| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 822408.6645 | 766962.4863 | 55446.1781 | 1985393.3605 | -1292395.9621 | 3277789.3227 |
| Total P&L (%) | 822.4087 | 766.9625 | 55.4462 | 1985.3934 | -1292.396 | 3277.7893 |
| Avg Daily Profit (%) | 0.3461 | 0.3228 | 0.0233 | 0.1279 | 0 | 0.1482 |
| Buy And Hold Return (%) | 362.5108 | 362.5108 | 362.5108 | 362.5108 | 362.5108 | 362.5108 |
| Max Trade Drawdown | -152993 | -167796 | -14307 | -27136999 | -28640962 | -724061 |
| Profit Factor | 3.0725 | 3.0507 | 3.4304 | 1.0533 | 0.9646 | 5.227 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
| Profitability (%) | 74.6269 | 66.6667 | 82.3529 | 74.6269 | 66.6667 | 82.3529 |
| Ratio Avg Win / Avg Loss | 1.0447 | 1.5253 | 0.7351 | 0.3581 | 0.4823 | 1.1201 |
| Largest Winning Trade | 171070 | 171070 | 7906 | 14578954 | 14578954 | 1017671 |
| Largest Losing Trade | -83926 | -83926 | -14307 | -11664817 | -11664817 | -724061 |
| Avg Bars in Trades | 201 | 406 | 2 | 201 | 406 | 2 |
| Avg Bars in Winners | 95 | 213 | 2 | 95 | 213 | 2 |
| Avg Bars in Losers | 513 | 791 | 3 | 513 | 791 | 3 |
| Bars Traded | 13494 | 13414 | 80 | 13494 | 13414 | 80 |
| Profit Streak | 93.2325 | 0 | 153.7325 | 93.2325 | 0 | 153.7325 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -108301 | 393581 | -318736 | -303715 | -578642 | 613905 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14258,
"evaluation_days": 2376.33,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1556380800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760232889089,
"expiration_time": 1766386656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 204,
"offset": 0,
"std": 3.34968
}
}
} {
"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": [
[
822408.664461007,
766962.4863331651,
55446.1781278422,
1985393.3605416724,
-1292395.9621122414,
3277789.322653915
],
[
822.408664,
766.962486,
55.446178,
1985.393361,
-1292.395962,
3277.789323
],
[
0.346084,
0.322751,
0.023333,
0.127907,
0,
0.148229
],
[
362.510773,
362.510773,
362.510773,
362.510773,
362.510773,
362.510773
],
[
-152993,
-167796,
-14307,
-27136999,
-28640962,
-724061
],
[
3.072503,
3.05067,
3.430439,
1.053263,
0.964592,
5.227044
],
[
67,
33,
34,
67,
33,
34
],
[
50,
22,
28,
50,
22,
28
],
[
17,
11,
6,
17,
11,
6
],
[
74.626866,
66.666667,
82.352941,
74.626866,
66.666667,
82.352941
],
[
1.044651,
1.525335,
0.735094,
0.358109,
0.482296,
1.120081
],
[
171070,
171070,
7906,
14578954,
14578954,
1017671
],
[
-83926,
-83926,
-14307,
-11664817,
-11664817,
-724061
],
[
201,
406,
2,
201,
406,
2
],
[
95,
213,
2,
95,
213,
2
],
[
513,
791,
3,
513,
791,
3
],
[
13494,
13414,
80,
13494,
13414,
80
],
[
93.232513,
0,
153.732513,
93.232513,
0,
153.732513
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-108301,
393581,
-318736,
-303715,
-578642,
613905
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14258,
"evaluation_days": 2376.33,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1556380800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760232889089,
"expiration_time": 1766386656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 204,
"offset": 0,
"std": 3.34968
}
}
}
| # | 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) |
|---|