| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1928437.2225 | -84187.9485 | -1844249.274 | -72463.6847 | -11596593.927 | 11524130.2423 |
| Total P&L (%) | -1928.4372 | -84.1879 | -1844.2493 | -72.4637 | -11596.5939 | 11524.1302 |
| Avg Daily Profit (%) | -0.8121 | -0.0355 | -0.7767 | -0.0543 | 0 | 0.2005 |
| Buy And Hold Return (%) | 495.569 | 495.569 | 495.569 | 495.569 | 495.569 | 495.569 |
| Max Trade Drawdown | -1983187 | -154840 | -1899369 | -18489541 | -16617844 | -4701522 |
| Profit Factor | 0.1869 | 0.7075 | 0.115 | 0.9971 | 0.368 | 2.8261 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 55 | 24 | 31 | 51 | 21 | 30 |
| Losing Trades | 23 | 15 | 8 | 27 | 18 | 9 |
| Profitability (%) | 70.5128 | 61.5385 | 79.4872 | 65.3846 | 53.8462 | 76.9231 |
| Ratio Avg Win / Avg Loss | 0.0781 | 0.4422 | 0.0297 | 0.5279 | 0.3154 | 0.8478 |
| Largest Winning Trade | 23650 | 17986 | 23650 | 6614312 | 1947308 | 6614312 |
| Largest Losing Trade | -1355213 | -58438 | -1355213 | -7447995 | -7447995 | -2747699 |
| Avg Bars in Trades | 116 | 132 | 100 | 116 | 132 | 100 |
| Avg Bars in Winners | 39 | 40 | 38 | 53 | 45 | 58 |
| Avg Bars in Losers | 301 | 279 | 342 | 237 | 234 | 242 |
| Bars Traded | 9107 | 5174 | 3932 | 9107 | 5174 | 3932 |
| Profit Streak | 89.1723 | 89.1723 | 270.9223 | 89.1723 | 89.1723 | 270.9223 |
| Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -615171 | -578301 | -575540 | -615835 | -579298 | 560296 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9498,
"evaluation_days": 2374.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558137600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760026089082,
"expiration_time": 1766165904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 152,
"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": [
[
-1928437.222451195,
-84187.9484651048,
-1844249.2739860902,
-72463.6847155703,
-11596593.926974738,
11524130.24225917
],
[
-1928.437222,
-84.187948,
-1844.249274,
-72.463685,
-11596.593927,
11524.130242
],
[
-0.812145,
-0.035455,
-0.77669,
-0.054298,
0,
0.200482
],
[
495.569034,
495.569034,
495.569034,
495.569034,
495.569034,
495.569034
],
[
-1983187,
-154840,
-1899369,
-18489541,
-16617844,
-4701522
],
[
0.186875,
0.70751,
0.114961,
0.997061,
0.368001,
2.826142
],
[
78,
39,
39,
78,
39,
39
],
[
55,
24,
31,
51,
21,
30
],
[
23,
15,
8,
27,
18,
9
],
[
70.512821,
61.538462,
79.487179,
65.384615,
53.846154,
76.923077
],
[
0.078148,
0.442194,
0.029667,
0.527856,
0.315429,
0.847842
],
[
23650,
17986,
23650,
6614312,
1947308,
6614312
],
[
-1355213,
-58438,
-1355213,
-7447995,
-7447995,
-2747699
],
[
116,
132,
100,
116,
132,
100
],
[
39,
40,
38,
53,
45,
58
],
[
301,
279,
342,
237,
234,
242
],
[
9107,
5174,
3932,
9107,
5174,
3932
],
[
89.172327,
89.172327,
270.922327,
89.172327,
89.172327,
270.922327
],
[
5,
2,
5,
5,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-615171,
-578301,
-575540,
-615835,
-579298,
560296
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9498,
"evaluation_days": 2374.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558137600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760026089082,
"expiration_time": 1766165904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 152,
"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) |
|---|