| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1044515.2643 | 976931.7082 | 67583.5561 | 251069.4232 | 66807.4619 | 184261.9614 |
| Total P&L (%) | 1044.5153 | 976.9317 | 67.5836 | 251.0694 | 66.8075 | 184.262 |
| Avg Daily Profit (%) | 0.4394 | 0.4109 | 0.0284 | 0.0528 | 0.0215 | 0.044 |
| Buy And Hold Return (%) | 268.3284 | 268.3284 | 268.3284 | 268.3284 | 268.3284 | 268.3284 |
| Max Trade Drawdown | -127891 | -89710 | -223789 | -872484 | -921108 | -346883 |
| Profit Factor | 2.7728 | 3.8956 | 1.2684 | 1.1351 | 1.0451 | 1.4874 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
| Profitability (%) | 59.0164 | 54.8387 | 63.3333 | 59.0164 | 54.8387 | 63.3333 |
| Ratio Avg Win / Avg Loss | 1.9255 | 3.2082 | 0.7343 | 0.7882 | 0.8607 | 0.8611 |
| Largest Winning Trade | 469117 | 469117 | 39162 | 491941 | 491941 | 183513 |
| Largest Losing Trade | -89889 | -61012 | -89889 | -746520 | -746520 | -157614 |
| Avg Bars in Trades | 111 | 153 | 68 | 111 | 153 | 68 |
| Avg Bars in Winners | 118 | 154 | 86 | 118 | 154 | 86 |
| Avg Bars in Losers | 102 | 152 | 37 | 102 | 152 | 37 |
| Bars Traded | 6823 | 4768 | 2055 | 6823 | 4768 | 2055 |
| 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 | -151773 | 535374 | -320775 | -526595 | -501868 | -298734 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7132,
"evaluation_days": 2377.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560988800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760245725058,
"expiration_time": 1766389248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 214,
"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": [
[
1044515.2642977238,
976931.7082370112,
67583.5560607126,
251069.423215589,
66807.4618649476,
184261.9613506414
],
[
1044.515264,
976.931708,
67.583556,
251.069423,
66.807462,
184.261961
],
[
0.439365,
0.410937,
0.028428,
0.052839,
0.021525,
0.043955
],
[
268.328356,
268.328356,
268.328356,
268.328356,
268.328356,
268.328356
],
[
-127891,
-89710,
-223789,
-872484,
-921108,
-346883
],
[
2.772751,
3.895649,
1.268373,
1.135056,
1.045111,
1.487413
],
[
61,
31,
30,
61,
31,
30
],
[
36,
17,
19,
36,
17,
19
],
[
25,
14,
11,
25,
14,
11
],
[
59.016393,
54.83871,
63.333333,
59.016393,
54.83871,
63.333333
],
[
1.925522,
3.208181,
0.734321,
0.788234,
0.86068,
0.861134
],
[
469117,
469117,
39162,
491941,
491941,
183513
],
[
-89889,
-61012,
-89889,
-746520,
-746520,
-157614
],
[
111,
153,
68,
111,
153,
68
],
[
118,
154,
86,
118,
154,
86
],
[
102,
152,
37,
102,
152,
37
],
[
6823,
4768,
2055,
6823,
4768,
2055
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151773,
535374,
-320775,
-526595,
-501868,
-298734
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7132,
"evaluation_days": 2377.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560988800000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760245725058,
"expiration_time": 1766389248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 214,
"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) |
|---|