Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6671241.23 | -69811.297 | -6601429.9329 | -176591.5352 | 23256923.2252 | -23433514.7604 |
Total P&L (%) | -6671.2412 | -69.8113 | -6601.4299 | -176.5915 | 23256.9232 | -23433.5148 |
Avg Daily Profit (%) | -2.8095 | -0.0294 | -2.7801 | 0 | 0.2299 | 0 |
Buy And Hold Return (%) | 557.9663 | 557.9663 | 557.9663 | 557.9663 | 557.9663 | 557.9663 |
Max Trade Drawdown | -6869867 | -196119 | -6676979 | -27989138 | -2471756 | -41085186 |
Profit Factor | 0.0567 | 0.7423 | 0.0294 | 0.9966 | 3.8347 | 0.4573 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 17 | 20 | 32 | 18 | 14 |
Losing Trades | 27 | 15 | 12 | 32 | 14 | 18 |
Profitability (%) | 57.8125 | 53.125 | 62.5 | 50 | 56.25 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0414 | 0.655 | 0.0176 | 0.9966 | 2.9825 | 0.588 |
Largest Winning Trade | 112896 | 112896 | 40313 | 12025880 | 9859353 | 12025880 |
Largest Losing Trade | -6605975 | -47936 | -6605975 | -23657090 | -2162068 | -23657090 |
Avg Bars in Trades | 71 | 75 | 66 | 71 | 75 | 66 |
Avg Bars in Winners | 20 | 12 | 26 | 93 | 114 | 66 |
Avg Bars in Losers | 140 | 146 | 132 | 48 | 25 | 66 |
Bars Traded | 4545 | 2418 | 2127 | 4545 | 2418 | 2127 |
Profit Streak | 34.0862 | 34.0862 | 60.5862 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722271 | -579863 | -578213 | -724277 | 576424 | -583240 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4749, "evaluation_days": 2374.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562846400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759975448932, "expiration_time": 1766122704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 185 } } }
{ "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": [ [ -6671241.229957834, -69811.2970445302, -6601429.932913303, -176591.5352049159, 23256923.225215524, -23433514.760420457 ], [ -6671.24123, -69.811297, -6601.429933, -176.591535, 23256.923225, -23433.51476 ], [ -2.809535, -0.0294, -2.780135, 0, 0.229932, 0 ], [ 557.966286, 557.966286, 557.966286, 557.966286, 557.966286, 557.966286 ], [ -6869867, -196119, -6676979, -27989138, -2471756, -41085186 ], [ 0.056678, 0.742345, 0.029362, 0.996563, 3.834684, 0.457296 ], [ 64, 32, 32, 64, 32, 32 ], [ 37, 17, 20, 32, 18, 14 ], [ 27, 15, 12, 32, 14, 18 ], [ 57.8125, 53.125, 62.5, 50, 56.25, 43.75 ], [ 0.04136, 0.65501, 0.017617, 0.996563, 2.982532, 0.587951 ], [ 112896, 112896, 40313, 12025880, 9859353, 12025880 ], [ -6605975, -47936, -6605975, -23657090, -2162068, -23657090 ], [ 71, 75, 66, 71, 75, 66 ], [ 20, 12, 26, 93, 114, 66 ], [ 140, 146, 132, 48, 25, 66 ], [ 4545, 2418, 2127, 4545, 2418, 2127 ], [ 34.086214, 34.086214, 60.586214, 0, 0, 0 ], [ 2, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -722271, -579863, -578213, -724277, 576424, -583240 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4749, "evaluation_days": 2374.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1562846400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759975448932, "expiration_time": 1766122704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 185 } } }
# | 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) |
---|