Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2533397.6787 | 2559578.9342 | -26181.2554 | 375405.7388 | 951509.4814 | -576103.7426 |
Total P&L (%) | 2533.3977 | 2559.5789 | -26.1813 | 375.4057 | 951.5095 | -576.1037 |
Avg Daily Profit (%) | 1.074 | 1.0851 | -0.0111 | 0.0661 | 0.0998 | 0 |
Buy And Hold Return (%) | 802.994 | 802.994 | 802.994 | 802.994 | 802.994 | 802.994 |
Max Trade Drawdown | -189606 | -170053 | -50432 | -5968426 | -4131092 | -2224694 |
Profit Factor | 6.3532 | 9.0678 | 0.8322 | 1.047 | 1.1835 | 0.7941 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 39.1304 | 32.3529 | 45.7143 | 39.1304 | 32.3529 | 45.7143 |
Ratio Avg Win / Avg Loss | 9.8827 | 18.96 | 0.9882 | 1.6287 | 2.4745 | 0.943 |
Largest Winning Trade | 2493620 | 2493620 | 38146 | 3174595 | 3174595 | 1259550 |
Largest Losing Trade | -39161 | -39161 | -23313 | -1762978 | -1762978 | -1302403 |
Avg Bars in Trades | 173 | 314 | 36 | 173 | 314 | 36 |
Avg Bars in Winners | 257 | 575 | 39 | 257 | 575 | 39 |
Avg Bars in Losers | 119 | 190 | 34 | 119 | 190 | 34 |
Bars Traded | 11977 | 10696 | 1281 | 11977 | 10696 | 1281 |
Profit Streak | 102.7249 | 102.7249 | 109.5582 | 102.7249 | 102.7249 | 109.5582 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90190 | 456409 | -581496 | -547276 | -191484 | -581496 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557360000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022631202, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 2533397.6787109976, 2559578.934155005, -26181.2554440068, 375405.7387633302, 951509.4813671457, -576103.7426038155 ], [ 2533.397679, 2559.578934, -26.181255, 375.405739, 951.509481, -576.103743 ], [ 1.074006, 1.085105, -0.011099, 0.066114, 0.099795, 0 ], [ 802.994012, 802.994012, 802.994012, 802.994012, 802.994012, 802.994012 ], [ -189606, -170053, -50432, -5968426, -4131092, -2224694 ], [ 6.35315, 9.067822, 0.832167, 1.047019, 1.183471, 0.794102 ], [ 69, 34, 35, 69, 34, 35 ], [ 27, 11, 16, 27, 11, 16 ], [ 42, 23, 19, 42, 23, 19 ], [ 39.130435, 32.352941, 45.714286, 39.130435, 32.352941, 45.714286 ], [ 9.882678, 18.959991, 0.988198, 1.628696, 2.47453, 0.942996 ], [ 2493620, 2493620, 38146, 3174595, 3174595, 1259550 ], [ -39161, -39161, -23313, -1762978, -1762978, -1302403 ], [ 173, 314, 36, 173, 314, 36 ], [ 257, 575, 39, 257, 575, 39 ], [ 119, 190, 34, 119, 190, 34 ], [ 11977, 10696, 1281, 11977, 10696, 1281 ], [ 102.724898, 102.724898, 109.558231, 102.724898, 102.724898, 109.558231 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -90190, 456409, -581496, -547276, -191484, -581496 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14153, "evaluation_days": 2358.83, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557360000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022631202, "expiration_time": 1764829296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 65, "offset": 0, "scalar": 5 } } }
# | 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) |
---|