| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1810804.7927 | 1774537.9022 | 36266.8905 | 1977829.7538 | 347304.9687 | 1630524.7851 |
| Total P&L (%) | 1810.8048 | 1774.5379 | 36.2669 | 1977.8298 | 347.305 | 1630.5248 |
| Avg Daily Profit (%) | 0.7664 | 0.7511 | 0.0154 | 0.1285 | 0.0634 | 0.1207 |
| Buy And Hold Return (%) | 526.4543 | 526.4543 | 526.4543 | 526.4543 | 526.4543 | 526.4543 |
| Max Trade Drawdown | -152104 | -144387 | -91103 | -1652416 | -1547006 | -481971 |
| Profit Factor | 4.2924 | 6.8141 | 1.1482 | 1.4299 | 1.1185 | 1.9769 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 39.3939 | 42.4242 | 36.3636 | 39.3939 | 42.4242 | 36.3636 |
| Ratio Avg Win / Avg Loss | 6.6037 | 9.2477 | 2.0093 | 2.1999 | 1.5179 | 3.4596 |
| Largest Winning Trade | 1436716 | 1436716 | 59820 | 1205141 | 1205141 | 1141214 |
| Largest Losing Trade | -39538 | -39538 | -38496 | -703858 | -703858 | -481971 |
| Avg Bars in Trades | 104 | 110 | 98 | 104 | 110 | 98 |
| Avg Bars in Winners | 152 | 155 | 148 | 152 | 155 | 148 |
| Avg Bars in Losers | 73 | 77 | 70 | 73 | 77 | 70 |
| Bars Traded | 6910 | 3651 | 3259 | 6910 | 3651 | 3259 |
| Profit Streak | 39.8004 | 39.8004 | 72.8004 | 39.8004 | 39.8004 | 72.8004 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -114479 | 578561 | -399329 | -153429 | -365523 | -35439 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7088,
"evaluation_days": 2362.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558310400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758971555885,
"expiration_time": 1765084032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 119,
"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": [
[
1810804.792718375,
1774537.9021740174,
36266.890544358,
1977829.7537776926,
347304.9686883949,
1630524.7850892977
],
[
1810.804793,
1774.537902,
36.266891,
1977.829754,
347.304969,
1630.524785
],
[
0.766423,
0.751073,
0.01535,
0.128493,
0.063426,
0.120742
],
[
526.454269,
526.454269,
526.454269,
526.454269,
526.454269,
526.454269
],
[
-152104,
-144387,
-91103,
-1652416,
-1547006,
-481971
],
[
4.292383,
6.81409,
1.148158,
1.429932,
1.118484,
1.976899
],
[
66,
33,
33,
66,
33,
33
],
[
26,
14,
12,
26,
14,
12
],
[
40,
19,
21,
40,
19,
21
],
[
39.393939,
42.424242,
36.363636,
39.393939,
42.424242,
36.363636
],
[
6.603666,
9.247693,
2.009277,
2.199895,
1.517942,
3.459573
],
[
1436716,
1436716,
59820,
1205141,
1205141,
1141214
],
[
-39538,
-39538,
-38496,
-703858,
-703858,
-481971
],
[
104,
110,
98,
104,
110,
98
],
[
152,
155,
148,
152,
155,
148
],
[
73,
77,
70,
73,
77,
70
],
[
6910,
3651,
3259,
6910,
3651,
3259
],
[
39.800415,
39.800415,
72.800415,
39.800415,
39.800415,
72.800415
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-114479,
578561,
-399329,
-153429,
-365523,
-35439
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7088,
"evaluation_days": 2362.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558310400000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758971555885,
"expiration_time": 1765084032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 119,
"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) |
|---|