| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1334497.5537 | -20088.8255 | -1314408.7282 | -292572.9014 | 5855296.2892 | -6147869.1905 |
| Total P&L (%) | -1334.4976 | -20.0888 | -1314.4087 | -292.5729 | 5855.2963 | -6147.8692 |
| Avg Daily Profit (%) | -0.5631 | -0.0085 | -0.5546 | 0 | 0.1726 | 0 |
| Buy And Hold Return (%) | 471.2056 | 471.2056 | 471.2056 | 471.2056 | 471.2056 | 471.2056 |
| Max Trade Drawdown | -1469355 | -119858 | -1414489 | -12920704 | -2971023 | -12471492 |
| Profit Factor | 0.3321 | 0.9248 | 0.2405 | 0.9894 | 2.1036 | 0.7232 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 37 | 17 | 20 | 46 | 26 | 20 |
| Losing Trades | 42 | 23 | 19 | 33 | 14 | 19 |
| Profitability (%) | 46.8354 | 42.5 | 51.2821 | 58.2278 | 65 | 51.2821 |
| Ratio Avg Win / Avg Loss | 0.3769 | 1.2512 | 0.2285 | 0.7098 | 1.1327 | 0.687 |
| Largest Winning Trade | 64696 | 43442 | 64696 | 6104109 | 2306487 | 6104109 |
| Largest Losing Trade | -800494 | -26924 | -800494 | -7719537 | -1645909 | -7719537 |
| Avg Bars in Trades | 85 | 36 | 134 | 85 | 36 | 134 |
| Avg Bars in Winners | 92 | 27 | 148 | 60 | 38 | 89 |
| Avg Bars in Losers | 78 | 43 | 120 | 118 | 32 | 182 |
| Bars Traded | 6717 | 1454 | 5263 | 6717 | 1454 | 5263 |
| Profit Streak | 0 | 0 | 224.955 | 42.2883 | 267.955 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -613286 | -581999 | -580000 | -610160 | 506164 | -580591 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7110,
"evaluation_days": 2370,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560528000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759618507793,
"expiration_time": 1765736640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 193,
"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": [
[
-1334497.5537210584,
-20088.8255217072,
-1314408.7281993509,
-292572.9013759132,
5855296.289157213,
-6147869.190533122
],
[
-1334.497554,
-20.088826,
-1314.408728,
-292.572901,
5855.296289,
-6147.869191
],
[
-0.563079,
-0.008476,
-0.554603,
0,
0.17259,
0
],
[
471.205618,
471.205618,
471.205618,
471.205618,
471.205618,
471.205618
],
[
-1469355,
-119858,
-1414489,
-12920704,
-2971023,
-12471492
],
[
0.33205,
0.924833,
0.240509,
0.989366,
2.103555,
0.723171
],
[
79,
40,
39,
79,
40,
39
],
[
37,
17,
20,
46,
26,
20
],
[
42,
23,
19,
33,
14,
19
],
[
46.835443,
42.5,
51.282051,
58.227848,
65,
51.282051
],
[
0.376921,
1.251245,
0.228483,
0.709763,
1.132683,
0.687013
],
[
64696,
43442,
64696,
6104109,
2306487,
6104109
],
[
-800494,
-26924,
-800494,
-7719537,
-1645909,
-7719537
],
[
85,
36,
134,
85,
36,
134
],
[
92,
27,
148,
60,
38,
89
],
[
78,
43,
120,
118,
32,
182
],
[
6717,
1454,
5263,
6717,
1454,
5263
],
[
0,
0,
224.954951,
42.288285,
267.954951,
0
],
[
0,
0,
1,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-613286,
-581999,
-580000,
-610160,
506164,
-580591
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7110,
"evaluation_days": 2370,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560528000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759618507793,
"expiration_time": 1765736640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 193,
"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) |
|---|