| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1496114.0143 | 1449318.0973 | 46795.917 | 1916792.5932 | 2974389.5562 | -1057596.963 |
| Total P&L (%) | 1496.114 | 1449.3181 | 46.7959 | 1916.7926 | 2974.3896 | -1057.597 |
| Avg Daily Profit (%) | 0.7182 | 0.6957 | 0.0225 | 0.1443 | 0.1646 | 0 |
| Buy And Hold Return (%) | 415.9951 | 415.9951 | 415.9951 | 415.9951 | 415.9951 | 415.9951 |
| Max Trade Drawdown | -111648 | -121110 | -107522 | -4868704 | -3721598 | -3578953 |
| Profit Factor | 2.9564 | 4.8193 | 1.1215 | 1.0885 | 1.2828 | 0.9051 |
| Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
| Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
| Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
| Profitability (%) | 35.625 | 27.5 | 43.75 | 35.625 | 27.5 | 43.75 |
| Ratio Avg Win / Avg Loss | 5.3422 | 12.7055 | 1.4419 | 1.9669 | 3.3818 | 1.1637 |
| Largest Winning Trade | 1081809 | 1081809 | 61438 | 3405410 | 3405410 | 2258777 |
| Largest Losing Trade | -25673 | -19891 | -25673 | -1330508 | -1310678 | -1330508 |
| Avg Bars in Trades | 154 | 142 | 166 | 154 | 142 | 166 |
| Avg Bars in Winners | 299 | 322 | 284 | 299 | 322 | 284 |
| Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
| Bars Traded | 24711 | 11369 | 13342 | 24711 | 11369 | 13342 |
| 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 | 388069 | -20998 | -437436 | -128502 | -29429 | -601000 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1580068800000,
"first_datapoint_time": 1581494400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760127068828,
"expiration_time": 1766598681600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 213,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 199,
"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": [
[
1496114.0143346656,
1449318.0973218044,
46795.9170128617,
1916792.593217395,
2974389.556208802,
-1057596.9629914074
],
[
1496.114014,
1449.318097,
46.795917,
1916.792593,
2974.389556,
-1057.596963
],
[
0.718191,
0.695727,
0.022464,
0.144312,
0.164581,
0
],
[
415.995078,
415.995078,
415.995078,
415.995078,
415.995078,
415.995078
],
[
-111648,
-121110,
-107522,
-4868704,
-3721598,
-3578953
],
[
2.956389,
4.819321,
1.121465,
1.088474,
1.282759,
0.905113
],
[
160,
80,
80,
160,
80,
80
],
[
57,
22,
35,
57,
22,
35
],
[
103,
58,
45,
103,
58,
45
],
[
35.625,
27.5,
43.75,
35.625,
27.5,
43.75
],
[
5.342247,
12.705482,
1.441884,
1.966891,
3.38182,
1.163717
],
[
1081809,
1081809,
61438,
3405410,
3405410,
2258777
],
[
-25673,
-19891,
-25673,
-1330508,
-1310678,
-1330508
],
[
154,
142,
166,
154,
142,
166
],
[
299,
322,
284,
299,
322,
284
],
[
74,
73,
75,
74,
73,
75
],
[
24711,
11369,
13342,
24711,
11369,
13342
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388069,
-20998,
-437436,
-128502,
-29429,
-601000
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24998,
"evaluation_days": 2083.17,
"actual_first_datapoint_time": 1580068800000,
"first_datapoint_time": 1581494400000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760127068828,
"expiration_time": 1766598681600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 213,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 199,
"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) |
|---|