| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -6140260.6027 | 124584.4431 | -6264845.0458 | 8027502.4533 | 46796155.5256 | -38768653.0723 |
| Total P&L (%) | -6140.2606 | 124.5844 | -6264.845 | 8027.5025 | 46796.1555 | -38768.6531 |
| Avg Daily Profit (%) | -2.5867 | 0.0525 | -2.6392 | 0.1854 | 0.2594 | 0 |
| Buy And Hold Return (%) | 455.9322 | 455.9322 | 455.9322 | 455.9322 | 455.9322 | 455.9322 |
| Max Trade Drawdown | -6446079 | -65689 | -6446079 | -123816248 | -25888291 | -134724617 |
| Profit Factor | 0.0967 | 1.6776 | 0.0528 | 1.0388 | 1.7098 | 0.7253 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 45 | 23 | 22 | 31 | 17 | 14 |
| Losing Trades | 17 | 8 | 9 | 31 | 14 | 17 |
| Profitability (%) | 72.5806 | 74.1935 | 70.9677 | 50 | 54.8387 | 45.1613 |
| Ratio Avg Win / Avg Loss | 0.0365 | 0.5835 | 0.0216 | 1.0388 | 1.4081 | 0.8807 |
| Largest Winning Trade | 72894 | 72894 | 38826 | 73613382 | 71216921 | 73613382 |
| Largest Losing Trade | -6446079 | -57702 | -6446079 | -27173288 | -10317132 | -27173288 |
| Avg Bars in Trades | 146 | 167 | 125 | 146 | 167 | 125 |
| Avg Bars in Winners | 63 | 65 | 61 | 144 | 186 | 93 |
| Avg Bars in Losers | 366 | 462 | 281 | 148 | 144 | 151 |
| Bars Traded | 9084 | 5198 | 3886 | 9084 | 5198 | 3886 |
| Profit Streak | 47.1833 | 82.9333 | 47.1833 | 47.1833 | 82.9333 | 47.1833 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -735361 | -283743 | -577540 | -327474 | 454606 | -582140 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9495,
"evaluation_days": 2373.75,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559066400000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759962240684,
"expiration_time": 1766099160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 195,
"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": [
[
-6140260.602688732,
124584.4431304345,
-6264845.045819167,
8027502.453269375,
46796155.52555138,
-38768653.07228201
],
[
-6140.260603,
124.584443,
-6264.845046,
8027.502453,
46796.155526,
-38768.653072
],
[
-2.586734,
0.052484,
-2.639219,
0.185441,
0.259442,
0
],
[
455.932203,
455.932203,
455.932203,
455.932203,
455.932203,
455.932203
],
[
-6446079,
-65689,
-6446079,
-123816248,
-25888291,
-134724617
],
[
0.096717,
1.677575,
0.052768,
1.038773,
1.709834,
0.725262
],
[
62,
31,
31,
62,
31,
31
],
[
45,
23,
22,
31,
17,
14
],
[
17,
8,
9,
31,
14,
17
],
[
72.580645,
74.193548,
70.967742,
50,
54.83871,
45.16129
],
[
0.036537,
0.583504,
0.021587,
1.038773,
1.408099,
0.880675
],
[
72894,
72894,
38826,
73613382,
71216921,
73613382
],
[
-6446079,
-57702,
-6446079,
-27173288,
-10317132,
-27173288
],
[
146,
167,
125,
146,
167,
125
],
[
63,
65,
61,
144,
186,
93
],
[
366,
462,
281,
148,
144,
151
],
[
9084,
5198,
3886,
9084,
5198,
3886
],
[
47.183341,
82.933341,
47.183341,
47.183341,
82.933341,
47.183341
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-735361,
-283743,
-577540,
-327474,
454606,
-582140
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9495,
"evaluation_days": 2373.75,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559066400000,
"last_datapoint_time": 1759946400000,
"evaluation_time": 1759962240684,
"expiration_time": 1766099160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 195,
"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) |
|---|