| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1813923.5658 | 1743916.2378 | 70007.328 | 3285574.549 | 3165401.4044 | 120173.1446 |
| Total P&L (%) | 1813.9236 | 1743.9162 | 70.0073 | 3285.5745 | 3165.4014 | 120.1731 |
| Avg Daily Profit (%) | 0.7674 | 0.7378 | 0.0296 | 0.1491 | 0.1476 | 0.0334 |
| Buy And Hold Return (%) | 398.7531 | 398.7531 | 398.7531 | 398.7531 | 398.7531 | 398.7531 |
| Max Trade Drawdown | -105560 | -133296 | -64525 | -5472178 | -5052785 | -2595093 |
| Profit Factor | 4.8291 | 7.1173 | 1.3711 | 1.1691 | 1.2858 | 1.0144 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Profitability (%) | 34.5238 | 30.9524 | 38.0952 | 34.5238 | 30.9524 | 38.0952 |
| Ratio Avg Win / Avg Loss | 9.1586 | 15.8771 | 2.2281 | 2.2172 | 2.8683 | 1.6484 |
| Largest Winning Trade | 1521448 | 1521448 | 51070 | 4993550 | 4993550 | 2747598 |
| Largest Losing Trade | -24570 | -21501 | -24570 | -2020106 | -1765444 | -2020106 |
| Avg Bars in Trades | 108 | 97 | 119 | 108 | 97 | 119 |
| Avg Bars in Winners | 222 | 211 | 231 | 222 | 211 | 231 |
| Avg Bars in Losers | 47 | 45 | 50 | 47 | 45 | 50 |
| Bars Traded | 9093 | 4078 | 5015 | 9093 | 4078 | 5015 |
| 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 | 469031 | 428688 | -322051 | -32782 | -1865 | -522240 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9455,
"evaluation_days": 2363.75,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559476800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759096456679,
"expiration_time": 1765209240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 214,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 28,
"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": [
[
1813923.5658138639,
1743916.237784561,
70007.3280293029,
3285574.5490425676,
3165401.4043969773,
120173.1446455919
],
[
1813.923566,
1743.916238,
70.007328,
3285.574549,
3165.401404,
120.173145
],
[
0.767392,
0.737775,
0.029617,
0.149116,
0.147585,
0.033395
],
[
398.753117,
398.753117,
398.753117,
398.753117,
398.753117,
398.753117
],
[
-105560,
-133296,
-64525,
-5472178,
-5052785,
-2595093
],
[
4.829102,
7.117325,
1.371112,
1.169087,
1.285811,
1.014381
],
[
84,
42,
42,
84,
42,
42
],
[
29,
13,
16,
29,
13,
16
],
[
55,
29,
26,
55,
29,
26
],
[
34.52381,
30.952381,
38.095238,
34.52381,
30.952381,
38.095238
],
[
9.158642,
15.877109,
2.228057,
2.217234,
2.868348,
1.64837
],
[
1521448,
1521448,
51070,
4993550,
4993550,
2747598
],
[
-24570,
-21501,
-24570,
-2020106,
-1765444,
-2020106
],
[
108,
97,
119,
108,
97,
119
],
[
222,
211,
231,
222,
211,
231
],
[
47,
45,
50,
47,
45,
50
],
[
9093,
4078,
5015,
9093,
4078,
5015
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469031,
428688,
-322051,
-32782,
-1865,
-522240
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9455,
"evaluation_days": 2363.75,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559476800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759096456679,
"expiration_time": 1765209240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 214,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 28,
"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) |
|---|