Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406694.5732 | 1400017.7608 | 6676.8124 | 754825.9483 | 1937290.531 | -1182464.5827 |
Total P&L (%) | 1406.6946 | 1400.0178 | 6.6768 | 754.8259 | 1937.2905 | -1182.4646 |
Avg Daily Profit (%) | 0.5938 | 0.591 | 0.0028 | 0.0906 | 0.1273 | 0 |
Buy And Hold Return (%) | 491.2 | 491.2 | 491.2 | 491.2 | 491.2 | 491.2 |
Max Trade Drawdown | -191959 | -158744 | -103417 | -6036712 | -4999391 | -1502965 |
Profit Factor | 3.1273 | 5.1667 | 1.0205 | 1.0667 | 1.2709 | 0.7166 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.7532 | 48.7179 | 44.7368 | 46.7532 | 48.7179 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.5617 | 5.4387 | 1.2607 | 1.2148 | 1.3378 | 0.8852 |
Largest Winning Trade | 1184565 | 1184565 | 53457 | 6128937 | 6128937 | 734244 |
Largest Losing Trade | -48339 | -48283 | -48339 | -3129459 | -3129459 | -808296 |
Avg Bars in Trades | 59 | 48 | 69 | 59 | 48 | 69 |
Avg Bars in Winners | 72 | 65 | 79 | 72 | 65 | 79 |
Avg Bars in Losers | 47 | 32 | 61 | 47 | 32 | 61 |
Bars Traded | 4549 | 1896 | 2653 | 4549 | 1896 | 2653 |
Profit Streak | 0 | 0 | 74.1705 | 0 | 0 | 74.1705 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33393 | 560677 | -554249 | -276281 | -25478 | -582253 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4738, "evaluation_days": 2369, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561075200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759507529218, "expiration_time": 1765633248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 2.86125 } } }
{ "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": [ [ 1406694.573166442, 1400017.7607915264, 6676.8123749159, 754825.9483282544, 1937290.530997144, -1182464.5826688895 ], [ 1406.694573, 1400.017761, 6.676812, 754.825948, 1937.290531, -1182.464583 ], [ 0.593793, 0.590974, 0.002818, 0.090616, 0.127316, 0 ], [ 491.2, 491.2, 491.2, 491.2, 491.2, 491.2 ], [ -191959, -158744, -103417, -6036712, -4999391, -1502965 ], [ 3.127309, 5.166726, 1.020528, 1.066665, 1.270936, 0.716591 ], [ 77, 39, 38, 77, 39, 38 ], [ 36, 19, 17, 36, 19, 17 ], [ 41, 20, 21, 41, 20, 21 ], [ 46.753247, 48.717949, 44.736842, 46.753247, 48.717949, 44.736842 ], [ 3.561657, 5.438659, 1.260652, 1.214813, 1.337827, 0.8852 ], [ 1184565, 1184565, 53457, 6128937, 6128937, 734244 ], [ -48339, -48283, -48339, -3129459, -3129459, -808296 ], [ 59, 48, 69, 59, 48, 69 ], [ 72, 65, 79, 72, 65, 79 ], [ 47, 32, 61, 47, 32, 61 ], [ 4549, 1896, 2653, 4549, 1896, 2653 ], [ 0, 0, 74.170477, 0, 0, 74.170477 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -33393, 560677, -554249, -276281, -25478, -582253 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4738, "evaluation_days": 2369, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1561075200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759507529218, "expiration_time": 1765633248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 2.86125 } } }
# | 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) |
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