| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 79277.0928 | 326574.3496 | -247297.2568 | -96629.798 | 4129180.8112 | -4225810.6092 |
| Total P&L (%) | 79.2771 | 326.5744 | -247.2973 | -96.6298 | 4129.1808 | -4225.8106 |
| Avg Daily Profit (%) | 0.0334 | 0.1378 | -0.1043 | -0.1429 | 0.1581 | 0 |
| Buy And Hold Return (%) | 499.0415 | 499.0415 | 499.0415 | 499.0415 | 499.0415 | 499.0415 |
| Max Trade Drawdown | -425847 | -180381 | -394824 | -4618109 | -536814 | -5125878 |
| Profit Factor | 1.0175 | 1.1589 | 0.8999 | 0.9951 | 1.5908 | 0.6671 |
| Total Trades | 2444 | 1222 | 1222 | 2444 | 1222 | 1222 |
| Winning Trades | 1397 | 700 | 697 | 1397 | 700 | 697 |
| Losing Trades | 1047 | 522 | 525 | 1047 | 522 | 525 |
| Profitability (%) | 57.1604 | 57.2831 | 57.0376 | 57.1604 | 57.2831 | 57.0376 |
| Ratio Avg Win / Avg Loss | 0.7626 | 0.8642 | 0.6778 | 0.7458 | 1.1862 | 0.5025 |
| Largest Winning Trade | 38131 | 29952 | 38131 | 437950 | 437950 | 330414 |
| Largest Losing Trade | -39420 | -32743 | -39420 | -857964 | -426652 | -857964 |
| Avg Bars in Trades | 1 | 1 | 2 | 1 | 1 | 2 |
| Avg Bars in Winners | 1 | 1 | 1 | 1 | 1 | 1 |
| Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
| Bars Traded | 4738 | 2288 | 2449 | 4738 | 2288 | 2449 |
| Profit Streak | 0 | 0 | 2.3772 | 0 | 0 | 2.3772 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -508569 | -215287 | -575567 | -572432 | 594419 | -575567 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4741,
"evaluation_days": 2370.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1554854400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654988568,
"expiration_time": 1765766736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
79277.0928014399,
326574.3496301358,
-247297.2568286943,
-96629.7980405756,
4129180.8111690907,
-4225810.609209679
],
[
79.277093,
326.57435,
-247.297257,
-96.629798,
4129.180811,
-4225.810609
],
[
0.033443,
0.137766,
-0.104323,
-0.142914,
0.158091,
0
],
[
499.041534,
499.041534,
499.041534,
499.041534,
499.041534,
499.041534
],
[
-425847,
-180381,
-394824,
-4618109,
-536814,
-5125878
],
[
1.017521,
1.158937,
0.899881,
0.995091,
1.590751,
0.667096
],
[
2444,
1222,
1222,
2444,
1222,
1222
],
[
1397,
700,
697,
1397,
700,
697
],
[
1047,
522,
525,
1047,
522,
525
],
[
57.160393,
57.283142,
57.037643,
57.160393,
57.283142,
57.037643
],
[
0.762594,
0.864236,
0.677816,
0.745784,
1.186246,
0.502475
],
[
38131,
29952,
38131,
437950,
437950,
330414
],
[
-39420,
-32743,
-39420,
-857964,
-426652,
-857964
],
[
1,
1,
2,
1,
1,
2
],
[
1,
1,
1,
1,
1,
1
],
[
2,
2,
2,
2,
2,
2
],
[
4738,
2288,
2449,
4738,
2288,
2449
],
[
0,
0,
2.377182,
0,
0,
2.377182
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-508569,
-215287,
-575567,
-572432,
594419,
-575567
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4741,
"evaluation_days": 2370.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1554854400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654988568,
"expiration_time": 1765766736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|