Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1712996.9604 | 1760238.5483 | -47241.5878 | 273789.6174 | 1137568.0896 | -863778.4721 |
Total P&L (%) | 1712.997 | 1760.2385 | -47.2416 | 273.7896 | 1137.5681 | -863.7785 |
Avg Daily Profit (%) | 0.723 | 0.743 | -0.0199 | 0.0557 | 0.1062 | 0 |
Buy And Hold Return (%) | 528.8225 | 528.8225 | 528.8225 | 528.8225 | 528.8225 | 528.8225 |
Max Trade Drawdown | -147065 | -133738 | -143069 | -2246143 | -1352912 | -1047246 |
Profit Factor | 2.7108 | 4.4761 | 0.9045 | 1.0363 | 1.2931 | 0.7638 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 41.7062 | 39.6226 | 43.8095 | 41.7062 | 39.6226 | 43.8095 |
Ratio Avg Win / Avg Loss | 3.7889 | 6.8207 | 1.1602 | 1.4485 | 1.9705 | 0.9797 |
Largest Winning Trade | 1592233 | 1592233 | 56829 | 1695761 | 1695761 | 318084 |
Largest Losing Trade | -30904 | -30904 | -23926 | -682497 | -682497 | -411550 |
Avg Bars in Trades | 65 | 56 | 75 | 65 | 56 | 75 |
Avg Bars in Winners | 105 | 90 | 119 | 105 | 90 | 119 |
Avg Bars in Losers | 37 | 33 | 42 | 37 | 33 | 42 |
Bars Traded | 13919 | 5948 | 7971 | 13919 | 5948 | 7971 |
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 | 455786 | 466657 | -581793 | -467053 | -59768 | -583459 |
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14215, "evaluation_days": 2369.17, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557979200000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759610592768, "expiration_time": 1765748880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 215, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1712996.9604463133, 1760238.5482873502, -47241.5878410373, 273789.6174450186, 1137568.089593305, -863778.4721482878 ], [ 1712.99696, 1760.238548, -47.241588, 273.789617, 1137.56809, -863.778472 ], [ 0.723037, 0.742977, -0.01994, 0.055669, 0.106243, 0 ], [ 528.822465, 528.822465, 528.822465, 528.822465, 528.822465, 528.822465 ], [ -147065, -133738, -143069, -2246143, -1352912, -1047246 ], [ 2.710786, 4.476062, 0.904544, 1.036321, 1.293118, 0.763804 ], [ 211, 106, 105, 211, 106, 105 ], [ 88, 42, 46, 88, 42, 46 ], [ 123, 64, 59, 123, 64, 59 ], [ 41.706161, 39.622642, 43.809524, 41.706161, 39.622642, 43.809524 ], [ 3.788939, 6.820665, 1.160176, 1.448495, 1.970466, 0.979661 ], [ 1592233, 1592233, 56829, 1695761, 1695761, 318084 ], [ -30904, -30904, -23926, -682497, -682497, -411550 ], [ 65, 56, 75, 65, 56, 75 ], [ 105, 90, 119, 105, 90, 119 ], [ 37, 33, 42, 37, 33, 42 ], [ 13919, 5948, 7971, 13919, 5948, 7971 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455786, 466657, -581793, -467053, -59768, -583459 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14215, "evaluation_days": 2369.17, "actual_first_datapoint_time": 1554868800000, "first_datapoint_time": 1557979200000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759610592768, "expiration_time": 1765748880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 215, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|