| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2004297.6334 | -44444.6908 | -1959852.9426 | -158189.8966 | -4773210.128 | 4615020.2314 |
| Total P&L (%) | -2004.2976 | -44.4447 | -1959.8529 | -158.1899 | -4773.2101 | 4615.0202 |
| Avg Daily Profit (%) | -0.8449 | -0.0187 | -0.8261 | 0 | 0 | 0.1626 |
| Buy And Hold Return (%) | 557.7158 | 557.7158 | 557.7158 | 557.7158 | 557.7158 | 557.7158 |
| Max Trade Drawdown | -2160660 | -197462 | -2028278 | -6099789 | -6174703 | -1395709 |
| Profit Factor | 0.3074 | 0.9114 | 0.1807 | 0.9873 | 0.4347 | 2.1505 |
| Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
| Winning Trades | 201 | 101 | 100 | 142 | 71 | 71 |
| Losing Trades | 62 | 31 | 31 | 121 | 61 | 60 |
| Profitability (%) | 76.4259 | 76.5152 | 76.3359 | 53.9924 | 53.7879 | 54.1985 |
| Ratio Avg Win / Avg Loss | 0.0948 | 0.2797 | 0.056 | 0.8413 | 0.3734 | 1.8174 |
| Largest Winning Trade | 25466 | 19475 | 25466 | 3052518 | 484260 | 3052518 |
| Largest Losing Trade | -1568697 | -65970 | -1568697 | -2358684 | -2358684 | -846517 |
| Avg Bars in Trades | 26 | 31 | 21 | 26 | 31 | 21 |
| Avg Bars in Winners | 7 | 8 | 7 | 21 | 22 | 19 |
| Avg Bars in Losers | 87 | 107 | 67 | 32 | 41 | 23 |
| Bars Traded | 6986 | 4161 | 2825 | 6986 | 4161 | 2825 |
| Profit Streak | 0 | 0 | 26.5058 | 17.8392 | 19.1725 | 0 |
| Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575698 | -577267 | -575512 | -578041 | -579932 | 447258 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7117,
"evaluation_days": 2372.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558166400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759810103781,
"expiration_time": 1765944288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 116,
"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": [
[
-2004297.633424979,
-44444.6907957899,
-1959852.942629189,
-158189.896603933,
-4773210.127958894,
4615020.231354956
],
[
-2004.297633,
-44.444691,
-1959.852943,
-158.189897,
-4773.210128,
4615.020231
],
[
-0.844865,
-0.018735,
-0.82613,
0,
0,
0.16256
],
[
557.71584,
557.71584,
557.71584,
557.71584,
557.71584,
557.71584
],
[
-2160660,
-197462,
-2028278,
-6099789,
-6174703,
-1395709
],
[
0.307407,
0.911425,
0.180707,
0.987298,
0.434653,
2.150545
],
[
263,
132,
131,
263,
132,
131
],
[
201,
101,
100,
142,
71,
71
],
[
62,
31,
31,
121,
61,
60
],
[
76.425856,
76.515152,
76.335878,
53.992395,
53.787879,
54.198473
],
[
0.094822,
0.279744,
0.056019,
0.841289,
0.373434,
1.817362
],
[
25466,
19475,
25466,
3052518,
484260,
3052518
],
[
-1568697,
-65970,
-1568697,
-2358684,
-2358684,
-846517
],
[
26,
31,
21,
26,
31,
21
],
[
7,
8,
7,
21,
22,
19
],
[
87,
107,
67,
32,
41,
23
],
[
6986,
4161,
2825,
6986,
4161,
2825
],
[
0,
0,
26.505831,
17.839164,
19.172497,
0
],
[
0,
0,
4,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575698,
-577267,
-575512,
-578041,
-579932,
447258
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7117,
"evaluation_days": 2372.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558166400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759810103781,
"expiration_time": 1765944288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 116,
"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) |
|---|