Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1920332.2843 | 1822926.1129 | 97406.1714 | 5603477.7096 | 4472818.2056 | 1130659.504 |
Total P&L (%) | 1920.3323 | 1822.9261 | 97.4062 | 5603.4777 | 4472.8182 | 1130.6595 |
Avg Daily Profit (%) | 0.9218 | 0.875 | 0.0468 | 0.1943 | 0.1837 | 0.1206 |
Buy And Hold Return (%) | 514.9304 | 514.9304 | 514.9304 | 514.9304 | 514.9304 | 514.9304 |
Max Trade Drawdown | -78864 | -124383 | -66477 | -9253694 | -6815077 | -6285818 |
Profit Factor | 4.3541 | 6.6456 | 1.3902 | 1.1694 | 1.2388 | 1.0789 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 34.8837 | 27.907 | 41.8605 | 34.8837 | 27.907 | 41.8605 |
Ratio Avg Win / Avg Loss | 8.1276 | 17.1678 | 1.9308 | 2.183 | 3.2002 | 1.4984 |
Largest Winning Trade | 1494658 | 1494658 | 54643 | 8645494 | 8645494 | 2716801 |
Largest Losing Trade | -29526 | -29526 | -20948 | -2289763 | -2092217 | -2289763 |
Avg Bars in Trades | 283 | 261 | 306 | 283 | 261 | 306 |
Avg Bars in Winners | 547 | 597 | 514 | 547 | 597 | 514 |
Avg Bars in Losers | 142 | 131 | 155 | 142 | 131 | 155 |
Bars Traded | 24396 | 11232 | 13164 | 24396 | 11232 | 13164 |
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 | 449325 | 78360 | -297612 | -30686 | -8232 | -174122 |
{ "trading_pair": "THETA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579860000000, "first_datapoint_time": 1580918400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930919264, "expiration_time": 1766404800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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": [ [ 1920332.2842661606, 1822926.1128724548, 97406.171393706, 5603477.709638889, 4472818.205628875, 1130659.5040100121 ], [ 1920.332284, 1822.926113, 97.406171, 5603.47771, 4472.818206, 1130.659504 ], [ 0.921761, 0.875006, 0.046755, 0.194285, 0.183659, 0.120559 ], [ 514.930409, 514.930409, 514.930409, 514.930409, 514.930409, 514.930409 ], [ -78864, -124383, -66477, -9253694, -6815077, -6285818 ], [ 4.354053, 6.645601, 1.390175, 1.169445, 1.238777, 1.078861 ], [ 86, 43, 43, 86, 43, 43 ], [ 30, 12, 18, 30, 12, 18 ], [ 56, 31, 25, 56, 31, 25 ], [ 34.883721, 27.906977, 41.860465, 34.883721, 27.906977, 41.860465 ], [ 8.127566, 17.167803, 1.930798, 2.182964, 3.200174, 1.498418 ], [ 1494658, 1494658, 54643, 8645494, 8645494, 2716801 ], [ -29526, -29526, -20948, -2289763, -2092217, -2289763 ], [ 283, 261, 306, 283, 261, 306 ], [ 547, 597, 514, 547, 597, 514 ], [ 142, 131, 155, 142, 131, 155 ], [ 24396, 11232, 13164, 24396, 11232, 13164 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449325, 78360, -297612, -30686, -8232, -174122 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579860000000, "first_datapoint_time": 1580918400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930919264, "expiration_time": 1766404800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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) |
---|