| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -998135.4797 | 106426.363 | -1104561.8427 | 3650659.4644 | -7109065.2791 | 10759724.7435 |
| Total P&L (%) | -998.1355 | 106.4264 | -1104.5618 | 3650.6595 | -7109.0653 | 10759.7247 |
| Avg Daily Profit (%) | -0.4229 | 0.0451 | -0.468 | 0.1537 | 0 | 0.1988 |
| Buy And Hold Return (%) | 532.2851 | 532.2851 | 532.2851 | 532.2851 | 532.2851 | 532.2851 |
| Max Trade Drawdown | -1250915 | -85606 | -1258813 | -41306762 | -25328125 | -35873194 |
| Profit Factor | 0.387 | 1.5018 | 0.22 | 1.0452 | 0.8331 | 1.282 |
| Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Winning Trades | 45 | 21 | 24 | 45 | 20 | 25 |
| Losing Trades | 12 | 7 | 5 | 12 | 8 | 4 |
| Profitability (%) | 78.9474 | 75 | 82.7586 | 78.9474 | 71.4286 | 86.2069 |
| Ratio Avg Win / Avg Loss | 0.1032 | 0.5006 | 0.0458 | 0.2787 | 0.3332 | 0.2051 |
| Largest Winning Trade | 73155 | 73155 | 38564 | 9827025 | 4391520 | 9827025 |
| Largest Losing Trade | -780522 | -57324 | -780522 | -19491398 | -16128986 | -19491398 |
| Avg Bars in Trades | 79 | 86 | 72 | 79 | 86 | 72 |
| Avg Bars in Winners | 39 | 42 | 35 | 46 | 44 | 47 |
| Avg Bars in Losers | 229 | 216 | 246 | 202 | 190 | 225 |
| Bars Traded | 4508 | 2414 | 2094 | 4508 | 2414 | 2094 |
| Profit Streak | 137.3695 | 137.3695 | 246.3695 | 137.3695 | 137.3695 | 246.3695 |
| Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -755045 | -315269 | -575299 | -339183 | -597704 | 437358 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1563580800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919924185,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 10,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 203,
"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": [
[
-998135.479724097,
106426.362996159,
-1104561.8427202562,
3650659.464380841,
-7109065.27912418,
10759724.743505022
],
[
-998.13548,
106.426363,
-1104.561843,
3650.659464,
-7109.065279,
10759.724744
],
[
-0.422939,
0.045096,
-0.468035,
0.153699,
0,
0.198826
],
[
532.285115,
532.285115,
532.285115,
532.285115,
532.285115,
532.285115
],
[
-1250915,
-85606,
-1258813,
-41306762,
-25328125,
-35873194
],
[
0.386966,
1.501761,
0.219989,
1.04521,
0.833118,
1.28204
],
[
57,
28,
29,
57,
28,
29
],
[
45,
21,
24,
45,
20,
25
],
[
12,
7,
5,
12,
8,
4
],
[
78.947368,
75,
82.758621,
78.947368,
71.428571,
86.206897
],
[
0.103191,
0.500587,
0.045831,
0.278723,
0.333247,
0.205126
],
[
73155,
73155,
38564,
9827025,
4391520,
9827025
],
[
-780522,
-57324,
-780522,
-19491398,
-16128986,
-19491398
],
[
79,
86,
72,
79,
86,
72
],
[
39,
42,
35,
46,
44,
47
],
[
229,
216,
246,
202,
190,
225
],
[
4508,
2414,
2094,
4508,
2414,
2094
],
[
137.369493,
137.369493,
246.369493,
137.369493,
137.369493,
246.369493
],
[
7,
3,
4,
7,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-755045,
-315269,
-575299,
-339183,
-597704,
437358
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1563580800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919924185,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 10,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 203,
"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) |
|---|