| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1044621.0061 | 917807.0246 | 126813.9815 | 8466724.6162 | 1656503.4358 | 6810221.1803 |
| Total P&L (%) | 1044.621 | 917.807 | 126.814 | 8466.7246 | 1656.5034 | 6810.2212 |
| Avg Daily Profit (%) | 0.4409 | 0.3874 | 0.0535 | 0.188 | 0.121 | 0.1789 |
| Buy And Hold Return (%) | 784.6014 | 784.6014 | 784.6014 | 784.6014 | 784.6014 | 784.6014 |
| Max Trade Drawdown | -86336 | -83854 | -94302 | -6429017 | -9053115 | -1589655 |
| Profit Factor | 3.2332 | 4.6292 | 1.5901 | 1.406 | 1.1049 | 2.3465 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Profitability (%) | 57.377 | 51.6129 | 63.3333 | 57.377 | 51.6129 | 63.3333 |
| Ratio Avg Win / Avg Loss | 2.4018 | 4.3399 | 0.9206 | 1.0444 | 1.0358 | 1.3585 |
| Largest Winning Trade | 301377 | 301377 | 59583 | 7316628 | 7316628 | 3979284 |
| Largest Losing Trade | -58138 | -45063 | -58138 | -5504664 | -5504664 | -1493694 |
| Avg Bars in Trades | 227 | 244 | 210 | 227 | 244 | 210 |
| Avg Bars in Winners | 260 | 279 | 244 | 260 | 279 | 244 |
| Avg Bars in Losers | 184 | 208 | 151 | 184 | 208 | 151 |
| Bars Traded | 13903 | 7588 | 6315 | 13903 | 7588 | 6315 |
| 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 | -211441 | -95627 | -285348 | -156376 | -142181 | 464270 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14216,
"evaluation_days": 2369.33,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557388800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759626512990,
"expiration_time": 1765763712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 176,
"offset": 0,
"a": 0.8695
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 185,
"offset": 0,
"std": 1.60926
}
}
} {
"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": [
[
1044621.006089116,
917807.0246199166,
126813.9814691996,
8466724.61618296,
1656503.4358381256,
6810221.180344835
],
[
1044.621006,
917.807025,
126.813981,
8466.724616,
1656.503436,
6810.22118
],
[
0.440893,
0.38737,
0.053523,
0.188013,
0.121032,
0.178927
],
[
784.601383,
784.601383,
784.601383,
784.601383,
784.601383,
784.601383
],
[
-86336,
-83854,
-94302,
-6429017,
-9053115,
-1589655
],
[
3.233153,
4.629228,
1.590147,
1.40596,
1.104852,
2.346539
],
[
61,
31,
30,
61,
31,
30
],
[
35,
16,
19,
35,
16,
19
],
[
26,
15,
11,
26,
15,
11
],
[
57.377049,
51.612903,
63.333333,
57.377049,
51.612903,
63.333333
],
[
2.401771,
4.339901,
0.920612,
1.044428,
1.035799,
1.358523
],
[
301377,
301377,
59583,
7316628,
7316628,
3979284
],
[
-58138,
-45063,
-58138,
-5504664,
-5504664,
-1493694
],
[
227,
244,
210,
227,
244,
210
],
[
260,
279,
244,
260,
279,
244
],
[
184,
208,
151,
184,
208,
151
],
[
13903,
7588,
6315,
13903,
7588,
6315
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-211441,
-95627,
-285348,
-156376,
-142181,
464270
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14216,
"evaluation_days": 2369.33,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557388800000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759626512990,
"expiration_time": 1765763712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 176,
"offset": 0,
"a": 0.8695
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 185,
"offset": 0,
"std": 1.60926
}
}
}
| # | 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) |
|---|