| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1341138.0771 | 1389521.7585 | -48383.6814 | 9143.1094 | 398397.4798 | -389254.3704 |
| Total P&L (%) | 1341.1381 | 1389.5218 | -48.3837 | 9.1431 | 398.3975 | -389.2544 |
| Avg Daily Profit (%) | 0.5661 | 0.5865 | -0.0204 | 0.0037 | 0.0678 | 0 |
| Buy And Hold Return (%) | 438.0754 | 438.0754 | 438.0754 | 438.0754 | 438.0754 | 438.0754 |
| Max Trade Drawdown | -223223 | -120888 | -214553 | -1111200 | -619599 | -619797 |
| Profit Factor | 2.591 | 4.5854 | 0.8938 | 1.0047 | 1.4342 | 0.6225 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 | 48.8372 |
| Ratio Avg Win / Avg Loss | 2.7144 | 4.8038 | 0.9363 | 1.0525 | 1.5025 | 0.6521 |
| Largest Winning Trade | 1192146 | 1192146 | 61934 | 859750 | 859750 | 210250 |
| Largest Losing Trade | -84926 | -44553 | -84926 | -599230 | -289232 | -599230 |
| Avg Bars in Trades | 79 | 70 | 88 | 79 | 70 | 88 |
| Avg Bars in Winners | 98 | 81 | 116 | 98 | 81 | 116 |
| Avg Bars in Losers | 61 | 59 | 62 | 61 | 59 | 62 |
| Bars Traded | 6837 | 3029 | 3807 | 6837 | 3029 | 3807 |
| Profit Streak | 51.692 | 0 | 75.3587 | 51.692 | 0 | 75.3587 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 482133 | 557022 | -580621 | -568684 | -266537 | -580621 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7107,
"evaluation_days": 2369,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560326400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759538191354,
"expiration_time": 1765647648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 142,
"offset": 0,
"multiplier": 4.69509
}
}
} {
"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": [
[
1341138.0771439308,
1389521.7585115177,
-48383.6813675875,
9143.1093801098,
398397.4797937339,
-389254.3704136239
],
[
1341.138077,
1389.521759,
-48.383681,
9.143109,
398.39748,
-389.25437
],
[
0.56612,
0.586544,
-0.020424,
0.003693,
0.067825,
0
],
[
438.075373,
438.075373,
438.075373,
438.075373,
438.075373,
438.075373
],
[
-223223,
-120888,
-214553,
-1111200,
-619599,
-619797
],
[
2.59102,
4.58544,
0.893755,
1.004692,
1.434196,
0.622488
],
[
86,
43,
43,
86,
43,
43
],
[
42,
21,
21,
42,
21,
21
],
[
44,
22,
22,
44,
22,
22
],
[
48.837209,
48.837209,
48.837209,
48.837209,
48.837209,
48.837209
],
[
2.714402,
4.803794,
0.936315,
1.052534,
1.502491,
0.65213
],
[
1192146,
1192146,
61934,
859750,
859750,
210250
],
[
-84926,
-44553,
-84926,
-599230,
-289232,
-599230
],
[
79,
70,
88,
79,
70,
88
],
[
98,
81,
116,
98,
81,
116
],
[
61,
59,
62,
61,
59,
62
],
[
6837,
3029,
3807,
6837,
3029,
3807
],
[
51.692029,
0,
75.358696,
51.69203,
0,
75.358696
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482133,
557022,
-580621,
-568684,
-266537,
-580621
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7107,
"evaluation_days": 2369,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560326400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759538191354,
"expiration_time": 1765647648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 142,
"offset": 0,
"multiplier": 4.69509
}
}
}
| # | 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) |
|---|