| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1196567.3029 | 1429858.7816 | -233291.4786 | -100059.9052 | 266534.1476 | -366594.0527 |
| Total P&L (%) | 1196.5673 | 1429.8588 | -233.2915 | -100.0599 | 266.5341 | -366.5941 |
| Avg Daily Profit (%) | 0.5043 | 0.6026 | -0.0983 | 0 | 0.0548 | 0 |
| Buy And Hold Return (%) | 423.4043 | 423.4043 | 423.4043 | 423.4043 | 423.4043 | 423.4043 |
| Max Trade Drawdown | -349409 | -210074 | -261098 | -1289949 | -630690 | -673057 |
| Profit Factor | 2.3723 | 4.6857 | 0.518 | 0.9339 | 1.3732 | 0.5418 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 18 | 9 | 9 | 21 | 11 | 10 |
| Losing Trades | 39 | 20 | 19 | 36 | 18 | 18 |
| Profitability (%) | 31.5789 | 31.0345 | 32.1429 | 36.8421 | 37.931 | 35.7143 |
| Ratio Avg Win / Avg Loss | 5.14 | 10.4126 | 1.0935 | 1.601 | 2.247 | 0.9752 |
| Largest Winning Trade | 1441193 | 1441193 | 61040 | 873453 | 873453 | 355642 |
| Largest Losing Trade | -100400 | -42922 | -100400 | -507265 | -356790 | -507265 |
| Avg Bars in Trades | 120 | 113 | 128 | 120 | 113 | 128 |
| Avg Bars in Winners | 200 | 189 | 210 | 142 | 156 | 127 |
| Avg Bars in Losers | 84 | 79 | 90 | 108 | 86 | 129 |
| Bars Traded | 6894 | 3284 | 3609 | 6894 | 3284 | 3609 |
| Profit Streak | 0 | 0 | 0 | 139.3183 | 265.3183 | 139.3183 |
| Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -175049 | 318133 | -607111 | -761479 | -287326 | -606428 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7118,
"evaluation_days": 2372.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559491200000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759851501480,
"expiration_time": 1765973952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 120,
"offset": 0,
"std": 1.61333
}
}
} {
"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": [
[
1196567.3029230286,
1429858.781565612,
-233291.4786425835,
-100059.9051662364,
266534.147556205,
-366594.0527224414
],
[
1196.567303,
1429.858782,
-233.291479,
-100.059905,
266.534148,
-366.594053
],
[
0.504313,
0.602637,
-0.098324,
0,
0.05476,
0
],
[
423.404255,
423.404255,
423.404255,
423.404255,
423.404255,
423.404255
],
[
-349409,
-210074,
-261098,
-1289949,
-630690,
-673057
],
[
2.372314,
4.685679,
0.517977,
0.93392,
1.373192,
0.541775
],
[
57,
29,
28,
57,
29,
28
],
[
18,
9,
9,
21,
11,
10
],
[
39,
20,
19,
36,
18,
18
],
[
31.578947,
31.034483,
32.142857,
36.842105,
37.931034,
35.714286
],
[
5.140014,
10.412619,
1.093507,
1.601006,
2.247042,
0.975196
],
[
1441193,
1441193,
61040,
873453,
873453,
355642
],
[
-100400,
-42922,
-100400,
-507265,
-356790,
-507265
],
[
120,
113,
128,
120,
113,
128
],
[
200,
189,
210,
142,
156,
127
],
[
84,
79,
90,
108,
86,
129
],
[
6894,
3284,
3609,
6894,
3284,
3609
],
[
0,
0,
0,
139.318304,
265.318304,
139.318304
],
[
0,
0,
0,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-175049,
318133,
-607111,
-761479,
-287326,
-606428
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7118,
"evaluation_days": 2372.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559491200000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759851501480,
"expiration_time": 1765973952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 120,
"offset": 0,
"std": 1.61333
}
}
}
| # | 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) |
|---|