| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -6102875.5732 | 15617.3109 | -6118492.8841 | 18223247.5418 | 6987648.5028 | 11235599.039 |
| Total P&L (%) | -6102.8756 | 15.6173 | -6118.4929 | 18223.2475 | 6987.6485 | 11235.599 |
| Avg Daily Profit (%) | -2.5772 | 0.0066 | -2.5838 | 0.2203 | 0.1801 | 0.2 |
| Buy And Hold Return (%) | 467.7056 | 467.7056 | 467.7056 | 467.7056 | 467.7056 | 467.7056 |
| Max Trade Drawdown | -6288110 | -105588 | -6289271 | -10188129 | -4059187 | -13458633 |
| Profit Factor | 0.0937 | 1.0584 | 0.0538 | 1.6616 | 1.5975 | 1.7089 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 50 | 20 | 30 | 46 | 26 | 20 |
| Losing Trades | 35 | 23 | 12 | 39 | 17 | 22 |
| Profitability (%) | 58.8235 | 46.5116 | 71.4286 | 54.1176 | 60.4651 | 47.619 |
| Ratio Avg Win / Avg Loss | 0.0656 | 1.2171 | 0.0215 | 1.4088 | 1.0445 | 1.8798 |
| Largest Winning Trade | 45273 | 45273 | 40337 | 14640018 | 2169116 | 14640018 |
| Largest Losing Trade | -6191094 | -31655 | -6191094 | -6062555 | -2196646 | -6062555 |
| Avg Bars in Trades | 80 | 75 | 86 | 80 | 75 | 86 |
| Avg Bars in Winners | 51 | 59 | 46 | 81 | 78 | 85 |
| Avg Bars in Losers | 122 | 89 | 185 | 79 | 70 | 87 |
| Bars Traded | 6872 | 3244 | 3627 | 6872 | 3244 | 3627 |
| Profit Streak | 44.856 | 44.856 | 447.5227 | 44.856 | 44.856 | 447.5227 |
| Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577913 | -506444 | -576564 | 450067 | 437926 | 424287 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7104,
"evaluation_days": 2368,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559232000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759437158066,
"expiration_time": 1765558656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 138,
"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": [
[
-6102875.573213335,
15617.3108570628,
-6118492.8840703955,
18223247.541812386,
6987648.502785473,
11235599.039026907
],
[
-6102.875573,
15.617311,
-6118.492884,
18223.247542,
6987.648503,
11235.599039
],
[
-2.577228,
0.006595,
-2.583823,
0.220291,
0.1801,
0.199969
],
[
467.705555,
467.705555,
467.705555,
467.705555,
467.705555,
467.705555
],
[
-6288110,
-105588,
-6289271,
-10188129,
-4059187,
-13458633
],
[
0.093723,
1.058356,
0.0538,
1.661612,
1.597497,
1.708923
],
[
85,
43,
42,
85,
43,
42
],
[
50,
20,
30,
46,
26,
20
],
[
35,
23,
12,
39,
17,
22
],
[
58.823529,
46.511628,
71.428571,
54.117647,
60.465116,
47.619048
],
[
0.065606,
1.21711,
0.02152,
1.408758,
1.044518,
1.879815
],
[
45273,
45273,
40337,
14640018,
2169116,
14640018
],
[
-6191094,
-31655,
-6191094,
-6062555,
-2196646,
-6062555
],
[
80,
75,
86,
80,
75,
86
],
[
51,
59,
46,
81,
78,
85
],
[
122,
89,
185,
79,
70,
87
],
[
6872,
3244,
3627,
6872,
3244,
3627
],
[
44.855996,
44.855996,
447.522663,
44.855996,
44.855996,
447.522663
],
[
4,
2,
6,
4,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577913,
-506444,
-576564,
450067,
437926,
424287
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7104,
"evaluation_days": 2368,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559232000000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759437158066,
"expiration_time": 1765558656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 138,
"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) |
|---|