| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1792549.3687 | 1853785.7111 | -61236.3424 | -19787.9786 | -2160.4637 | -17627.5149 |
| Total P&L (%) | 1792.5494 | 1853.7857 | -61.2363 | -19.788 | -2.1605 | -17.6275 |
| Avg Daily Profit (%) | 0.754 | 0.7797 | -0.0258 | -0.0093 | -0.0009 | -0.0082 |
| Buy And Hold Return (%) | 309.6654 | 309.6654 | 309.6654 | 309.6654 | 309.6654 | 309.6654 |
| Max Trade Drawdown | -240599 | -130861 | -196951 | -187397 | -115344 | -102177 |
| Profit Factor | 3.7538 | 6.7396 | 0.8133 | 0.9567 | 0.9914 | 0.9144 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 39.6552 | 41.3793 | 37.931 | 39.6552 | 41.3793 | 37.931 |
| Ratio Avg Win / Avg Loss | 5.7124 | 9.5478 | 1.3308 | 1.4558 | 1.4045 | 1.4963 |
| Largest Winning Trade | 1700029 | 1700029 | 62651 | 138608 | 138608 | 62279 |
| Largest Losing Trade | -84344 | -42881 | -84344 | -94594 | -51494 | -94594 |
| Avg Bars in Trades | 156 | 158 | 155 | 156 | 158 | 155 |
| Avg Bars in Winners | 226 | 235 | 218 | 226 | 235 | 218 |
| Avg Bars in Losers | 111 | 104 | 117 | 111 | 104 | 117 |
| Bars Traded | 9105 | 4599 | 4506 | 9105 | 4599 | 4506 |
| 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 | -164954 | 627753 | -583859 | -762911 | -582518 | -583859 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9510,
"evaluation_days": 2377.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560124800000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760291619282,
"expiration_time": 1766432880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 244,
"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": [
[
1792549.3686594977,
1853785.7110745683,
-61236.3424150709,
-19787.9785845628,
-2160.4636623555,
-17627.5149222073
],
[
1792.549369,
1853.785711,
-61.236342,
-19.787979,
-2.160464,
-17.627515
],
[
0.753964,
0.779721,
-0.025757,
-0.009274,
-0.000919,
-0.008156
],
[
309.665428,
309.665428,
309.665428,
309.665428,
309.665428,
309.665428
],
[
-240599,
-130861,
-196951,
-187397,
-115344,
-102177
],
[
3.753848,
6.739606,
0.813272,
0.956679,
0.991385,
0.914433
],
[
58,
29,
29,
58,
29,
29
],
[
23,
12,
11,
23,
12,
11
],
[
35,
17,
18,
35,
17,
18
],
[
39.655172,
41.37931,
37.931034,
39.655172,
41.37931,
37.931034
],
[
5.712377,
9.547776,
1.330809,
1.455816,
1.404462,
1.496346
],
[
1700029,
1700029,
62651,
138608,
138608,
62279
],
[
-84344,
-42881,
-84344,
-94594,
-51494,
-94594
],
[
156,
158,
155,
156,
158,
155
],
[
226,
235,
218,
226,
235,
218
],
[
111,
104,
117,
111,
104,
117
],
[
9105,
4599,
4506,
9105,
4599,
4506
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164954,
627753,
-583859,
-762911,
-582518,
-583859
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9510,
"evaluation_days": 2377.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560124800000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760291619282,
"expiration_time": 1766432880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 244,
"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) |
|---|