| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1088928.5647 | 984031.4885 | 104897.0762 | 3991877.4555 | 1990693.399 | 2001184.0565 |
| Total P&L (%) | 1088.9286 | 984.0315 | 104.8971 | 3991.8775 | 1990.6934 | 2001.1841 |
| Avg Daily Profit (%) | 0.458 | 0.4139 | 0.0441 | 0.1562 | 0.128 | 0.1282 |
| Buy And Hold Return (%) | 270.7751 | 270.7751 | 270.7751 | 270.7751 | 270.7751 | 270.7751 |
| Max Trade Drawdown | -125436 | -89054 | -134077 | -8224253 | -5276794 | -4381948 |
| Profit Factor | 2.5435 | 4.0481 | 1.2741 | 1.166 | 1.1508 | 1.1846 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 52.3256 | 51.1628 | 53.4884 | 52.3256 | 51.1628 | 53.4884 |
| Ratio Avg Win / Avg Loss | 2.3174 | 3.8641 | 1.1079 | 1.0624 | 1.0985 | 1.0301 |
| Largest Winning Trade | 290472 | 290472 | 62630 | 4534593 | 4534593 | 2654102 |
| Largest Losing Trade | -71148 | -33528 | -71148 | -3835444 | -3156084 | -3835444 |
| Avg Bars in Trades | 106 | 120 | 93 | 106 | 120 | 93 |
| Avg Bars in Winners | 129 | 136 | 121 | 129 | 136 | 121 |
| Avg Bars in Losers | 82 | 102 | 60 | 82 | 102 | 60 |
| Bars Traded | 9182 | 5160 | 4022 | 9182 | 5160 | 4022 |
| 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 | 483126 | 526211 | -299327 | -29718 | -76253 | -38519 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9510,
"evaluation_days": 2377.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559325600000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760278321094,
"expiration_time": 1766432880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 117,
"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": [
[
1088928.5647278659,
984031.4884851344,
104897.0762427316,
3991877.45547261,
1990693.3990096352,
2001184.0564629748
],
[
1088.928565,
984.031488,
104.897076,
3991.877455,
1990.693399,
2001.184056
],
[
0.458014,
0.413893,
0.044121,
0.156235,
0.127951,
0.128161
],
[
270.775058,
270.775058,
270.775058,
270.775058,
270.775058,
270.775058
],
[
-125436,
-89054,
-134077,
-8224253,
-5276794,
-4381948
],
[
2.543475,
4.048135,
1.274116,
1.166013,
1.150782,
1.184557
],
[
86,
43,
43,
86,
43,
43
],
[
45,
22,
23,
45,
22,
23
],
[
41,
21,
20,
41,
21,
20
],
[
52.325581,
51.162791,
53.488372,
52.325581,
51.162791,
53.488372
],
[
2.317388,
3.864129,
1.107927,
1.062367,
1.098474,
1.03005
],
[
290472,
290472,
62630,
4534593,
4534593,
2654102
],
[
-71148,
-33528,
-71148,
-3835444,
-3156084,
-3835444
],
[
106,
120,
93,
106,
120,
93
],
[
129,
136,
121,
129,
136,
121
],
[
82,
102,
60,
82,
102,
60
],
[
9182,
5160,
4022,
9182,
5160,
4022
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
483126,
526211,
-299327,
-29718,
-76253,
-38519
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9510,
"evaluation_days": 2377.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559325600000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760278321094,
"expiration_time": 1766432880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 207,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 117,
"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) |
|---|