| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 6307399.0954 | 6582711.2948 | -275312.1994 | -99922.6171 | 151248.3414 | -251170.9585 |
| Total P&L (%) | 6307.3991 | 6582.7113 | -275.3122 | -99.9226 | 151.2483 | -251.171 |
| Avg Daily Profit (%) | 2.6678 | 2.7843 | -0.1164 | -0.3026 | 0.039 | 0 |
| Buy And Hold Return (%) | 419.4215 | 419.4215 | 419.4215 | 419.4215 | 419.4215 | 419.4215 |
| Max Trade Drawdown | -408832 | -263696 | -262425 | -481295 | -233489 | -247858 |
| Profit Factor | 6.6847 | 11.3977 | 0.4222 | 0.837 | 1.5122 | 0.2098 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Profitability (%) | 33.6449 | 37.7358 | 29.6296 | 33.6449 | 37.7358 | 29.6296 |
| Ratio Avg Win / Avg Loss | 13.1837 | 18.8063 | 1.0026 | 1.6508 | 2.4952 | 0.4984 |
| Largest Winning Trade | 6773583 | 6773583 | 35305 | 383343 | 383343 | 62093 |
| Largest Losing Trade | -99083 | -48125 | -99083 | -247422 | -231660 | -247422 |
| Avg Bars in Trades | 82 | 120 | 46 | 82 | 120 | 46 |
| Avg Bars in Winners | 129 | 182 | 62 | 129 | 182 | 62 |
| Avg Bars in Losers | 59 | 82 | 39 | 59 | 82 | 39 |
| Bars Traded | 8855 | 6362 | 2493 | 8855 | 6362 | 2493 |
| Profit Streak | 0 | 99.0155 | 0 | 0 | 99.0155 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 620633 | -160449 | -768854 | -584076 | -487993 | -770521 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9457,
"evaluation_days": 2364.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559390400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759148540369,
"expiration_time": 1765253736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 210,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 250,
"offset": 0,
"multiplier": 3.9304
}
}
} {
"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": [
[
6307399.095386071,
6582711.294761912,
-275312.1993758397,
-99922.6171435285,
151248.3414050842,
-251170.9585486127
],
[
6307.399095,
6582.711295,
-275.312199,
-99.922617,
151.248341,
-251.170959
],
[
2.667822,
2.78427,
-0.116448,
-0.302562,
0.038974,
0
],
[
419.421519,
419.421519,
419.421519,
419.421519,
419.421519,
419.421519
],
[
-408832,
-263696,
-262425,
-481295,
-233489,
-247858
],
[
6.684717,
11.397746,
0.422154,
0.837034,
1.512224,
0.209833
],
[
107,
53,
54,
107,
53,
54
],
[
36,
20,
16,
36,
20,
16
],
[
71,
33,
38,
71,
33,
38
],
[
33.64486,
37.735849,
29.62963,
33.64486,
37.735849,
29.62963
],
[
13.183748,
18.806281,
1.002617,
1.650816,
2.495169,
0.498353
],
[
6773583,
6773583,
35305,
383343,
383343,
62093
],
[
-99083,
-48125,
-99083,
-247422,
-231660,
-247422
],
[
82,
120,
46,
82,
120,
46
],
[
129,
182,
62,
129,
182,
62
],
[
59,
82,
39,
59,
82,
39
],
[
8855,
6362,
2493,
8855,
6362,
2493
],
[
0,
99.015513,
0,
0,
99.015514,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
620633,
-160449,
-768854,
-584076,
-487993,
-770521
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9457,
"evaluation_days": 2364.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559390400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759148540369,
"expiration_time": 1765253736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 210,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 250,
"offset": 0,
"multiplier": 3.9304
}
}
}
| # | 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) |
|---|