| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1587594.6605 | 1537711.711 | 49882.9494 | 2521382.5091 | -257620.2308 | 2779002.7399 |
| Total P&L (%) | 1587.5947 | 1537.7117 | 49.8829 | 2521.3825 | -257.6202 | 2779.0027 |
| Avg Daily Profit (%) | 0.6681 | 0.6471 | 0.021 | 0.1375 | 0 | 0.1415 |
| Buy And Hold Return (%) | 434.2329 | 434.2329 | 434.2329 | 434.2329 | 434.2329 | 434.2329 |
| Max Trade Drawdown | -153985 | -175300 | -27721 | -35285876 | -39318151 | -2842661 |
| Profit Factor | 3.7585 | 4.0358 | 1.7229 | 1.0372 | 0.9959 | 1.5377 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 51.1905 | 45.2381 | 57.1429 | 51.1905 | 45.2381 | 57.1429 |
| Ratio Avg Win / Avg Loss | 3.5837 | 4.8855 | 1.2922 | 0.989 | 1.2055 | 1.1533 |
| Largest Winning Trade | 531935 | 531935 | 21070 | 31908665 | 31908665 | 1877860 |
| Largest Losing Trade | -66889 | -66889 | -10966 | -16295430 | -16295430 | -1794229 |
| Avg Bars in Trades | 162 | 317 | 8 | 162 | 317 | 8 |
| Avg Bars in Winners | 149 | 328 | 7 | 149 | 328 | 7 |
| Avg Bars in Losers | 176 | 307 | 9 | 176 | 307 | 9 |
| Bars Traded | 13684 | 13324 | 360 | 13684 | 13324 | 360 |
| 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 | 603861 | 522300 | -327193 | -190648 | -580919 | -1344 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14258,
"evaluation_days": 2376.33,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557216000000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760232889724,
"expiration_time": 1766386656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 20,
"offset": 0,
"std": 3.9433
}
}
} {
"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": [
[
1587594.6604536325,
1537711.7110477318,
49882.9494059009,
2521382.509097155,
-257620.2308403804,
2779002.7399375355
],
[
1587.59466,
1537.711711,
49.882949,
2521.382509,
-257.620231,
2779.00274
],
[
0.668087,
0.647095,
0.020992,
0.137545,
0,
0.141496
],
[
434.232939,
434.232939,
434.232939,
434.232939,
434.232939,
434.232939
],
[
-153985,
-175300,
-27721,
-35285876,
-39318151,
-2842661
],
[
3.758491,
4.035814,
1.722874,
1.037235,
0.995881,
1.537728
],
[
84,
42,
42,
84,
42,
42
],
[
43,
19,
24,
43,
19,
24
],
[
41,
23,
18,
41,
23,
18
],
[
51.190476,
45.238095,
57.142857,
51.190476,
45.238095,
57.142857
],
[
3.583677,
4.885459,
1.292155,
0.988992,
1.20554,
1.153296
],
[
531935,
531935,
21070,
31908665,
31908665,
1877860
],
[
-66889,
-66889,
-10966,
-16295430,
-16295430,
-1794229
],
[
162,
317,
8,
162,
317,
8
],
[
149,
328,
7,
149,
328,
7
],
[
176,
307,
9,
176,
307,
9
],
[
13684,
13324,
360,
13684,
13324,
360
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
603861,
522300,
-327193,
-190648,
-580919,
-1344
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14258,
"evaluation_days": 2376.33,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557216000000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760232889724,
"expiration_time": 1766386656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 20,
"offset": 0,
"std": 3.9433
}
}
}
| # | 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) |
|---|