| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1809751.4232 | 2749.0591 | -1812500.4823 | 896403.6325 | -20480660.3637 | 21377063.9962 |
| Total P&L (%) | -1809.7514 | 2.7491 | -1812.5005 | 896.4036 | -20480.6604 | 21377.064 |
| Avg Daily Profit (%) | -0.7622 | 0.0012 | -0.7633 | 0.0969 | 0 | 0.2264 |
| Buy And Hold Return (%) | 487.7895 | 487.7895 | 487.7895 | 487.7895 | 487.7895 | 487.7895 |
| Max Trade Drawdown | -1957676 | -136505 | -1944516 | -39204912 | -36470367 | -12126351 |
| Profit Factor | 0.2677 | 1.0086 | 0.1577 | 1.015 | 0.536 | 2.381 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 149 | 71 | 78 | 149 | 70 | 79 |
| Losing Trades | 23 | 15 | 8 | 23 | 16 | 7 |
| Profitability (%) | 86.6279 | 82.5581 | 90.6977 | 86.6279 | 81.3953 | 91.8605 |
| Ratio Avg Win / Avg Loss | 0.0413 | 0.2131 | 0.0162 | 0.1567 | 0.1225 | 0.211 |
| Largest Winning Trade | 20421 | 20421 | 18136 | 6912829 | 2212199 | 6912829 |
| Largest Losing Trade | -1374040 | -54830 | -1374040 | -14648088 | -14648088 | -6645143 |
| Avg Bars in Trades | 53 | 59 | 47 | 53 | 59 | 47 |
| Avg Bars in Winners | 16 | 15 | 16 | 20 | 16 | 25 |
| Avg Bars in Losers | 296 | 267 | 351 | 267 | 251 | 304 |
| Bars Traded | 9253 | 5145 | 4108 | 9253 | 5145 | 4108 |
| Profit Streak | 90.7124 | 90.7124 | 293.4624 | 90.7124 | 90.7124 | 293.4624 |
| Trades During Streak | 17 | 8 | 14 | 17 | 8 | 14 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573329 | -564109 | -574334 | -269410 | -575226 | 596806 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9498,
"evaluation_days": 2374.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558418400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760029547574,
"expiration_time": 1766165904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 165,
"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": [
[
-1809751.4231924184,
2749.0590660388,
-1812500.4822584568,
896403.6324740419,
-20480660.363683976,
21377063.99615803
],
[
-1809.751423,
2.749059,
-1812.500482,
896.403632,
-20480.660364,
21377.063996
],
[
-0.762161,
0.001158,
-0.763319,
0.096867,
0,
0.226391
],
[
487.789474,
487.789474,
487.789474,
487.789474,
487.789474,
487.789474
],
[
-1957676,
-136505,
-1944516,
-39204912,
-36470367,
-12126351
],
[
0.267724,
1.0086,
0.157665,
1.015036,
0.535967,
2.381028
],
[
172,
86,
86,
172,
86,
86
],
[
149,
71,
78,
149,
70,
79
],
[
23,
15,
8,
23,
16,
7
],
[
86.627907,
82.55814,
90.697674,
86.627907,
81.395349,
91.860465
],
[
0.041326,
0.213085,
0.016171,
0.156683,
0.122507,
0.210977
],
[
20421,
20421,
18136,
6912829,
2212199,
6912829
],
[
-1374040,
-54830,
-1374040,
-14648088,
-14648088,
-6645143
],
[
53,
59,
47,
53,
59,
47
],
[
16,
15,
16,
20,
16,
25
],
[
296,
267,
351,
267,
251,
304
],
[
9253,
5145,
4108,
9253,
5145,
4108
],
[
90.712356,
90.712356,
293.462356,
90.712356,
90.712356,
293.462356
],
[
17,
8,
14,
17,
8,
14
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573329,
-564109,
-574334,
-269410,
-575226,
596806
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9498,
"evaluation_days": 2374.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558418400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760029547574,
"expiration_time": 1766165904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 165,
"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) |
|---|