| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 6837738.412 | 6878824.915 | -41086.5031 | 95250.1871 | 2017935.3397 | -1922685.1526 |
| Total P&L (%) | 6837.7384 | 6878.8249 | -41.0865 | 95.2502 | 2017.9353 | -1922.6852 |
| Avg Daily Profit (%) | 2.8754 | 2.8927 | -0.0173 | 0.0281 | 0.1285 | 0 |
| Buy And Hold Return (%) | 358.7772 | 358.7772 | 358.7772 | 358.7772 | 358.7772 | 358.7772 |
| Max Trade Drawdown | -317037 | -222720 | -131877 | -8857192 | -5203689 | -3721194 |
| Profit Factor | 11.1092 | 17.2684 | 0.838 | 1.0089 | 1.3165 | 0.5497 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 43.6782 | 44.186 | 43.1818 | 43.6782 | 44.186 | 43.1818 |
| Ratio Avg Win / Avg Loss | 14.325 | 21.8127 | 1.1026 | 1.301 | 1.6629 | 0.7232 |
| Largest Winning Trade | 6997285 | 6997285 | 39082 | 4288012 | 4288012 | 1699826 |
| Largest Losing Trade | -58182 | -58182 | -38478 | -2712925 | -2712925 | -1640728 |
| Avg Bars in Trades | 78 | 136 | 22 | 78 | 136 | 22 |
| Avg Bars in Winners | 89 | 154 | 24 | 89 | 154 | 24 |
| Avg Bars in Losers | 70 | 121 | 21 | 70 | 121 | 21 |
| Bars Traded | 6847 | 5850 | 997 | 6847 | 5850 | 997 |
| 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 | 765708 | 766826 | -581426 | -533973 | -22929 | -583093 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558224000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760290226830,
"expiration_time": 1766448576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 118,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 48,
"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": [
[
6837738.41196367,
6878824.915039164,
-41086.5030754972,
95250.1871046951,
2017935.3396751005,
-1922685.152570404
],
[
6837.738412,
6878.824915,
-41.086503,
95.250187,
2017.93534,
-1922.685153
],
[
2.875416,
2.892693,
-0.017278,
0.028142,
0.128469,
0
],
[
358.777153,
358.777153,
358.777153,
358.777153,
358.777153,
358.777153
],
[
-317037,
-222720,
-131877,
-8857192,
-5203689,
-3721194
],
[
11.109169,
17.268377,
0.837959,
1.008947,
1.316478,
0.549664
],
[
87,
43,
44,
87,
43,
44
],
[
38,
19,
19,
38,
19,
19
],
[
49,
24,
25,
49,
24,
25
],
[
43.678161,
44.186047,
43.181818,
43.678161,
44.186047,
43.181818
],
[
14.324981,
21.812686,
1.102577,
1.301011,
1.66292,
0.723242
],
[
6997285,
6997285,
39082,
4288012,
4288012,
1699826
],
[
-58182,
-58182,
-38478,
-2712925,
-2712925,
-1640728
],
[
78,
136,
22,
78,
136,
22
],
[
89,
154,
24,
89,
154,
24
],
[
70,
121,
21,
70,
121,
21
],
[
6847,
5850,
997,
6847,
5850,
997
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
765708,
766826,
-581426,
-533973,
-22929,
-583093
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558224000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760290226830,
"expiration_time": 1766448576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 118,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 48,
"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) |
|---|