| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1335078.7225 | 42961.689 | -1378040.4115 | 42630.895 | 4281214.2512 | -4238583.3562 |
| Total P&L (%) | -1335.0787 | 42.9617 | -1378.0404 | 42.6309 | 4281.2143 | -4238.5834 |
| Avg Daily Profit (%) | -0.5655 | 0.0182 | -0.5837 | 0.015 | 0.1602 | 0 |
| Buy And Hold Return (%) | 439.9024 | 439.9024 | 439.9024 | 439.9024 | 439.9024 | 439.9024 |
| Max Trade Drawdown | -1501336 | -165563 | -1479244 | -7645218 | -2925176 | -7838822 |
| Profit Factor | 0.3751 | 1.1192 | 0.2241 | 1.0026 | 1.6009 | 0.5409 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 205 | 102 | 103 | 123 | 63 | 60 |
| Losing Trades | 41 | 21 | 20 | 123 | 60 | 63 |
| Profitability (%) | 83.3333 | 82.9268 | 83.7398 | 50 | 51.2195 | 48.7805 |
| Ratio Avg Win / Avg Loss | 0.075 | 0.2304 | 0.0435 | 1.0026 | 1.5246 | 0.568 |
| Largest Winning Trade | 21507 | 21507 | 13371 | 4057112 | 4057112 | 2256091 |
| Largest Losing Trade | -1182889 | -58808 | -1182889 | -886677 | -408367 | -886677 |
| Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
| Avg Bars in Winners | 8 | 8 | 9 | 30 | 35 | 25 |
| Avg Bars in Losers | 122 | 141 | 102 | 24 | 26 | 23 |
| Bars Traded | 6834 | 3836 | 2998 | 6834 | 3836 | 2998 |
| Profit Streak | 77.4122 | 77.4122 | 130.4122 | 77.4122 | 77.4122 | 130.4122 |
| Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573309 | -419690 | -574680 | -552934 | 438192 | -579684 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7083,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560672000000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851617574,
"expiration_time": 1764935712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 203,
"offset": 65,
"scalar": 2
}
}
}
{
"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": [
[
-1335078.7224741904,
42961.6890103318,
-1378040.411484522,
42630.8949530408,
4281214.251193032,
-4238583.356239995
],
[
-1335.078722,
42.961689,
-1378.040411,
42.630895,
4281.214251,
-4238.583356
],
[
-0.565472,
0.018196,
-0.583668,
0.015041,
0.160226,
0
],
[
439.902408,
439.902408,
439.902408,
439.902408,
439.902408,
439.902408
],
[
-1501336,
-165563,
-1479244,
-7645218,
-2925176,
-7838822
],
[
0.375125,
1.119172,
0.224099,
1.002606,
1.600878,
0.540926
],
[
246,
123,
123,
246,
123,
123
],
[
205,
102,
103,
123,
63,
60
],
[
41,
21,
20,
123,
60,
63
],
[
83.333333,
82.926829,
83.739837,
50,
51.219512,
48.780488
],
[
0.075025,
0.230418,
0.043514,
1.002606,
1.524646,
0.567972
],
[
21507,
21507,
13371,
4057112,
4057112,
2256091
],
[
-1182889,
-58808,
-1182889,
-886677,
-408367,
-886677
],
[
27,
31,
24,
27,
31,
24
],
[
8,
8,
9,
30,
35,
25
],
[
122,
141,
102,
24,
26,
23
],
[
6834,
3836,
2998,
6834,
3836,
2998
],
[
77.41224,
77.41224,
130.41224,
77.41224,
77.41224,
130.41224
],
[
13,
6,
8,
13,
6,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573309,
-419690,
-574680,
-552934,
438192,
-579684
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7083,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560672000000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851617574,
"expiration_time": 1764935712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 203,
"offset": 65,
"scalar": 2
}
}
}
| # | 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) |
|---|