| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 250662.8176 | 176445.4695 | 74217.3481 | 266460.1509 | 210476.4374 | 55983.7135 |
| Total P&L (%) | 250.6628 | 176.4455 | 74.2173 | 266.4602 | 210.4764 | 55.9837 |
| Avg Daily Profit (%) | 0.2406 | 0.1694 | 0.0713 | 0.1248 | 0.1088 | 0.0427 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76474 | -72426 | -65972 | -141333 | -125557 | -140727 |
| Profit Factor | 1.3555 | 1.5719 | 1.1871 | 1.2274 | 1.4264 | 1.0826 |
| Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
| Winning Trades | 149 | 72 | 77 | 149 | 72 | 77 |
| Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Profitability (%) | 68.3486 | 66.055 | 70.6422 | 68.3486 | 66.055 | 70.6422 |
| Ratio Avg Win / Avg Loss | 0.6277 | 0.8078 | 0.4933 | 0.5684 | 0.733 | 0.4499 |
| Largest Winning Trade | 38221 | 38221 | 19324 | 48890 | 48890 | 37991 |
| Largest Losing Trade | -39314 | -22470 | -39314 | -84087 | -64884 | -84087 |
| Avg Bars in Trades | 112 | 101 | 123 | 112 | 101 | 123 |
| Avg Bars in Winners | 77 | 65 | 89 | 77 | 65 | 89 |
| Avg Bars in Losers | 188 | 172 | 205 | 188 | 172 | 205 |
| Bars Traded | 24543 | 11086 | 13457 | 24543 | 11086 | 13457 |
| Profit Streak | 10.5469 | 51.8802 | 10.5469 | 10.5469 | 51.8802 | 10.5469 |
| Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 408315 | 389907 | -110829 | -23868 | -45122 | -264848 |
{
"trading_pair": "THETA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669482000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758805650146,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 51,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 210,
"offset": 0
}
}
}
{
"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": [
[
250662.8175789969,
176445.4695226956,
74217.3480563013,
266460.1509088436,
210476.4374212662,
55983.7134875775
],
[
250.662818,
176.44547,
74.217348,
266.460151,
210.476437,
55.983713
],
[
0.240647,
0.169395,
0.071252,
0.12476,
0.108826,
0.042691
],
[
10,
10,
10,
10,
10,
10
],
[
-76474,
-72426,
-65972,
-141333,
-125557,
-140727
],
[
1.355473,
1.571918,
1.187116,
1.22743,
1.426425,
1.082568
],
[
218,
109,
109,
218,
109,
109
],
[
149,
72,
77,
149,
72,
77
],
[
69,
37,
32,
69,
37,
32
],
[
68.348624,
66.055046,
70.642202,
68.348624,
66.055046,
70.642202
],
[
0.627702,
0.807791,
0.493347,
0.568407,
0.733024,
0.449898
],
[
38221,
38221,
19324,
48890,
48890,
37991
],
[
-39314,
-22470,
-39314,
-84087,
-64884,
-84087
],
[
112,
101,
123,
112,
101,
123
],
[
77,
65,
89,
77,
65,
89
],
[
188,
172,
205,
188,
172,
205
],
[
24543,
11086,
13457,
24543,
11086,
13457
],
[
10.546877,
51.88021,
10.546877,
10.546877,
51.88021,
10.546877
],
[
2,
6,
1,
2,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408315,
389907,
-110829,
-23868,
-45122,
-264848
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669482000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758805650146,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 51,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 210,
"offset": 0
}
}
}
| # | 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) |
|---|