Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560209.2091 | 634238.3932 | -74029.1842 | 74695.1003 | 3558267.6346 | -3483572.5343 |
Total P&L (%) | 560.2092 | 634.2384 | -74.0292 | 74.6951 | 3558.2676 | -3483.5725 |
Avg Daily Profit (%) | 0.2374 | 0.2688 | -0.0314 | 0.0236 | 0.1527 | 0 |
Buy And Hold Return (%) | 501.228 | 501.228 | 501.228 | 501.228 | 501.228 | 501.228 |
Max Trade Drawdown | -244613 | -105152 | -154560 | -4541062 | -484194 | -4059925 |
Profit Factor | 2.3241 | 5.315 | 0.7319 | 1.0154 | 7.1423 | 0.1872 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 63.7681 | 70.5882 | 57.1429 | 63.7681 | 70.5882 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3205 | 2.2146 | 0.5489 | 0.5769 | 2.9759 | 0.1404 |
Largest Winning Trade | 230249 | 230249 | 25325 | 1577425 | 1577425 | 220847 |
Largest Losing Trade | -91927 | -91927 | -71493 | -2972337 | -433743 | -2972337 |
Avg Bars in Trades | 97 | 180 | 18 | 97 | 180 | 18 |
Avg Bars in Winners | 39 | 56 | 18 | 39 | 56 | 18 |
Avg Bars in Losers | 200 | 476 | 17 | 200 | 476 | 17 |
Bars Traded | 6752 | 6122 | 630 | 6752 | 6122 | 630 |
Profit Streak | 283.2433 | 283.2433 | 283.4933 | 283.2433 | 283.2433 | 283.4933 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -220362 | -63326 | -578615 | -635228 | 698458 | -578615 |
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{ "first_band": { "type": "kcl", "factors": { "length": 26, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 560209.2090908122, 634238.3932419302, -74029.184151118, 74695.1003089642, 3558267.6346098566, -3483572.5343008926 ], [ 560.209209, 634.238393, -74.029184, 74.6951, 3558.267635, -3483.572534 ], [ 0.237427, 0.268802, -0.031375, 0.023646, 0.152673, 0 ], [ 501.227972, 501.227972, 501.227972, 501.227972, 501.227972, 501.227972 ], [ -244613, -105152, -154560, -4541062, -484194, -4059925 ], [ 2.324125, 5.314972, 0.731869, 1.015352, 7.142275, 0.187245 ], [ 69, 34, 35, 69, 34, 35 ], [ 44, 24, 20, 44, 24, 20 ], [ 25, 10, 15, 25, 10, 15 ], [ 63.768116, 70.588235, 57.142857, 63.768116, 70.588235, 57.142857 ], [ 1.320526, 2.214572, 0.548902, 0.576905, 2.975948, 0.140434 ], [ 230249, 230249, 25325, 1577425, 1577425, 220847 ], [ -91927, -91927, -71493, -2972337, -433743, -2972337 ], [ 97, 180, 18, 97, 180, 18 ], [ 39, 56, 18, 39, 56, 18 ], [ 200, 476, 17, 200, 476, 17 ], [ 6752, 6122, 630, 6752, 6122, 630 ], [ 283.243321, 283.243321, 283.493321, 283.243321, 283.243321, 283.493321 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -220362, -63326, -578615, -635228, 698458, -578615 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1559628000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758844222951, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 26, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 1 } } }
# | 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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