| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -6552970.2327 | 33753.0885 | -6586723.3212 | -1697478.4408 | 48481812.0127 | -50179290.4535 |
| Total P&L (%) | -6552.9702 | 33.7531 | -6586.7233 | -1697.4784 | 48481.812 | -50179.2905 |
| Avg Daily Profit (%) | -2.7557 | 0.0142 | -2.7699 | 0 | 0.2605 | 0 |
| Buy And Hold Return (%) | 320.3166 | 320.3166 | 320.3166 | 320.3166 | 320.3166 | 320.3166 |
| Max Trade Drawdown | -6738446 | -140770 | -6704512 | -90131268 | -34221511 | -74535541 |
| Profit Factor | 0.0824 | 1.1315 | 0.0433 | 0.9861 | 2.1613 | 0.373 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 45 | 19 | 26 | 25 | 16 | 9 |
| Losing Trades | 17 | 12 | 5 | 37 | 15 | 22 |
| Profitability (%) | 72.5806 | 61.2903 | 83.871 | 40.3226 | 51.6129 | 29.0323 |
| Ratio Avg Win / Avg Loss | 0.0311 | 0.7146 | 0.0083 | 1.4594 | 2.0262 | 0.9117 |
| Largest Winning Trade | 43118 | 43118 | 27600 | 36678360 | 36678360 | 13841215 |
| Largest Losing Trade | -6692352 | -52343 | -6692352 | -19107539 | -8115829 | -19107539 |
| Avg Bars in Trades | 110 | 124 | 96 | 110 | 124 | 96 |
| Avg Bars in Winners | 40 | 42 | 39 | 162 | 184 | 123 |
| Avg Bars in Losers | 293 | 253 | 390 | 74 | 59 | 84 |
| Bars Traded | 6822 | 3846 | 2976 | 6822 | 3846 | 2976 |
| Profit Streak | 90.3961 | 90.3961 | 271.3961 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -734904 | -414829 | -575158 | -741652 | 462066 | -592860 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561190400000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760290225993,
"expiration_time": 1766448576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 221,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-6552970.2327181585,
33753.0885267552,
-6586723.321244913,
-1697478.4408319797,
48481812.01267216,
-50179290.453504145
],
[
-6552.970233,
33.753089,
-6586.723321,
-1697.478441,
48481.812013,
-50179.290454
],
[
-2.755665,
0.014194,
-2.769858,
0,
0.260466,
0
],
[
320.316582,
320.316582,
320.316582,
320.316582,
320.316582,
320.316582
],
[
-6738446,
-140770,
-6704512,
-90131268,
-34221511,
-74535541
],
[
0.082385,
1.131491,
0.043268,
0.98606,
2.161286,
0.372958
],
[
62,
31,
31,
62,
31,
31
],
[
45,
19,
26,
25,
16,
9
],
[
17,
12,
5,
37,
15,
22
],
[
72.580645,
61.290323,
83.870968,
40.322581,
51.612903,
29.032258
],
[
0.031123,
0.714626,
0.008321,
1.459369,
2.026206,
0.911675
],
[
43118,
43118,
27600,
36678360,
36678360,
13841215
],
[
-6692352,
-52343,
-6692352,
-19107539,
-8115829,
-19107539
],
[
110,
124,
96,
110,
124,
96
],
[
40,
42,
39,
162,
184,
123
],
[
293,
253,
390,
74,
59,
84
],
[
6822,
3846,
2976,
6822,
3846,
2976
],
[
90.396134,
90.396134,
271.396134,
0,
0,
0
],
[
5,
2,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-734904,
-414829,
-575158,
-741652,
462066,
-592860
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7134,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561190400000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760290225993,
"expiration_time": 1766448576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 221,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|