| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1224108.3813 | 1038426.7175 | 185681.6638 | 45501261.5007 | 14268598.5858 | 31232662.9148 |
| Total P&L (%) | 1224.1084 | 1038.4267 | 185.6817 | 45501.2615 | 14268.5986 | 31232.6629 |
| Avg Daily Profit (%) | 0.5178 | 0.4393 | 0.0785 | 0.2593 | 0.2104 | 0.2434 |
| Buy And Hold Return (%) | 619.8994 | 619.8994 | 619.8994 | 619.8994 | 619.8994 | 619.8994 |
| Max Trade Drawdown | -105274 | -91208 | -51484 | -33408511 | -25071502 | -14218264 |
| Profit Factor | 4.0984 | 5.5195 | 2.1232 | 1.6643 | 1.3061 | 2.4276 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 55.6962 | 52.5 | 58.9744 | 55.6962 | 52.5 | 58.9744 |
| Ratio Avg Win / Avg Loss | 3.2601 | 4.9939 | 1.477 | 1.3239 | 1.1817 | 1.6888 |
| Largest Winning Trade | 383777 | 383777 | 66141 | 22855439 | 22855439 | 17890876 |
| Largest Losing Trade | -28200 | -28200 | -24870 | -13572316 | -13572316 | -8594036 |
| Avg Bars in Trades | 176 | 167 | 185 | 176 | 167 | 185 |
| Avg Bars in Winners | 228 | 233 | 224 | 228 | 233 | 224 |
| Avg Bars in Losers | 109 | 93 | 129 | 109 | 93 | 129 |
| Bars Traded | 13914 | 6680 | 7233 | 13914 | 6680 | 7233 |
| Profit Streak | 0 | 0 | 318.5368 | 0 | 0 | 318.5368 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -19708 | 344031 | -248358 | -19953 | 309585 | 561780 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14184,
"evaluation_days": 2364,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557820800000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759164783586,
"expiration_time": 1765289088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 138,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1224108.3812982286,
1038426.7174913979,
185681.6638068305,
45501261.50065572,
14268598.585838992,
31232662.914816722
],
[
1224.108381,
1038.426717,
185.681664,
45501.261501,
14268.598586,
31232.662915
],
[
0.517812,
0.439267,
0.078546,
0.259326,
0.210358,
0.243411
],
[
619.899403,
619.899403,
619.899403,
619.899403,
619.899403,
619.899403
],
[
-105274,
-91208,
-51484,
-33408511,
-25071502,
-14218264
],
[
4.098367,
5.519535,
2.123181,
1.66432,
1.306092,
2.427611
],
[
79,
40,
39,
79,
40,
39
],
[
44,
21,
23,
44,
21,
23
],
[
35,
19,
16,
35,
19,
16
],
[
55.696203,
52.5,
58.974359,
55.696203,
52.5,
58.974359
],
[
3.260065,
4.993865,
1.476995,
1.323891,
1.181702,
1.688773
],
[
383777,
383777,
66141,
22855439,
22855439,
17890876
],
[
-28200,
-28200,
-24870,
-13572316,
-13572316,
-8594036
],
[
176,
167,
185,
176,
167,
185
],
[
228,
233,
224,
228,
233,
224
],
[
109,
93,
129,
109,
93,
129
],
[
13914,
6680,
7233,
13914,
6680,
7233
],
[
0,
0,
318.536847,
0,
0,
318.536847
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-19708,
344031,
-248358,
-19953,
309585,
561780
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14184,
"evaluation_days": 2364,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557820800000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759164783586,
"expiration_time": 1765289088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 138,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|