Winners | 113 | 111 | 115 | 113 | 111 | 115 |
Avg Bars in Losers | 12 | 13 | 9 | 12 | 13 | 9 |
Bars Traded | 4560 | 2106 | 2454 | 4560 | 2106 | 2454 |
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 | 520143 | 438694 | -285850 | 249685 | 149660 | 318749 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4738, "evaluation_days": 2369, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562025600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759538106852, "expiration_time": 1765633248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 166 } }, "second_band": { "type": "hma", "factors": { "length": 12, "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": [ [ 2054874.6939316294, 1925993.1222782088, 128881.5716534199, 9785486.504599445, 3999426.5692970543, 5786059.935302391 ], [ 2054.874694, 1925.993122, 128.881572, 9785.486505, 3999.426569, 5786.059935 ], [ 0.867402, 0.812998, 0.054403, 0.194095, 0.156874, 0.172169 ], [ 580.744899, 580.744899, 580.744899, 580.744899, 580.744899, 580.744899 ], [ -74462, -84913, -75974, -2151766, -2143713, -2189381 ], [ 6.914093, 13.518404, 1.665707, 1.906691, 1.71661, 2.110251 ], [ 91, 46, 45, 91, 46, 45 ], [ 34, 15, 19, 34, 15, 19 ], [ 57, 31, 26, 57, 31, 26 ], [ 37.362637, 32.608696, 42.222222, 37.362637, 32.608696, 42.222222 ], [ 11.591274, 27.938034, 2.279389, 3.196511, 3.54766, 2.887711 ], [ 1704830, 1704830, 49601, 3496928, 3496928, 3139047 ], [ -33463, -21553, -33463, -1628644, -1349773, -1628644 ], [ 50, 45, 54, 50, 45, 54 ], [ 113, 111, 115, 113, 111, 115 ], [ 12, 13, 9, 12, 13, 9 ], [ 4560, 2106, 2454, 4560, 2106, 2454 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 520143, 438694, -285850, 249685, 149660, 318749 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4738, "evaluation_days": 2369, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562025600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759538106852, "expiration_time": 1765633248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 166 } }, "second_band": { "type": "hma", "factors": { "length": 12, "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) |
---|