| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 129546.2778 | 41250.5261 | 88295.7517 | 101434.5938 | 25609.3461 | 75825.2476 |
| Total P&L (%) | 129.5463 | 41.2505 | 88.2958 | 101.4346 | 25.6093 | 75.8252 |
| Avg Daily Profit (%) | 0.2487 | 0.0792 | 0.1695 | 0.1345 | 0.0438 | 0.1084 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109391 | -45858 | -90920 | -100143 | -69700 | -69781 |
| Profit Factor | 1.2495 | 1.172 | 1.316 | 1.1781 | 1.0951 | 1.2525 |
| Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
| Winning Trades | 113 | 61 | 52 | 113 | 61 | 52 |
| Losing Trades | 104 | 47 | 57 | 104 | 47 | 57 |
| Profitability (%) | 52.0737 | 56.4815 | 47.7064 | 52.0737 | 56.4815 | 47.7064 |
| Ratio Avg Win / Avg Loss | 1.15 | 0.903 | 1.4425 | 1.0842 | 0.8437 | 1.3729 |
| Largest Winning Trade | 31022 | 24456 | 31022 | 23285 | 21096 | 23285 |
| Largest Losing Trade | -32409 | -24567 | -32409 | -33822 | -33822 | -26882 |
| Avg Bars in Trades | 111 | 117 | 106 | 111 | 117 | 106 |
| Avg Bars in Winners | 105 | 105 | 107 | 105 | 105 | 107 |
| Avg Bars in Losers | 118 | 133 | 106 | 118 | 133 | 106 |
| Bars Traded | 24295 | 12660 | 11635 | 24295 | 12660 | 11635 |
| Profit Streak | 6.3299 | 0 | 12.559 | 6.3299 | 0 | 12.559 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336279 | -122297 | 248416 | -36546 | -255546 | -49109 |
{
"trading_pair": "THETA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714082400000,
"first_datapoint_time": 1714309200000,
"last_datapoint_time": 1759080600000,
"evaluation_time": 1759082101359,
"expiration_time": 1765560600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 91,
"offset": 0,
"std": 1.98932
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 127,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
129546.2778029329,
41250.5260736601,
88295.7517292729,
101434.5937541139,
25609.3461167695,
75825.2476373445
],
[
129.546278,
41.250526,
88.295752,
101.434594,
25.609346,
75.825248
],
[
0.24873,
0.079202,
0.169529,
0.134548,
0.043787,
0.108409
],
[
10,
10,
10,
10,
10,
10
],
[
-109391,
-45858,
-90920,
-100143,
-69700,
-69781
],
[
1.249496,
1.172006,
1.316006,
1.178056,
1.095062,
1.252512
],
[
217,
108,
109,
217,
108,
109
],
[
113,
61,
52,
113,
61,
52
],
[
104,
47,
57,
104,
47,
57
],
[
52.073733,
56.481481,
47.706422,
52.073733,
56.481481,
47.706422
],
[
1.149979,
0.903021,
1.442545,
1.084228,
0.843737,
1.372946
],
[
31022,
24456,
31022,
23285,
21096,
23285
],
[
-32409,
-24567,
-32409,
-33822,
-33822,
-26882
],
[
111,
117,
106,
111,
117,
106
],
[
105,
105,
107,
105,
105,
107
],
[
118,
133,
106,
118,
133,
106
],
[
24295,
12660,
11635,
24295,
12660,
11635
],
[
6.329877,
0,
12.559043,
6.329877,
0,
12.559043
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336279,
-122297,
248416,
-36546,
-255546,
-49109
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714082400000,
"first_datapoint_time": 1714309200000,
"last_datapoint_time": 1759080600000,
"evaluation_time": 1759082101359,
"expiration_time": 1765560600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 91,
"offset": 0,
"std": 1.98932
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 127,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|