Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131872.5362 | 46492.5695 | 85379.9666 | 89814.4229 | -24325.6528 | 114140.0758 |
Total P&L (%) | 131.8725 | 46.4926 | 85.38 | 89.8144 | -24.3257 | 114.1401 |
Avg Daily Profit (%) | 0.2532 | 0.0893 | 0.1639 | 0.1231 | -0.0535 | 0.1463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106489 | -68200 | -65729 | -272776 | -161658 | -178243 |
Profit Factor | 1.3087 | 1.2316 | 1.3771 | 1.1111 | 0.9367 | 1.2691 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 50.2762 | 48.3516 | 52.2222 | 50.2762 | 48.3516 | 52.2222 |
Ratio Avg Win / Avg Loss | 1.2943 | 1.3155 | 1.2599 | 1.0989 | 1.0006 | 1.1611 |
Largest Winning Trade | 46556 | 46556 | 31984 | 70321 | 59737 | 70321 |
Largest Losing Trade | -45584 | -12129 | -45584 | -129126 | -24480 | -129126 |
Avg Bars in Trades | 133 | 65 | 201 | 133 | 65 | 201 |
Avg Bars in Winners | 164 | 74 | 248 | 164 | 74 | 248 |
Avg Bars in Losers | 102 | 57 | 151 | 102 | 57 | 151 |
Bars Traded | 24153 | 5977 | 18177 | 24153 | 5977 | 18177 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310593 | -77285 | 261836 | -126526 | -580632 | 56588 |
{ "trading_pair": "THETA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714078800000, "first_datapoint_time": 1714505400000, "last_datapoint_time": 1759077000000, "evaluation_time": 1759079084641, "expiration_time": 1765557000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 157, "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": [ [ 131872.5361503366, 46492.5695259759, 85379.9666243607, 89814.4229451311, -24325.6528072397, 114140.0757523708 ], [ 131.872536, 46.49257, 85.379967, 89.814423, -24.325653, 114.140076 ], [ 0.253197, 0.089266, 0.163931, 0.123125, -0.053502, 0.146308 ], [ 10, 10, 10, 10, 10, 10 ], [ -106489, -68200, -65729, -272776, -161658, -178243 ], [ 1.308685, 1.231557, 1.377079, 1.111114, 0.936688, 1.269141 ], [ 181, 91, 90, 181, 91, 90 ], [ 91, 44, 47, 91, 44, 47 ], [ 90, 47, 43, 90, 47, 43 ], [ 50.276243, 48.351648, 52.222222, 50.276243, 48.351648, 52.222222 ], [ 1.294304, 1.315527, 1.259881, 1.098904, 1.000553, 1.161129 ], [ 46556, 46556, 31984, 70321, 59737, 70321 ], [ -45584, -12129, -45584, -129126, -24480, -129126 ], [ 133, 65, 201, 133, 65, 201 ], [ 164, 74, 248, 164, 74, 248 ], [ 102, 57, 151, 102, 57, 151 ], [ 24153, 5977, 18177, 24153, 5977, 18177 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310593, -77285, 261836, -126526, -580632, 56588 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714078800000, "first_datapoint_time": 1714505400000, "last_datapoint_time": 1759077000000, "evaluation_time": 1759079084641, "expiration_time": 1765557000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 157, "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) |
---|