Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717163.2331 | 1652442.1574 | 64721.0757 | 3226530.24 | 5318566.9113 | -2092036.6713 |
Total P&L (%) | 1717.1632 | 1652.4422 | 64.7211 | 3226.5302 | 5318.5669 | -2092.0367 |
Avg Daily Profit (%) | 0.7226 | 0.6953 | 0.0272 | 0.1476 | 0.1681 | 0 |
Buy And Hold Return (%) | 498.7747 | 498.7747 | 498.7747 | 498.7747 | 498.7747 | 498.7747 |
Max Trade Drawdown | -161143 | -166483 | -56357 | -8877342 | -6263483 | -3500641 |
Profit Factor | 4.3359 | 6.4839 | 1.3033 | 1.1539 | 1.4509 | 0.7717 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 42.2535 | 38.8889 | 45.7143 | 42.2535 | 38.8889 | 45.7143 |
Ratio Avg Win / Avg Loss | 5.9257 | 10.189 | 1.5476 | 1.5771 | 2.28 | 0.9164 |
Largest Winning Trade | 1349989 | 1349989 | 63113 | 9481061 | 9481061 | 1922095 |
Largest Losing Trade | -32890 | -32890 | -32279 | -3287119 | -1695029 | -3287119 |
Avg Bars in Trades | 195 | 182 | 210 | 195 | 182 | 210 |
Avg Bars in Winners | 318 | 326 | 311 | 318 | 326 | 311 |
Avg Bars in Losers | 106 | 90 | 124 | 106 | 90 | 124 |
Bars Traded | 13908 | 6553 | 7355 | 13908 | 6553 | 7355 |
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 | -77195 | 491169 | -322733 | -140342 | 200140 | -582454 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14259, "evaluation_days": 2376.5, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557518400000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760253895676, "expiration_time": 1766401488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 181, "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": [ [ 1717163.233137695, 1652442.1574106847, 64721.0757270103, 3226530.2399533275, 5318566.911302924, -2092036.6713495972 ], [ 1717.163233, 1652.442157, 64.721076, 3226.53024, 5318.566911, -2092.036671 ], [ 0.72256, 0.695326, 0.027234, 0.147574, 0.168137, 0 ], [ 498.774708, 498.774708, 498.774708, 498.774708, 498.774708, 498.774708 ], [ -161143, -166483, -56357, -8877342, -6263483, -3500641 ], [ 4.335907, 6.483894, 1.30325, 1.153947, 1.450904, 0.771696 ], [ 71, 36, 35, 71, 36, 35 ], [ 30, 14, 16, 30, 14, 16 ], [ 41, 22, 19, 41, 22, 19 ], [ 42.253521, 38.888889, 45.714286, 42.253521, 38.888889, 45.714286 ], [ 5.925739, 10.188976, 1.547609, 1.577061, 2.279992, 0.916389 ], [ 1349989, 1349989, 63113, 9481061, 9481061, 1922095 ], [ -32890, -32890, -32279, -3287119, -1695029, -3287119 ], [ 195, 182, 210, 195, 182, 210 ], [ 318, 326, 311, 318, 326, 311 ], [ 106, 90, 124, 106, 90, 124 ], [ 13908, 6553, 7355, 13908, 6553, 7355 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77195, 491169, -322733, -140342, 200140, -582454 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14259, "evaluation_days": 2376.5, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557518400000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760253895676, "expiration_time": 1766401488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 181, "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) |
---|