Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5637170.6692 | 5786111.8887 | -148941.2195 | -77461.2775 | 1015070.7012 | -1092531.9787 |
Total P&L (%) | 5637.1707 | 5786.1119 | -148.9412 | -77.4613 | 1015.0707 | -1092.532 |
Avg Daily Profit (%) | 2.3848 | 2.4479 | -0.063 | -0.063 | 0.1021 | 0 |
Buy And Hold Return (%) | 390.1961 | 390.1961 | 390.1961 | 390.1961 | 390.1961 | 390.1961 |
Max Trade Drawdown | -285826 | -197260 | -209915 | -1375916 | -315379 | -1116492 |
Profit Factor | 7.8211 | 14.249 | 0.6178 | 0.953 | 3.3012 | 0.096 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 33 | 28 | 38 | 33 | 28 | 38 |
Ratio Avg Win / Avg Loss | 15.8793 | 36.6403 | 1.008 | 1.935 | 8.4887 | 0.1566 |
Largest Winning Trade | 5971646 | 5971646 | 48484 | 1369787 | 1369787 | 40029 |
Largest Losing Trade | -66792 | -32187 | -66792 | -930230 | -120635 | -930230 |
Avg Bars in Trades | 89 | 108 | 70 | 89 | 108 | 70 |
Avg Bars in Winners | 166 | 227 | 120 | 166 | 227 | 120 |
Avg Bars in Losers | 51 | 61 | 39 | 51 | 61 | 39 |
Bars Traded | 8924 | 5415 | 3509 | 8924 | 5415 | 3509 |
Profit Streak | 0 | 0 | 52.3571 | 0 | 0 | 52.3571 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602104 | -173801 | -763269 | -584345 | -250373 | -764936 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1560211200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759091655200, "expiration_time": 1765209240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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": [ [ 5637170.669228097, 5786111.888709477, -148941.2194813816, -77461.2775350654, 1015070.7012144027, -1092531.9787494673 ], [ 5637.170669, 5786.111889, -148.941219, -77.461278, 1015.070701, -1092.531979 ], [ 2.384842, 2.447853, -0.063011, -0.063013, 0.102072, 0 ], [ 390.196078, 390.196078, 390.196078, 390.196078, 390.196078, 390.196078 ], [ -285826, -197260, -209915, -1375916, -315379, -1116492 ], [ 7.821125, 14.249024, 0.617814, 0.953044, 3.301161, 0.096003 ], [ 100, 50, 50, 100, 50, 50 ], [ 33, 14, 19, 33, 14, 19 ], [ 67, 36, 31, 67, 36, 31 ], [ 33, 28, 38, 33, 28, 38 ], [ 15.879254, 36.640348, 1.008012, 1.934969, 8.488699, 0.156636 ], [ 5971646, 5971646, 48484, 1369787, 1369787, 40029 ], [ -66792, -32187, -66792, -930230, -120635, -930230 ], [ 89, 108, 70, 89, 108, 70 ], [ 166, 227, 120, 166, 227, 120 ], [ 51, 61, 39, 51, 61, 39 ], [ 8924, 5415, 3509, 8924, 5415, 3509 ], [ 0, 0, 52.35712, 0, 0, 52.35712 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 602104, -173801, -763269, -584345, -250373, -764936 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9455, "evaluation_days": 2363.75, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1560211200000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759091655200, "expiration_time": 1765209240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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) |
---|