| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 7539556.2852 | 7572347.8833 | -32791.5981 | 256869.2585 | 3285573.7528 | -3028704.4943 |
| Total P&L (%) | 7539.5563 | 7572.3479 | -32.7916 | 256.8693 | 3285.5738 | -3028.7045 |
| Avg Daily Profit (%) | 3.1947 | 3.2086 | -0.0139 | 0.0539 | 0.1494 | 0 |
| Buy And Hold Return (%) | 690.1079 | 690.1079 | 690.1079 | 690.1079 | 690.1079 | 690.1079 |
| Max Trade Drawdown | -254357 | -189927 | -154127 | -4974601 | -1809118 | -3288198 |
| Profit Factor | 11.1505 | 20.6217 | 0.9081 | 1.0333 | 2.1279 | 0.37 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 42.0455 | 38.6364 | 45.4545 | 42.0455 | 38.6364 | 45.4545 |
| Ratio Avg Win / Avg Loss | 15.3697 | 32.7521 | 1.0897 | 1.4242 | 3.3797 | 0.4439 |
| Largest Winning Trade | 7629076 | 7629076 | 45255 | 5044151 | 5044151 | 1027262 |
| Largest Losing Trade | -39403 | -38934 | -39403 | -1570844 | -1063386 | -1570844 |
| Avg Bars in Trades | 51 | 78 | 23 | 51 | 78 | 23 |
| Avg Bars in Winners | 62 | 113 | 19 | 62 | 113 | 19 |
| Avg Bars in Losers | 42 | 55 | 27 | 42 | 55 | 27 |
| Bars Traded | 4490 | 3443 | 1046 | 4490 | 3443 | 1046 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 752922 | 699274 | -580542 | -473474 | 175978 | -582209 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1557792000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919919361,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 69,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 198,
"offset": 0,
"std": 1.14721
}
}
}
{
"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": [
[
7539556.285185431,
7572347.883330817,
-32791.5981453872,
256869.2584800812,
3285573.7527797245,
-3028704.494299643
],
[
7539.556285,
7572.347883,
-32.791598,
256.869258,
3285.573753,
-3028.704494
],
[
3.194727,
3.208622,
-0.013895,
0.053921,
0.149353,
0
],
[
690.107933,
690.107933,
690.107933,
690.107933,
690.107933,
690.107933
],
[
-254357,
-189927,
-154127,
-4974601,
-1809118,
-3288198
],
[
11.150549,
20.62169,
0.90811,
1.033273,
2.127947,
0.369951
],
[
88,
44,
44,
88,
44,
44
],
[
37,
17,
20,
37,
17,
20
],
[
51,
27,
24,
51,
27,
24
],
[
42.045455,
38.636364,
45.454545,
42.045455,
38.636364,
45.454545
],
[
15.369676,
32.752096,
1.089732,
1.424242,
3.379681,
0.443941
],
[
7629076,
7629076,
45255,
5044151,
5044151,
1027262
],
[
-39403,
-38934,
-39403,
-1570844,
-1063386,
-1570844
],
[
51,
78,
23,
51,
78,
23
],
[
62,
113,
19,
62,
113,
19
],
[
42,
55,
27,
42,
55,
27
],
[
4490,
3443,
1046,
4490,
3443,
1046
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
752922,
699274,
-580542,
-473474,
175978,
-582209
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1557792000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919919361,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 69,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 198,
"offset": 0,
"std": 1.14721
}
}
}
| # | 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) |
|---|