| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -8093312.2312 | 15337.2323 | -8108649.4635 | 2845073.6776 | 27775471.5192 | -24930397.8416 |
| Total P&L (%) | -8093.3122 | 15.3372 | -8108.6495 | 2845.0737 | 27775.4715 | -24930.3978 |
| Avg Daily Profit (%) | -3.4174 | 0.0065 | -3.4239 | 0.1429 | 0.238 | 0 |
| Buy And Hold Return (%) | 449.4588 | 449.4588 | 449.4588 | 449.4588 | 449.4588 | 449.4588 |
| Max Trade Drawdown | -8222396 | -79016 | -8225274 | -74469758 | -16380058 | -74443590 |
| Profit Factor | 0.0649 | 1.0807 | 0.0421 | 1.0246 | 1.8954 | 0.7056 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 41 | 19 | 22 | 41 | 21 | 20 |
| Losing Trades | 30 | 17 | 13 | 30 | 15 | 15 |
| Profitability (%) | 57.7465 | 52.7778 | 62.8571 | 57.7465 | 58.3333 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.0475 | 0.967 | 0.0249 | 0.7497 | 1.3538 | 0.5292 |
| Largest Winning Trade | 39598 | 28948 | 39598 | 29222007 | 29222007 | 19068923 |
| Largest Losing Trade | -8215982 | -47323 | -8215982 | -17565784 | -7210384 | -17565784 |
| Avg Bars in Trades | 123 | 52 | 196 | 123 | 52 | 196 |
| Avg Bars in Winners | 101 | 38 | 156 | 104 | 59 | 152 |
| Avg Bars in Losers | 153 | 68 | 264 | 148 | 42 | 255 |
| Bars Traded | 8757 | 1883 | 6874 | 8757 | 1883 | 6874 |
| Profit Streak | 101.5607 | 101.5607 | 173.0607 | 101.5607 | 101.5607 | 173.0607 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -669815 | -482445 | -578152 | -286433 | 449588 | -578893 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9473,
"evaluation_days": 2368.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559930400000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759498047606,
"expiration_time": 1765609704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 235,
"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": [
[
-8093312.231204993,
15337.2322744737,
-8108649.463479468,
2845073.677568263,
27775471.519197553,
-24930397.841629304
],
[
-8093.312231,
15.337232,
-8108.649463,
2845.073678,
27775.471519,
-24930.397842
],
[
-3.417423,
0.006476,
-3.423899,
0.142938,
0.238025,
0
],
[
449.458753,
449.458753,
449.458753,
449.458753,
449.458753,
449.458753
],
[
-8222396,
-79016,
-8225274,
-74469758,
-16380058,
-74443590
],
[
0.064904,
1.080709,
0.0421,
1.024591,
1.895378,
0.705577
],
[
71,
36,
35,
71,
36,
35
],
[
41,
19,
22,
41,
21,
20
],
[
30,
17,
13,
30,
15,
15
],
[
57.746479,
52.777778,
62.857143,
57.746479,
58.333333,
57.142857
],
[
0.047491,
0.96695,
0.024877,
0.749701,
1.353841,
0.529183
],
[
39598,
28948,
39598,
29222007,
29222007,
19068923
],
[
-8215982,
-47323,
-8215982,
-17565784,
-7210384,
-17565784
],
[
123,
52,
196,
123,
52,
196
],
[
101,
38,
156,
104,
59,
152
],
[
153,
68,
264,
148,
42,
255
],
[
8757,
1883,
6874,
8757,
1883,
6874
],
[
101.560736,
101.560736,
173.060736,
101.560736,
101.560736,
173.060736
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-669815,
-482445,
-578152,
-286433,
449588,
-578893
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9473,
"evaluation_days": 2368.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559930400000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759498047606,
"expiration_time": 1765609704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 235,
"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) |
|---|