Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2167703.2593 | 2015373.4957 | 152329.7636 | 20735955.274 | 9513267.6104 | 11222687.6636 |
Total P&L (%) | 2167.7033 | 2015.3735 | 152.3298 | 20735.9553 | 9513.2676 | 11222.6877 |
Avg Daily Profit (%) | 0.9122 | 0.8481 | 0.0641 | 0.2249 | 0.1923 | 0.1992 |
Buy And Hold Return (%) | 413.1048 | 413.1048 | 413.1048 | 413.1048 | 413.1048 | 413.1048 |
Max Trade Drawdown | -143342 | -95860 | -83320 | -63757728 | -39953198 | -25202056 |
Profit Factor | 4.6701 | 7.7385 | 1.5225 | 1.1792 | 1.1484 | 1.2174 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 50.4762 | 49.0566 | 51.9231 | 50.4762 | 49.0566 | 51.9231 |
Ratio Avg Win / Avg Loss | 4.582 | 8.0361 | 1.4097 | 1.1569 | 1.1925 | 1.1273 |
Largest Winning Trade | 1594632 | 1594632 | 64902 | 29171309 | 29171309 | 16712006 |
Largest Losing Trade | -38189 | -30363 | -38189 | -14183228 | -14183228 | -13054034 |
Avg Bars in Trades | 88 | 85 | 91 | 88 | 85 | 91 |
Avg Bars in Winners | 119 | 113 | 125 | 119 | 113 | 125 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 9287 | 4517 | 4770 | 9287 | 4517 | 4770 |
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 | 719604 | -160127 | -451473 | -14849 | -229773 | -172195 |
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9505, "evaluation_days": 2376.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760179954315, "expiration_time": 1766321640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 71, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 89, "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": [ [ 2167703.259284839, 2015373.495680503, 152329.7636043352, 20735955.27397324, 9513267.610408945, 11222687.663564293 ], [ 2167.703259, 2015.373496, 152.329764, 20735.955274, 9513.26761, 11222.687664 ], [ 0.912237, 0.848132, 0.064105, 0.224946, 0.192325, 0.199226 ], [ 413.104839, 413.104839, 413.104839, 413.104839, 413.104839, 413.104839 ], [ -143342, -95860, -83320, -63757728, -39953198, -25202056 ], [ 4.670125, 7.738476, 1.522482, 1.179169, 1.148367, 1.217435 ], [ 105, 53, 52, 105, 53, 52 ], [ 53, 26, 27, 53, 26, 27 ], [ 52, 27, 25, 52, 27, 25 ], [ 50.47619, 49.056604, 51.923077, 50.47619, 49.056604, 51.923077 ], [ 4.582009, 8.03611, 1.409706, 1.156921, 1.192535, 1.127254 ], [ 1594632, 1594632, 64902, 29171309, 29171309, 16712006 ], [ -38189, -30363, -38189, -14183228, -14183228, -13054034 ], [ 88, 85, 91, 88, 85, 91 ], [ 119, 113, 125, 119, 113, 125 ], [ 56, 57, 55, 56, 57, 55 ], [ 9287, 4517, 4770, 9287, 4517, 4770 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 719604, -160127, -451473, -14849, -229773, -172195 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9505, "evaluation_days": 2376.25, "actual_first_datapoint_time": 1554854400000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760179954315, "expiration_time": 1766321640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 71, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 89, "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) |
---|