Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1987430.2325 | 2021951.9683 | -34521.7358 | 196491.2222 | 2819737.9937 | -2623246.7714 |
Total P&L (%) | 1987.4302 | 2021.952 | -34.5217 | 196.4912 | 2819.738 | -2623.2468 |
Avg Daily Profit (%) | 0.954 | 0.9705 | -0.0166 | 0.0522 | 0.1621 | 0 |
Buy And Hold Return (%) | 550.3299 | 550.3299 | 550.3299 | 550.3299 | 550.3299 | 550.3299 |
Max Trade Drawdown | -203917 | -197187 | -69994 | -7874970 | -5499380 | -3021577 |
Profit Factor | 2.3996 | 3.2845 | 0.9355 | 1.0085 | 1.2068 | 0.7264 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 159 | 74 | 85 | 159 | 74 | 85 |
Losing Trades | 237 | 124 | 113 | 237 | 124 | 113 |
Profitability (%) | 40.1515 | 37.3737 | 42.9293 | 40.1515 | 37.3737 | 42.9293 |
Ratio Avg Win / Avg Loss | 3.5768 | 5.5038 | 1.2436 | 1.5032 | 2.0222 | 0.9657 |
Largest Winning Trade | 1696131 | 1696131 | 28690 | 7655262 | 7655262 | 723040 |
Largest Losing Trade | -37432 | -37432 | -25570 | -2118584 | -2118584 | -1668464 |
Avg Bars in Trades | 61 | 104 | 18 | 61 | 104 | 18 |
Avg Bars in Winners | 84 | 158 | 19 | 84 | 158 | 19 |
Avg Bars in Losers | 46 | 72 | 18 | 46 | 72 | 18 |
Bars Traded | 24444 | 20701 | 3743 | 24444 | 20701 | 3743 |
Profit Streak | 7.4064 | 7.4064 | 39.4897 | 7.4064 | 7.4064 | 39.4897 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528747 | 479947 | -580555 | -499733 | 120202 | -582221 |
{ "trading_pair": "THETA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579212000000, "first_datapoint_time": 1580443200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283111169, "expiration_time": 1765756800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 3.25764 } } }
{ "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": [ [ 1987430.2325295561, 2021951.9683427215, -34521.7358131655, 196491.2222360987, 2819737.99368324, -2623246.77144714 ], [ 1987.430233, 2021.951968, -34.521736, 196.491222, 2819.737994, -2623.246771 ], [ 0.953968, 0.970538, -0.01657, 0.052182, 0.162087, 0 ], [ 550.329877, 550.329877, 550.329877, 550.329877, 550.329877, 550.329877 ], [ -203917, -197187, -69994, -7874970, -5499380, -3021577 ], [ 2.399616, 3.284521, 0.935463, 1.008461, 1.2068, 0.726443 ], [ 396, 198, 198, 396, 198, 198 ], [ 159, 74, 85, 159, 74, 85 ], [ 237, 124, 113, 237, 124, 113 ], [ 40.151515, 37.373737, 42.929293, 40.151515, 37.373737, 42.929293 ], [ 3.576786, 5.503792, 1.243616, 1.503177, 2.022205, 0.965742 ], [ 1696131, 1696131, 28690, 7655262, 7655262, 723040 ], [ -37432, -37432, -25570, -2118584, -2118584, -1668464 ], [ 61, 104, 18, 61, 104, 18 ], [ 84, 158, 19, 84, 158, 19 ], [ 46, 72, 18, 46, 72, 18 ], [ 24444, 20701, 3743, 24444, 20701, 3743 ], [ 7.406379, 7.406379, 39.489712, 7.406379, 7.406379, 39.489713 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528747, 479947, -580555, -499733, 120202, -582221 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579212000000, "first_datapoint_time": 1580443200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759283111169, "expiration_time": 1765756800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 3.25764 } } }
# | 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) |
---|