Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15268155.7615 | 15305119.0698 | -36963.3083 | 271913.8769 | -65355.3554 | 337269.2322 |
Total P&L (%) | 15268.1558 | 15305.1191 | -36.9633 | 271.9139 | -65.3554 | 337.2692 |
Avg Daily Profit (%) | 6.4709 | 6.4866 | -0.0157 | 0.0557 | -0.0449 | 0.0625 |
Buy And Hold Return (%) | 552.2491 | 552.2491 | 552.2491 | 552.2491 | 552.2491 | 552.2491 |
Max Trade Drawdown | -220097 | -220586 | -58111 | -7732425 | -7727596 | -666671 |
Profit Factor | 25.7806 | 32.1722 | 0.7046 | 1.0233 | 0.9937 | 1.2612 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 39.4366 | 34.2857 | 44.4444 | 39.4366 | 34.2857 | 44.4444 |
Ratio Avg Win / Avg Loss | 39.5916 | 61.6634 | 0.8808 | 1.5715 | 1.9046 | 1.5765 |
Largest Winning Trade | 15425681 | 15425681 | 21910 | 7659108 | 7659108 | 628140 |
Largest Losing Trade | -39060 | -39060 | -21062 | -2951502 | -2951502 | -511656 |
Avg Bars in Trades | 118 | 226 | 14 | 118 | 226 | 14 |
Avg Bars in Winners | 151 | 335 | 12 | 151 | 335 | 12 |
Avg Bars in Losers | 97 | 169 | 15 | 97 | 169 | 15 |
Bars Traded | 8428 | 7920 | 508 | 8428 | 7920 | 508 |
Profit Streak | 95.0627 | 95.3127 | 95.0627 | 95.0627 | 95.3127 | 95.0627 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69954 | 680781 | -582103 | -572569 | -583561 | -275553 |
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 36, "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": [ [ 15268155.761471802, 15305119.069762884, -36963.3082910768, 271913.8768633726, -65355.3553721694, 337269.2322355408 ], [ 15268.155761, 15305.11907, -36.963308, 271.913877, -65.355355, 337.269232 ], [ 6.470928, 6.486594, -0.015666, 0.055684, -0.044916, 0.062549 ], [ 552.249135, 552.249135, 552.249135, 552.249135, 552.249135, 552.249135 ], [ -220097, -220586, -58111, -7732425, -7727596, -666671 ], [ 25.780569, 32.172233, 0.704645, 1.023284, 0.993708, 1.261162 ], [ 71, 35, 36, 71, 35, 36 ], [ 28, 12, 16, 28, 12, 16 ], [ 43, 23, 20, 43, 23, 20 ], [ 39.43662, 34.285714, 44.444444, 39.43662, 34.285714, 44.444444 ], [ 39.591587, 61.663446, 0.880806, 1.571472, 1.904607, 1.576452 ], [ 15425681, 15425681, 21910, 7659108, 7659108, 628140 ], [ -39060, -39060, -21062, -2951502, -2951502, -511656 ], [ 118, 226, 14, 118, 226, 14 ], [ 151, 335, 12, 151, 335, 12 ], [ 97, 169, 15, 97, 169, 15 ], [ 8428, 7920, 508, 8428, 7920, 508 ], [ 95.062655, 95.312655, 95.062655, 95.062655, 95.312655, 95.062655 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69954, 680781, -582103, -572569, -583561, -275553 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1555912800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758850213423, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 36, "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) |
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