| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2009264.3259 | 1919130.0127 | 90134.3132 | 5238664.9837 | 3135413.6563 | 2103251.3274 |
| Total P&L (%) | 2009.2643 | 1919.13 | 90.1343 | 5238.665 | 3135.4137 | 2103.2513 |
| Avg Daily Profit (%) | 0.8513 | 0.8131 | 0.0382 | 0.1687 | 0.1474 | 0.1311 |
| Buy And Hold Return (%) | 449.0466 | 449.0466 | 449.0466 | 449.0466 | 449.0466 | 449.0466 |
| Max Trade Drawdown | -93599 | -100563 | -54375 | -9135735 | -7885372 | -3260793 |
| Profit Factor | 4.9411 | 7.6911 | 1.4042 | 1.2001 | 1.2094 | 1.1876 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
| Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
| Profitability (%) | 33 | 24 | 42 | 33 | 24 | 42 |
| Ratio Avg Win / Avg Loss | 10.0319 | 24.3552 | 1.9391 | 2.4365 | 3.8296 | 1.6401 |
| Largest Winning Trade | 1380697 | 1380697 | 59624 | 5394149 | 5394149 | 4787487 |
| Largest Losing Trade | -18380 | -18345 | -18380 | -2203663 | -2203663 | -1725709 |
| Avg Bars in Trades | 68 | 60 | 76 | 68 | 60 | 76 |
| Avg Bars in Winners | 158 | 173 | 150 | 158 | 173 | 150 |
| Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
| Bars Traded | 6831 | 3003 | 3828 | 6831 | 3003 | 3828 |
| 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 | 461408 | -194828 | -489002 | 72333 | -209771 | -215368 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7081,
"evaluation_days": 2360.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560988800000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758789018275,
"expiration_time": 1764876384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 214,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 29,
"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": [
[
2009264.3259306764,
1919130.0127288017,
90134.3132018743,
5238664.983704365,
3135413.65628061,
2103251.3274237574
],
[
2009.264326,
1919.130013,
90.134313,
5238.664984,
3135.413656,
2103.251327
],
[
0.851264,
0.813077,
0.038187,
0.168659,
0.147408,
0.131106
],
[
449.046635,
449.046635,
449.046635,
449.046635,
449.046635,
449.046635
],
[
-93599,
-100563,
-54375,
-9135735,
-7885372,
-3260793
],
[
4.941078,
7.691124,
1.404174,
1.200064,
1.209357,
1.187646
],
[
100,
50,
50,
100,
50,
50
],
[
33,
12,
21,
33,
12,
21
],
[
67,
38,
29,
67,
38,
29
],
[
33,
24,
42,
33,
24,
42
],
[
10.031886,
24.355227,
1.939097,
2.436493,
3.829631,
1.640082
],
[
1380697,
1380697,
59624,
5394149,
5394149,
4787487
],
[
-18380,
-18345,
-18380,
-2203663,
-2203663,
-1725709
],
[
68,
60,
76,
68,
60,
76
],
[
158,
173,
150,
158,
173,
150
],
[
23,
24,
23,
23,
24,
23
],
[
6831,
3003,
3828,
6831,
3003,
3828
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461408,
-194828,
-489002,
72333,
-209771,
-215368
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7081,
"evaluation_days": 2360.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560988800000,
"last_datapoint_time": 1758758400000,
"evaluation_time": 1758789018275,
"expiration_time": 1764876384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 214,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 29,
"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) |
|---|