Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4217256.735 | 4097545.7464 | 119710.9887 | 8301910.9209 | 972657.0065 | 7329253.9144 |
Total P&L (%) | 4217.2567 | 4097.5457 | 119.711 | 8301.9109 | 972.657 | 7329.2539 |
Avg Daily Profit (%) | 1.787 | 1.7362 | 0.0507 | 0.1879 | 0.1006 | 0.1827 |
Buy And Hold Return (%) | 629.2775 | 629.2775 | 629.2775 | 629.2775 | 629.2775 | 629.2775 |
Max Trade Drawdown | -141677 | -102988 | -131569 | -5801946 | -5343595 | -1814605 |
Profit Factor | 8.9195 | 17.1557 | 1.4292 | 1.4922 | 1.0919 | 2.167 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 57.4074 | 55.5556 | 59.2593 | 57.4074 | 55.5556 | 59.2593 |
Ratio Avg Win / Avg Loss | 6.6177 | 13.7245 | 0.9826 | 1.1071 | 0.8735 | 1.4898 |
Largest Winning Trade | 3928105 | 3928105 | 43437 | 2056356 | 1802894 | 2056356 |
Largest Losing Trade | -63837 | -54158 | -63837 | -3027559 | -3027559 | -1154848 |
Avg Bars in Trades | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Winners | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Losers | 25 | 31 | 19 | 25 | 31 | 19 |
Bars Traded | 4449 | 2316 | 2133 | 4449 | 2316 | 2133 |
Profit Streak | 56.3695 | 56.3695 | 68.8695 | 56.3695 | 56.3695 | 68.8695 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 900011 | -156592 | -469219 | 426279 | -368093 | -166573 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563062400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919923560, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 190 } }, "second_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 4.5165 } } }
{ "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": [ [ 4217256.735035935, 4097545.7463701004, 119710.9886658342, 8301910.920926195, 972657.0065474142, 7329253.914378778 ], [ 4217.256735, 4097.545746, 119.710989, 8301.910921, 972.657007, 7329.253914 ], [ 1.786973, 1.736248, 0.050725, 0.187932, 0.10059, 0.18271 ], [ 629.277493, 629.277493, 629.277493, 629.277493, 629.277493, 629.277493 ], [ -141677, -102988, -131569, -5801946, -5343595, -1814605 ], [ 8.919497, 17.155685, 1.429245, 1.492192, 1.091874, 2.166999 ], [ 108, 54, 54, 108, 54, 54 ], [ 62, 30, 32, 62, 30, 32 ], [ 46, 24, 22, 46, 24, 22 ], [ 57.407407, 55.555556, 59.259259, 57.407407, 55.555556, 59.259259 ], [ 6.617691, 13.724548, 0.982606, 1.10711, 0.8735, 1.489812 ], [ 3928105, 3928105, 43437, 2056356, 1802894, 2056356 ], [ -63837, -54158, -63837, -3027559, -3027559, -1154848 ], [ 41, 42, 39, 41, 42, 39 ], [ 52, 52, 52, 52, 52, 52 ], [ 25, 31, 19, 25, 31, 19 ], [ 4449, 2316, 2133, 4449, 2316, 2133 ], [ 56.369486, 56.369486, 68.869486, 56.369486, 56.369486, 68.869486 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 900011, -156592, -469219, 426279, -368093, -166573 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1563062400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919923560, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 190 } }, "second_band": { "type": "supertrend", "factors": { "length": 206, "offset": 0, "multiplier": 4.5165 } } }
# | 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) |
---|