Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1929752.7312 | 1803830.3602 | 125922.371 | 16254858.1319 | 5703548.2131 | 10551309.9187 |
Total P&L (%) | 1929.7527 | 1803.8304 | 125.9224 | 16254.8581 | 5703.5482 | 10551.3099 |
Avg Daily Profit (%) | 0.813 | 0.7599 | 0.0531 | 0.215 | 0.1712 | 0.1969 |
Buy And Hold Return (%) | 633.7352 | 633.7352 | 633.7352 | 633.7352 | 633.7352 | 633.7352 |
Max Trade Drawdown | -97119 | -99933 | -45487 | -16082320 | -13692788 | -5528111 |
Profit Factor | 5.6084 | 8.2409 | 1.7423 | 1.398 | 1.2003 | 1.8527 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 41.9355 | 35.4839 | 48.3871 | 41.9355 | 35.4839 | 48.3871 |
Ratio Avg Win / Avg Loss | 7.7654 | 14.9834 | 1.8585 | 1.9357 | 2.1824 | 1.9762 |
Largest Winning Trade | 1399979 | 1399979 | 70033 | 13357708 | 13357708 | 8843921 |
Largest Losing Trade | -27334 | -25304 | -27334 | -5547980 | -5547980 | -3012314 |
Avg Bars in Trades | 225 | 211 | 238 | 225 | 211 | 238 |
Avg Bars in Winners | 358 | 396 | 331 | 358 | 396 | 331 |
Avg Bars in Losers | 128 | 109 | 151 | 128 | 109 | 151 |
Bars Traded | 13950 | 6556 | 7394 | 13950 | 6556 | 7394 |
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 | -143566 | 447083 | -285214 | -151954 | 96938 | 390949 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14242, "evaluation_days": 2373.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557734400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760004530336, "expiration_time": 1766149344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 128, "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": [ [ 1929752.7312054227, 1803830.3602222693, 125922.3709831527, 16254858.131878642, 5703548.213143293, 10551309.918735348 ], [ 1929.752731, 1803.83036, 125.922371, 16254.858132, 5703.548213, 10551.309919 ], [ 0.812983, 0.759933, 0.05305, 0.214966, 0.171234, 0.196862 ], [ 633.73519, 633.73519, 633.73519, 633.73519, 633.73519, 633.73519 ], [ -97119, -99933, -45487, -16082320, -13692788, -5528111 ], [ 5.608379, 8.240855, 1.742334, 1.39799, 1.200345, 1.852719 ], [ 62, 31, 31, 62, 31, 31 ], [ 26, 11, 15, 26, 11, 15 ], [ 36, 20, 16, 36, 20, 16 ], [ 41.935484, 35.483871, 48.387097, 41.935484, 35.483871, 48.387097 ], [ 7.765448, 14.983374, 1.85849, 1.935679, 2.182445, 1.976233 ], [ 1399979, 1399979, 70033, 13357708, 13357708, 8843921 ], [ -27334, -25304, -27334, -5547980, -5547980, -3012314 ], [ 225, 211, 238, 225, 211, 238 ], [ 358, 396, 331, 358, 396, 331 ], [ 128, 109, 151, 128, 109, 151 ], [ 13950, 6556, 7394, 13950, 6556, 7394 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143566, 447083, -285214, -151954, 96938, 390949 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14242, "evaluation_days": 2373.67, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557734400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760004530336, "expiration_time": 1766149344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 128, "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) |
---|