Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6434111.5458 | -31239.4932 | -6402872.0526 | 5219770.2945 | 21954122.59 | -16734352.2954 |
Total P&L (%) | -6434.1115 | -31.2395 | -6402.8721 | 5219.7703 | 21954.1226 | -16734.3523 |
Avg Daily Profit (%) | -2.7177 | -0.0132 | -2.7045 | 0.168 | 0.2282 | 0 |
Buy And Hold Return (%) | 480.9394 | 480.9394 | 480.9394 | 480.9394 | 480.9394 | 480.9394 |
Max Trade Drawdown | -6681428 | -198059 | -6505240 | -32131528 | -4906194 | -31419964 |
Profit Factor | 0.0607 | 0.8771 | 0.0292 | 1.1047 | 2.4615 | 0.5195 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 49 | 21 | 28 | 43 | 23 | 20 |
Losing Trades | 21 | 14 | 7 | 27 | 12 | 15 |
Profitability (%) | 70 | 60 | 80 | 61.4286 | 65.7143 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.026 | 0.5847 | 0.0073 | 0.6937 | 1.2843 | 0.3896 |
Largest Winning Trade | 95755 | 95755 | 31134 | 23793032 | 23793032 | 12831462 |
Largest Losing Trade | -6370689 | -74837 | -6370689 | -21567813 | -4057089 | -21567813 |
Avg Bars in Trades | 63 | 71 | 56 | 63 | 71 | 56 |
Avg Bars in Winners | 13 | 9 | 17 | 54 | 69 | 38 |
Avg Bars in Losers | 180 | 163 | 213 | 78 | 74 | 81 |
Bars Traded | 4466 | 2488 | 1978 | 4466 | 2488 | 1978 |
Profit Streak | 83.6774 | 83.6774 | 241.1774 | 83.6774 | 83.6774 | 241.1774 |
Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -674941 | -577900 | -575404 | -194517 | 557150 | -578367 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1564142400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378526136, "expiration_time": 1765499760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 216, "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": [ [ -6434111.545839359, -31239.4931959969, -6402872.0526433615, 5219770.294541088, 21954122.589965153, -16734352.295424065 ], [ -6434.111546, -31.239493, -6402.872053, 5219.770295, 21954.12259, -16734.352295 ], [ -2.717682, -0.013195, -2.704487, 0.167998, 0.228183, 0 ], [ 480.939425, 480.939425, 480.939425, 480.939425, 480.939425, 480.939425 ], [ -6681428, -198059, -6505240, -32131528, -4906194, -31419964 ], [ 0.060685, 0.87709, 0.029224, 1.104715, 2.461506, 0.519484 ], [ 70, 35, 35, 70, 35, 35 ], [ 49, 21, 28, 43, 23, 20 ], [ 21, 14, 7, 27, 12, 15 ], [ 70, 60, 80, 61.428571, 65.714286, 57.142857 ], [ 0.026008, 0.584726, 0.007306, 0.693658, 1.284264, 0.389613 ], [ 95755, 95755, 31134, 23793032, 23793032, 12831462 ], [ -6370689, -74837, -6370689, -21567813, -4057089, -21567813 ], [ 63, 71, 56, 63, 71, 56 ], [ 13, 9, 17, 54, 69, 38 ], [ 180, 163, 213, 78, 74, 81 ], [ 4466, 2488, 1978, 4466, 2488, 1978 ], [ 83.677386, 83.677386, 241.177386, 83.677386, 83.677386, 241.177386 ], [ 17, 8, 9, 17, 8, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -674941, -577900, -575404, -194517, 557150, -578367 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4735, "evaluation_days": 2367.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1564142400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378526136, "expiration_time": 1765499760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 216, "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) |
---|