| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -10241389.1706 | 42319.9815 | -10283709.1521 | 245509683.5335 | -93093145.8788 | 338602829.4124 |
| Total P&L (%) | -10241.3892 | 42.32 | -10283.7092 | 245509.6835 | -93093.1459 | 338602.8294 |
| Avg Daily Profit (%) | -4.3405 | 0.0179 | -4.3584 | 0.3314 | 0 | 0.3451 |
| Buy And Hold Return (%) | 473.384 | 473.384 | 473.384 | 473.384 | 473.384 | 473.384 |
| Max Trade Drawdown | -10426946 | -41703 | -10426946 | -247831877 | -136258845 | -227133528 |
| Profit Factor | 0.0539 | 1.3152 | 0.0381 | 1.3597 | 0.632 | 1.7881 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 93 | 41 | 52 | 47 | 25 | 22 |
| Losing Trades | 22 | 17 | 5 | 68 | 33 | 35 |
| Profitability (%) | 80.8696 | 70.6897 | 91.2281 | 40.8696 | 43.1034 | 38.5965 |
| Ratio Avg Win / Avg Loss | 0.0128 | 0.5453 | 0.0037 | 1.9672 | 0.8343 | 2.8448 |
| Largest Winning Trade | 33684 | 15976 | 33684 | 492349506 | 44860083 | 492349506 |
| Largest Losing Trade | -10426946 | -41703 | -10426946 | -166939286 | -55168054 | -166939286 |
| Avg Bars in Trades | 73 | 18 | 128 | 73 | 18 | 128 |
| Avg Bars in Winners | 43 | 7 | 71 | 74 | 22 | 134 |
| Avg Bars in Losers | 199 | 44 | 726 | 71 | 15 | 125 |
| Bars Traded | 8396 | 1060 | 7335 | 8396 | 1060 | 7335 |
| Profit Streak | 155.3148 | 155.3148 | 236.3148 | 155.3148 | 155.3148 | 236.3148 |
| Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575257 | -512679 | -754403 | 303812 | -762661 | -170649 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9438,
"evaluation_days": 2359.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559304000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758936794873,
"expiration_time": 1764831024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 206,
"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": [
[
-10241389.170611504,
42319.981475493,
-10283709.152086994,
245509683.53354588,
-93093145.8788388,
338602829.4123847
],
[
-10241.389171,
42.319981,
-10283.709152,
245509.683534,
-93093.145879,
338602.829412
],
[
-4.340491,
0.017936,
-4.358427,
0.331395,
0,
0.345061
],
[
473.38403,
473.38403,
473.38403,
473.38403,
473.38403,
473.38403
],
[
-10426946,
-41703,
-10426946,
-247831877,
-136258845,
-227133528
],
[
0.053927,
1.315162,
0.038086,
1.359667,
0.63202,
1.788149
],
[
115,
58,
57,
115,
58,
57
],
[
93,
41,
52,
47,
25,
22
],
[
22,
17,
5,
68,
33,
35
],
[
80.869565,
70.689655,
91.22807,
40.869565,
43.103448,
38.596491
],
[
0.012757,
0.545311,
0.003662,
1.967178,
0.834266,
2.844783
],
[
33684,
15976,
33684,
492349506,
44860083,
492349506
],
[
-10426946,
-41703,
-10426946,
-166939286,
-55168054,
-166939286
],
[
73,
18,
128,
73,
18,
128
],
[
43,
7,
71,
74,
22,
134
],
[
199,
44,
726,
71,
15,
125
],
[
8396,
1060,
7335,
8396,
1060,
7335
],
[
155.314755,
155.314755,
236.314755,
155.314755,
155.314755,
236.314755
],
[
2,
1,
7,
2,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575257,
-512679,
-754403,
303812,
-762661,
-170649
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9438,
"evaluation_days": 2359.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559304000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758936794873,
"expiration_time": 1764831024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 206,
"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) |
|---|