| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 977804.2992 | 1086600.6617 | -108796.3625 | -49169.5805 | 1567092.255 | -1616261.8355 |
| Total P&L (%) | 977.8043 | 1086.6007 | -108.7964 | -49.1696 | 1567.0923 | -1616.2618 |
| Avg Daily Profit (%) | 0.4141 | 0.4602 | -0.0461 | -0.0287 | 0.1192 | 0 |
| Buy And Hold Return (%) | 450.1203 | 450.1203 | 450.1203 | 450.1203 | 450.1203 | 450.1203 |
| Max Trade Drawdown | -296422 | -221398 | -162019 | -3588668 | -1831902 | -1779327 |
| Profit Factor | 2.1808 | 4.0885 | 0.7716 | 0.9892 | 1.7827 | 0.3658 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
| Profitability (%) | 46.5116 | 39.5349 | 53.4884 | 46.5116 | 39.5349 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.5079 | 6.2529 | 0.6709 | 1.1376 | 2.7265 | 0.3181 |
| Largest Winning Trade | 955749 | 955749 | 43653 | 2962520 | 2962520 | 213700 |
| Largest Losing Trade | -68673 | -38209 | -68673 | -1776211 | -1040559 | -1776211 |
| Avg Bars in Trades | 78 | 68 | 89 | 78 | 68 | 89 |
| Avg Bars in Winners | 101 | 106 | 97 | 101 | 106 | 97 |
| Avg Bars in Losers | 59 | 43 | 80 | 59 | 43 | 80 |
| Bars Traded | 6792 | 2927 | 3865 | 6792 | 2927 | 3865 |
| Profit Streak | 0 | 0 | 67.7455 | 0 | 0 | 67.7455 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 257408 | 332667 | -579305 | -580238 | -36718 | -579305 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7083,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851611314,
"expiration_time": 1764935712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 231,
"offset": 0,
"multiplier": 3.22346
}
}
} {
"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": [
[
977804.2991787989,
1086600.6617116365,
-108796.3625328375,
-49169.5804931603,
1567092.255030817,
-1616261.835523978
],
[
977.804299,
1086.600662,
-108.796363,
-49.16958,
1567.092255,
-1616.261836
],
[
0.414148,
0.460229,
-0.046081,
-0.028656,
0.119244,
0
],
[
450.120289,
450.120289,
450.120289,
450.120289,
450.120289,
450.120289
],
[
-296422,
-221398,
-162019,
-3588668,
-1831902,
-1779327
],
[
2.180797,
4.088465,
0.771562,
0.989195,
1.78268,
0.365814
],
[
86,
43,
43,
86,
43,
43
],
[
40,
17,
23,
40,
17,
23
],
[
46,
26,
20,
46,
26,
20
],
[
46.511628,
39.534884,
53.488372,
46.511628,
39.534884,
53.488372
],
[
2.507917,
6.252947,
0.670924,
1.137575,
2.726451,
0.318099
],
[
955749,
955749,
43653,
2962520,
2962520,
213700
],
[
-68673,
-38209,
-68673,
-1776211,
-1040559,
-1776211
],
[
78,
68,
89,
78,
68,
89
],
[
101,
106,
97,
101,
106,
97
],
[
59,
43,
80,
59,
43,
80
],
[
6792,
2927,
3865,
6792,
2927,
3865
],
[
0,
0,
67.745501,
0,
0,
67.745501
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
257408,
332667,
-579305,
-580238,
-36718,
-579305
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7083,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851611314,
"expiration_time": 1764935712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 231,
"offset": 0,
"multiplier": 3.22346
}
}
}
| # | 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) |
|---|