| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 5084855.4477 | 5118598.3452 | -33742.8975 | 180904.2085 | 1455906.406 | -1275002.1975 |
| Total P&L (%) | 5084.8554 | 5118.5983 | -33.7429 | 180.9042 | 1455.9064 | -1275.0022 |
| Avg Daily Profit (%) | 2.1368 | 2.151 | -0.0142 | 0.0434 | 0.1154 | 0 |
| Buy And Hold Return (%) | 516.9297 | 516.9297 | 516.9297 | 516.9297 | 516.9297 | 516.9297 |
| Max Trade Drawdown | -193755 | -201870 | -67578 | -7950128 | -6769042 | -1400751 |
| Profit Factor | 6.6736 | 8.5399 | 0.8448 | 1.0122 | 1.1264 | 0.6096 |
| Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
| Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
| Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
| Profitability (%) | 44.2308 | 41.0256 | 47.4359 | 44.2308 | 41.0256 | 47.4359 |
| Ratio Avg Win / Avg Loss | 8.4145 | 12.2761 | 0.9361 | 1.2763 | 1.6192 | 0.6755 |
| Largest Winning Trade | 5064862 | 5064862 | 20831 | 8068553 | 8068553 | 408246 |
| Largest Losing Trade | -39189 | -39189 | -22222 | -3225666 | -3225666 | -820534 |
| Avg Bars in Trades | 45 | 83 | 7 | 45 | 83 | 7 |
| Avg Bars in Winners | 53 | 107 | 7 | 53 | 107 | 7 |
| Avg Bars in Losers | 38 | 66 | 6 | 38 | 66 | 6 |
| Bars Traded | 7042 | 6484 | 558 | 7042 | 6484 | 558 |
| 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 | 771426 | -15081 | -615955 | -509195 | -160128 | -615955 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7139,
"evaluation_days": 2379.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1556553600000,
"last_datapoint_time": 1760428800000,
"evaluation_time": 1760454471575,
"expiration_time": 1766596896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 60,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
5084855.447707501,
5118598.345230327,
-33742.8975228285,
180904.2085274939,
1455906.4060395851,
-1275002.1975120907
],
[
5084.855448,
5118.598345,
-33.742898,
180.904209,
1455.906406,
-1275.002198
],
[
2.13679,
2.15097,
-0.01418,
0.043412,
0.115404,
0
],
[
516.929699,
516.929699,
516.929699,
516.929699,
516.929699,
516.929699
],
[
-193755,
-201870,
-67578,
-7950128,
-6769042,
-1400751
],
[
6.673563,
8.53988,
0.844765,
1.012236,
1.126389,
0.609575
],
[
156,
78,
78,
156,
78,
78
],
[
69,
32,
37,
69,
32,
37
],
[
87,
46,
41,
87,
46,
41
],
[
44.230769,
41.025641,
47.435897,
44.230769,
41.025641,
47.435897
],
[
8.414492,
12.276077,
0.936091,
1.276297,
1.619184,
0.675475
],
[
5064862,
5064862,
20831,
8068553,
8068553,
408246
],
[
-39189,
-39189,
-22222,
-3225666,
-3225666,
-820534
],
[
45,
83,
7,
45,
83,
7
],
[
53,
107,
7,
53,
107,
7
],
[
38,
66,
6,
38,
66,
6
],
[
7042,
6484,
558,
7042,
6484,
558
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
771426,
-15081,
-615955,
-509195,
-160128,
-615955
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7139,
"evaluation_days": 2379.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1556553600000,
"last_datapoint_time": 1760428800000,
"evaluation_time": 1760454471575,
"expiration_time": 1766596896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 60,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|