Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6072026.3327 | 13703.9358 | -6085730.2686 | 22254319.2171 | -850073.9423 | 23104393.1595 |
Total P&L (%) | -6072.0263 | 13.7039 | -6085.7303 | 22254.3192 | -850.0739 | 23104.3932 |
Avg Daily Profit (%) | -2.5734 | 0.0058 | -2.5792 | 0.2295 | 0 | 0.2311 |
Buy And Hold Return (%) | 683.6209 | 683.6209 | 683.6209 | 683.6209 | 683.6209 | 683.6209 |
Max Trade Drawdown | -6159894 | -73831 | -6169271 | -42140966 | -11682590 | -46071340 |
Profit Factor | 0.0683 | 1.1123 | 0.0484 | 1.2261 | 0.9718 | 1.3382 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 15 | 21 | 30 | 13 | 17 |
Losing Trades | 24 | 15 | 9 | 30 | 17 | 13 |
Profitability (%) | 60 | 50 | 70 | 50 | 43.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0455 | 1.1123 | 0.0207 | 1.2261 | 1.2708 | 1.0233 |
Largest Winning Trade | 46635 | 38657 | 46635 | 59552121 | 18975603 | 59552121 |
Largest Losing Trade | -6159894 | -45215 | -6159894 | -10689265 | -4065157 | -10689265 |
Avg Bars in Trades | 144 | 27 | 262 | 144 | 27 | 262 |
Avg Bars in Winners | 107 | 22 | 167 | 114 | 26 | 181 |
Avg Bars in Losers | 201 | 33 | 482 | 175 | 29 | 367 |
Bars Traded | 8692 | 831 | 7861 | 8692 | 831 | 7861 |
Profit Streak | 158.246 | 158.996 | 0 | 158.246 | 158.996 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752404 | -447005 | -578232 | -165000 | -580896 | 339753 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557727200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017253832, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "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": [ [ -6072026.332738783, 13703.9358125978, -6085730.26855138, 22254319.21714975, -850073.9423299567, 23104393.159479726 ], [ -6072.026333, 13.703936, -6085.730269, 22254.319217, -850.073942, 23104.393159 ], [ -2.573438, 0.005808, -2.579246, 0.229532, 0, 0.231118 ], [ 683.620869, 683.620869, 683.620869, 683.620869, 683.620869, 683.620869 ], [ -6159894, -73831, -6169271, -42140966, -11682590, -46071340 ], [ 0.068324, 1.112322, 0.048407, 1.226081, 0.971774, 1.338186 ], [ 60, 30, 30, 60, 30, 30 ], [ 36, 15, 21, 30, 13, 17 ], [ 24, 15, 9, 30, 17, 13 ], [ 60, 50, 70, 50, 43.333333, 56.666667 ], [ 0.045549, 1.112322, 0.020746, 1.226081, 1.270782, 1.023319 ], [ 46635, 38657, 46635, 59552121, 18975603, 59552121 ], [ -6159894, -45215, -6159894, -10689265, -4065157, -10689265 ], [ 144, 27, 262, 144, 27, 262 ], [ 107, 22, 167, 114, 26, 181 ], [ 201, 33, 482, 175, 29, 367 ], [ 8692, 831, 7861, 8692, 831, 7861 ], [ 158.245993, 158.995993, 0, 158.245993, 158.995993, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -752404, -447005, -578232, -165000, -580896, 339753 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9438, "evaluation_days": 2359.5, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1557727200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017253832, "expiration_time": 1764831024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "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) |
---|