Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4391623.1189 | 4540091.6042 | -148468.4853 | -60760.8022 | 1075945.8904 | -1136706.6925 |
Total P&L (%) | 4391.6231 | 4540.0916 | -148.4685 | -60.7608 | 1075.9459 | -1136.7067 |
Avg Daily Profit (%) | 1.8573 | 1.9201 | -0.0628 | -0.0396 | 0.1043 | 0 |
Buy And Hold Return (%) | 566.6667 | 566.6667 | 566.6667 | 566.6667 | 566.6667 | 566.6667 |
Max Trade Drawdown | -366329 | -280709 | -191650 | -4052479 | -2957588 | -1166825 |
Profit Factor | 5.2205 | 7.8095 | 0.6028 | 0.9878 | 1.3143 | 0.2758 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 37.6289 | 34.0206 | 41.2371 | 37.6289 | 34.0206 | 41.2371 |
Ratio Avg Win / Avg Loss | 8.6531 | 15.1457 | 0.859 | 1.6374 | 2.5489 | 0.393 |
Largest Winning Trade | 4484149 | 4484149 | 52511 | 4002460 | 4002460 | 125598 |
Largest Losing Trade | -47241 | -47241 | -37456 | -1782082 | -1782082 | -423491 |
Avg Bars in Trades | 48 | 84 | 11 | 48 | 84 | 11 |
Avg Bars in Winners | 72 | 141 | 14 | 72 | 141 | 14 |
Avg Bars in Losers | 33 | 55 | 9 | 33 | 55 | 9 |
Bars Traded | 9368 | 8205 | 1163 | 9368 | 8205 | 1163 |
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 | 656825 | 581650 | -584203 | -581795 | -66127 | -584203 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9458, "evaluation_days": 2364.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1556280000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759161887842, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 3, "offset": 64 } }, "second_band": { "type": "kcu", "factors": { "length": 29, "offset": 231, "scalar": 4 } } }
{ "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": [ [ 4391623.118866016, 4540091.604215277, -148468.4853492607, -60760.8021653401, 1075945.8903558156, -1136706.692521156 ], [ 4391.623119, 4540.091604, -148.468485, -60.760802, 1075.94589, -1136.706693 ], [ 1.857316, 1.920106, -0.062791, -0.039556, 0.10429, 0 ], [ 566.666667, 566.666667, 566.666667, 566.666667, 566.666667, 566.666667 ], [ -366329, -280709, -191650, -4052479, -2957588, -1166825 ], [ 5.220479, 7.809489, 0.602835, 0.987831, 1.314261, 0.275764 ], [ 194, 97, 97, 194, 97, 97 ], [ 73, 33, 40, 73, 33, 40 ], [ 121, 64, 57, 121, 64, 57 ], [ 37.628866, 34.020619, 41.237113, 37.628866, 34.020619, 41.237113 ], [ 8.653123, 15.145676, 0.85904, 1.637364, 2.54887, 0.392964 ], [ 4484149, 4484149, 52511, 4002460, 4002460, 125598 ], [ -47241, -47241, -37456, -1782082, -1782082, -423491 ], [ 48, 84, 11, 48, 84, 11 ], [ 72, 141, 14, 72, 141, 14 ], [ 33, 55, 9, 33, 55, 9 ], [ 9368, 8205, 1163, 9368, 8205, 1163 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 656825, 581650, -584203, -581795, -66127, -584203 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9458, "evaluation_days": 2364.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1556280000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759161887842, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 3, "offset": 64 } }, "second_band": { "type": "kcu", "factors": { "length": 29, "offset": 231, "scalar": 4 } } }
# | 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) |
---|