Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4532814.8607 | 4468730.5048 | 64084.3558 | 1614281.9894 | -2665561.6085 | 4279843.5978 |
Total P&L (%) | 4532.8149 | 4468.7305 | 64.0844 | 1614.282 | -2665.5616 | 4279.8436 |
Avg Daily Profit (%) | 1.9207 | 1.8935 | 0.0272 | 0.1205 | 0 | 0.1603 |
Buy And Hold Return (%) | 431.9224 | 431.9224 | 431.9224 | 431.9224 | 431.9224 | 431.9224 |
Max Trade Drawdown | -163533 | -130494 | -80782 | -12575602 | -12384807 | -5362133 |
Profit Factor | 10.244 | 16.1798 | 1.327 | 1.0599 | 0.8525 | 1.4811 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
Ratio Avg Win / Avg Loss | 9.9025 | 19.9136 | 1.0148 | 1.0245 | 1.0493 | 1.1326 |
Largest Winning Trade | 4422981 | 4422981 | 42233 | 4414329 | 4414329 | 2265046 |
Largest Losing Trade | -59574 | -47752 | -59574 | -3755573 | -3755573 | -3319074 |
Avg Bars in Trades | 76 | 92 | 60 | 76 | 92 | 60 |
Avg Bars in Winners | 95 | 126 | 72 | 95 | 126 | 72 |
Avg Bars in Losers | 56 | 65 | 45 | 56 | 65 | 45 |
Bars Traded | 4506 | 2681 | 1825 | 4506 | 2681 | 1825 |
Profit Streak | 172.8712 | 172.8712 | 318.3712 | 172.8712 | 172.8712 | 318.3712 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155367 | 761727 | -320346 | -366930 | -580595 | 384203 |
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{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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": [ [ 4532814.8606504565, 4468730.50482853, 64084.355821928, 1614281.9893511203, -2665561.6084757037, 4279843.597826831 ], [ 4532.814861, 4468.730505, 64.084356, 1614.281989, -2665.561608, 4279.843598 ], [ 1.920684, 1.89353, 0.027154, 0.120478, 0, 0.160281 ], [ 431.922399, 431.922399, 431.922399, 431.922399, 431.922399, 431.922399 ], [ -163533, -130494, -80782, -12575602, -12384807, -5362133 ], [ 10.244009, 16.179777, 1.32702, 1.059854, 0.852528, 1.481145 ], [ 59, 29, 30, 59, 29, 30 ], [ 30, 13, 17, 30, 13, 17 ], [ 29, 16, 13, 29, 16, 13 ], [ 50.847458, 44.827586, 56.666667, 50.847458, 44.827586, 56.666667 ], [ 9.902542, 19.913572, 1.01478, 1.024526, 1.049266, 1.13264 ], [ 4422981, 4422981, 42233, 4414329, 4414329, 2265046 ], [ -59574, -47752, -59574, -3755573, -3755573, -3319074 ], [ 76, 92, 60, 76, 92, 60 ], [ 95, 126, 72, 95, 126, 72 ], [ 56, 65, 45, 56, 65, 45 ], [ 4506, 2681, 1825, 4506, 2681, 1825 ], [ 172.871165, 172.871165, 318.371165, 172.871165, 172.871165, 318.371165 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -155367, 761727, -320346, -366930, -580595, 384203 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1560254400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758790468641, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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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