Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1981059.9356 | 1829938.1126 | 151121.823 | 18063100.2545 | 2627176.1317 | 15435924.1228 |
Total P&L (%) | 1981.0599 | 1829.9381 | 151.1218 | 18063.1003 | 2627.1761 | 15435.9241 |
Avg Daily Profit (%) | 0.8369 | 0.773 | 0.0638 | 0.22 | 0.1397 | 0.2134 |
Buy And Hold Return (%) | 387.125 | 387.125 | 387.125 | 387.125 | 387.125 | 387.125 |
Max Trade Drawdown | -86827 | -120542 | -36615 | -11808009 | -12961665 | -5534869 |
Profit Factor | 5.8875 | 8.9121 | 1.8683 | 1.3814 | 1.0856 | 1.927 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 44.8276 | 37.931 | 51.7241 | 44.8276 | 37.931 | 51.7241 |
Ratio Avg Win / Avg Loss | 7.2462 | 14.5834 | 1.7437 | 1.7002 | 1.7764 | 1.7986 |
Largest Winning Trade | 1405884 | 1405884 | 59722 | 11418401 | 11418401 | 9200441 |
Largest Losing Trade | -32801 | -27991 | -32801 | -4527619 | -4527619 | -3926496 |
Avg Bars in Trades | 157 | 143 | 171 | 157 | 143 | 171 |
Avg Bars in Winners | 238 | 265 | 218 | 238 | 265 | 218 |
Avg Bars in Losers | 91 | 68 | 121 | 91 | 68 | 121 |
Bars Traded | 9128 | 4147 | 4981 | 9128 | 4147 | 4981 |
Profit Streak | 0 | 0 | 81.2357 | 0 | 0 | 81.2357 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161122 | 545006 | -269193 | -171610 | -136259 | 451361 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9469, "evaluation_days": 2367.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559152800000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759405160395, "expiration_time": 1765520712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 62, "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": [ [ 1981059.935636529, 1829938.1126160235, 151121.8230205051, 18063100.254461046, 2627176.131668184, 15435924.122792868 ], [ 1981.059936, 1829.938113, 151.121823, 18063.100254, 2627.176132, 15435.924123 ], [ 0.836861, 0.773023, 0.063839, 0.219989, 0.139747, 0.213375 ], [ 387.125033, 387.125033, 387.125033, 387.125033, 387.125033, 387.125033 ], [ -86827, -120542, -36615, -11808009, -12961665, -5534869 ], [ 5.887514, 8.912091, 1.868282, 1.38141, 1.085553, 1.927043 ], [ 58, 29, 29, 58, 29, 29 ], [ 26, 11, 15, 26, 11, 15 ], [ 32, 18, 14, 32, 18, 14 ], [ 44.827586, 37.931034, 51.724138, 44.827586, 37.931034, 51.724138 ], [ 7.246172, 14.583422, 1.74373, 1.700197, 1.77636, 1.798573 ], [ 1405884, 1405884, 59722, 11418401, 11418401, 9200441 ], [ -32801, -27991, -32801, -4527619, -4527619, -3926496 ], [ 157, 143, 171, 157, 143, 171 ], [ 238, 265, 218, 238, 265, 218 ], [ 91, 68, 121, 91, 68, 121 ], [ 9128, 4147, 4981, 9128, 4147, 4981 ], [ 0, 0, 81.235653, 0, 0, 81.235653 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161122, 545006, -269193, -171610, -136259, 451361 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9469, "evaluation_days": 2367.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559152800000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759405160395, "expiration_time": 1765520712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 62, "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) |
---|