| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 195625.11 | 159295.7383 | 36329.3717 | 157118.4721 | 80538.6141 | 76579.858 |
| Total P&L (%) | 195.6251 | 159.2957 | 36.3294 | 157.1185 | 80.5386 | 76.5799 |
| Avg Daily Profit (%) | 0.1878 | 0.1529 | 0.0349 | 0.0907 | 0.0567 | 0.0546 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82256 | -30786 | -62552 | -187688 | -102665 | -132888 |
| Profit Factor | 1.4741 | 1.9276 | 1.1508 | 1.229 | 1.2798 | 1.1923 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 70 | 39 | 31 | 70 | 39 | 31 |
| Losing Trades | 79 | 36 | 43 | 79 | 36 | 43 |
| Profitability (%) | 46.9799 | 52 | 41.8919 | 46.9799 | 52 | 41.8919 |
| Ratio Avg Win / Avg Loss | 1.6636 | 1.7793 | 1.5962 | 1.387 | 1.1814 | 1.6538 |
| Largest Winning Trade | 99465 | 99465 | 56190 | 139324 | 75342 | 139324 |
| Largest Losing Trade | -26765 | -14963 | -26765 | -100302 | -25234 | -100302 |
| Avg Bars in Trades | 157 | 64 | 252 | 157 | 64 | 252 |
| Avg Bars in Winners | 256 | 79 | 480 | 256 | 79 | 480 |
| Avg Bars in Losers | 70 | 47 | 89 | 70 | 47 | 89 |
| Bars Traded | 23528 | 4812 | 18716 | 23528 | 4812 | 18716 |
| 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 | 323822 | -45819 | -270018 | -73003 | -173904 | -195502 |
{
"trading_pair": "THETA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670007600000,
"first_datapoint_time": 1670662800000,
"last_datapoint_time": 1760007600000,
"evaluation_time": 1760009889172,
"expiration_time": 1766487600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 49,
"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": [
[
195625.1099510903,
159295.7382867979,
36329.3716642922,
157118.4721241686,
80538.6141367564,
76579.8579874124
],
[
195.62511,
159.295738,
36.329372,
157.118472,
80.538614,
76.579858
],
[
0.1878,
0.152923,
0.034876,
0.0907,
0.05673,
0.054601
],
[
10,
10,
10,
10,
10,
10
],
[
-82256,
-30786,
-62552,
-187688,
-102665,
-132888
],
[
1.47405,
1.927588,
1.150784,
1.229015,
1.279812,
1.1923
],
[
149,
75,
74,
149,
75,
74
],
[
70,
39,
31,
70,
39,
31
],
[
79,
36,
43,
79,
36,
43
],
[
46.979866,
52,
41.891892,
46.979866,
52,
41.891892
],
[
1.663571,
1.779312,
1.596249,
1.387031,
1.181365,
1.653835
],
[
99465,
99465,
56190,
139324,
75342,
139324
],
[
-26765,
-14963,
-26765,
-100302,
-25234,
-100302
],
[
157,
64,
252,
157,
64,
252
],
[
256,
79,
480,
256,
79,
480
],
[
70,
47,
89,
70,
47,
89
],
[
23528,
4812,
18716,
23528,
4812,
18716
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323822,
-45819,
-270018,
-73003,
-173904,
-195502
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670007600000,
"first_datapoint_time": 1670662800000,
"last_datapoint_time": 1760007600000,
"evaluation_time": 1760009889172,
"expiration_time": 1766487600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 49,
"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) |
|---|