| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -6529336.958 | -22187.9585 | -6507148.9995 | -349681.0853 | 30549842.8697 | -30899523.955 |
| Total P&L (%) | -6529.337 | -22.188 | -6507.149 | -349.6811 | 30549.8429 | -30899.524 |
| Avg Daily Profit (%) | -2.7573 | -0.0094 | -2.748 | 0 | 0.2421 | 0 |
| Buy And Hold Return (%) | 480.7608 | 480.7608 | 480.7608 | 480.7608 | 480.7608 | 480.7608 |
| Max Trade Drawdown | -6716019 | -160998 | -6610163 | -46849094 | -12894467 | -45211522 |
| Profit Factor | 0.0705 | 0.9172 | 0.0369 | 0.9949 | 2.4852 | 0.3531 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 41 | 19 | 22 | 29 | 16 | 13 |
| Losing Trades | 21 | 12 | 9 | 33 | 15 | 18 |
| Profitability (%) | 66.129 | 61.2903 | 70.9677 | 46.7742 | 51.6129 | 41.9355 |
| Ratio Avg Win / Avg Loss | 0.0361 | 0.5793 | 0.0151 | 1.1321 | 2.3299 | 0.489 |
| Largest Winning Trade | 33799 | 33799 | 25073 | 18025818 | 18025818 | 7162189 |
| Largest Losing Trade | -6564358 | -54369 | -6564358 | -19065757 | -5665295 | -19065757 |
| Avg Bars in Trades | 109 | 126 | 92 | 109 | 126 | 92 |
| Avg Bars in Winners | 48 | 52 | 44 | 144 | 196 | 80 |
| Avg Bars in Losers | 230 | 244 | 211 | 79 | 52 | 101 |
| Bars Traded | 6816 | 3934 | 2882 | 6816 | 3934 | 2882 |
| Profit Streak | 76.9167 | 76.9167 | 249.5834 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -735720 | -578390 | -576747 | -738865 | 478910 | -583954 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7104,
"evaluation_days": 2368,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558771200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759442404050,
"expiration_time": 1765558656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 137,
"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": [
[
-6529336.958022376,
-22187.9585330272,
-6507148.999489349,
-349681.0853489031,
30549842.869666558,
-30899523.95501544
],
[
-6529.336958,
-22.187959,
-6507.148999,
-349.681085,
30549.84287,
-30899.523955
],
[
-2.757321,
-0.00937,
-2.747951,
0,
0.242067,
0
],
[
480.760836,
480.760836,
480.760836,
480.760836,
480.760836,
480.760836
],
[
-6716019,
-160998,
-6610163,
-46849094,
-12894467,
-45211522
],
[
0.070519,
0.917193,
0.036944,
0.994883,
2.485244,
0.353131
],
[
62,
31,
31,
62,
31,
31
],
[
41,
19,
22,
29,
16,
13
],
[
21,
12,
9,
33,
15,
18
],
[
66.129032,
61.290323,
70.967742,
46.774194,
51.612903,
41.935484
],
[
0.03612,
0.579279,
0.015113,
1.132108,
2.329916,
0.488951
],
[
33799,
33799,
25073,
18025818,
18025818,
7162189
],
[
-6564358,
-54369,
-6564358,
-19065757,
-5665295,
-19065757
],
[
109,
126,
92,
109,
126,
92
],
[
48,
52,
44,
144,
196,
80
],
[
230,
244,
211,
79,
52,
101
],
[
6816,
3934,
2882,
6816,
3934,
2882
],
[
76.916713,
76.916713,
249.58338,
0,
0,
0
],
[
5,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-735720,
-578390,
-576747,
-738865,
478910,
-583954
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7104,
"evaluation_days": 2368,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558771200000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759442404050,
"expiration_time": 1765558656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 137,
"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) |
|---|