Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2376798.6845 | 632.8081 | -2377431.4926 | -252558473.5399 | 13870518.911 | -266428992.4508 |
Total P&L (%) | -2376.7987 | 0.6328 | -2377.4315 | -252558.4735 | 13870.5189 | -266428.9925 |
Avg Daily Profit (%) | -1.0071 | 0.0003 | -1.0074 | 0 | 0.2095 | 0 |
Buy And Hold Return (%) | 621.8074 | 621.8074 | 621.8074 | 621.8074 | 621.8074 | 621.8074 |
Max Trade Drawdown | -2529569 | -29311 | -2512598 | -398108148 | -16300979 | -393403894 |
Profit Factor | 0.1854 | 1.0079 | 0.1623 | 0.5472 | 1.3469 | 0.4854 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 45 | 20 | 25 | 44 | 22 | 22 |
Losing Trades | 36 | 21 | 15 | 37 | 19 | 18 |
Profitability (%) | 55.5556 | 48.7805 | 62.5 | 54.321 | 53.6585 | 55 |
Ratio Avg Win / Avg Loss | 0.1483 | 1.0583 | 0.0974 | 0.4601 | 1.1632 | 0.3972 |
Largest Winning Trade | 65878 | 21180 | 65878 | 97939167 | 12905670 | 97939167 |
Largest Losing Trade | -1454609 | -17911 | -1454609 | -258206467 | -15792926 | -258206467 |
Avg Bars in Trades | 56 | 2 | 111 | 56 | 2 | 111 |
Avg Bars in Winners | 46 | 1 | 81 | 46 | 2 | 90 |
Avg Bars in Losers | 68 | 2 | 162 | 67 | 2 | 137 |
Bars Traded | 4550 | 86 | 4464 | 4550 | 86 | 4464 |
Profit Streak | 234.9992 | 234.9992 | 236.9992 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -595362 | -569604 | -578539 | -596495 | 333983 | -580101 |
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558051200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758974327214, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 4.19128 } } }
{ "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": [ [ -2376798.68445552, 632.8081252296, -2377431.492580748, -252558473.5398696, 13870518.910955539, -266428992.45082515 ], [ -2376.798684, 0.632808, -2377.431493, -252558.47354, 13870.518911, -266428.992451 ], [ -1.007118, 0.000268, -1.007386, 0, 0.209521, 0 ], [ 621.80739, 621.80739, 621.80739, 621.80739, 621.80739, 621.80739 ], [ -2529569, -29311, -2512598, -398108148, -16300979, -393403894 ], [ 0.185389, 1.007927, 0.162252, 0.547174, 1.346896, 0.485414 ], [ 81, 41, 40, 81, 41, 40 ], [ 45, 20, 25, 44, 22, 22 ], [ 36, 21, 15, 37, 19, 18 ], [ 55.555556, 48.780488, 62.5, 54.320988, 53.658537, 55 ], [ 0.148311, 1.058324, 0.097351, 0.460124, 1.163228, 0.397157 ], [ 65878, 21180, 65878, 97939167, 12905670, 97939167 ], [ -1454609, -17911, -1454609, -258206467, -15792926, -258206467 ], [ 56, 2, 111, 56, 2, 111 ], [ 46, 1, 81, 46, 2, 90 ], [ 68, 2, 162, 67, 2, 137 ], [ 4550, 86, 4464, 4550, 86, 4464 ], [ 234.999157, 234.999158, 236.999158, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -595362, -569604, -578539, -596495, 333983, -580101 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4720, "evaluation_days": 2360, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1558051200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758974327214, "expiration_time": 1764832320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 4.19128 } } }
# | 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) |
---|