| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 7485107.5919 | 7633581.8583 | -148474.2664 | -66867.0246 | 1694678.5609 | -1761545.5855 |
| Total P&L (%) | 7485.1076 | 7633.5819 | -148.4743 | -66.867 | 1694.6786 | -1761.5456 |
| Avg Daily Profit (%) | 3.1579 | 3.2206 | -0.0626 | -0.0466 | 0.1219 | 0 |
| Buy And Hold Return (%) | 385.9583 | 385.9583 | 385.9583 | 385.9583 | 385.9583 | 385.9583 |
| Max Trade Drawdown | -310911 | -228992 | -176740 | -2837654 | -1106112 | -1782291 |
| Profit Factor | 10.9078 | 20.7254 | 0.5971 | 0.9815 | 2.3307 | 0.2464 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 31.5789 | 31.5789 | 31.5789 | 31.5789 | 31.5789 | 31.5789 |
| Ratio Avg Win / Avg Loss | 23.6336 | 44.9051 | 1.2936 | 2.1265 | 5.0498 | 0.5338 |
| Largest Winning Trade | 7848472 | 7848472 | 41213 | 2833138 | 2833138 | 417129 |
| Largest Losing Trade | -40783 | -36731 | -40783 | -1093638 | -527180 | -1093638 |
| Avg Bars in Trades | 116 | 178 | 54 | 116 | 178 | 54 |
| Avg Bars in Winners | 206 | 343 | 69 | 206 | 343 | 69 |
| Avg Bars in Losers | 75 | 102 | 47 | 75 | 102 | 47 |
| Bars Traded | 8865 | 6797 | 2068 | 8865 | 6797 | 2068 |
| Profit Streak | 88.2505 | 104.5005 | 0 | 88.2505 | 104.5005 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -36641 | 619407 | -586262 | -638383 | -33891 | -587928 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9481,
"evaluation_days": 2370.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559109600000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759644040780,
"expiration_time": 1765787688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 197,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 43,
"offset": 0,
"std": 2.25212
}
}
} {
"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": [
[
7485107.591911387,
7633581.858327142,
-148474.2664157545,
-66867.024610224,
1694678.5608501653,
-1761545.5854603888
],
[
7485.107592,
7633.581858,
-148.474266,
-66.867025,
1694.678561,
-1761.545585
],
[
3.15794,
3.220581,
-0.062641,
-0.046594,
0.121893,
0
],
[
385.958328,
385.958328,
385.958328,
385.958328,
385.958328,
385.958328
],
[
-310911,
-228992,
-176740,
-2837654,
-1106112,
-1782291
],
[
10.907831,
20.72543,
0.597065,
0.981482,
2.330695,
0.246379
],
[
76,
38,
38,
76,
38,
38
],
[
24,
12,
12,
24,
12,
12
],
[
52,
26,
26,
52,
26,
26
],
[
31.578947,
31.578947,
31.578947,
31.578947,
31.578947,
31.578947
],
[
23.633634,
44.905098,
1.293641,
2.126545,
5.049839,
0.533822
],
[
7848472,
7848472,
41213,
2833138,
2833138,
417129
],
[
-40783,
-36731,
-40783,
-1093638,
-527180,
-1093638
],
[
116,
178,
54,
116,
178,
54
],
[
206,
343,
69,
206,
343,
69
],
[
75,
102,
47,
75,
102,
47
],
[
8865,
6797,
2068,
8865,
6797,
2068
],
[
88.250472,
104.500472,
0,
88.250472,
104.500472,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-36641,
619407,
-586262,
-638383,
-33891,
-587928
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9481,
"evaluation_days": 2370.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559109600000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759644040780,
"expiration_time": 1765787688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 197,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 43,
"offset": 0,
"std": 2.25212
}
}
}
| # | 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) |
|---|