| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 980603.04 | 852435.1288 | 128167.9111 | 94838.3132 | 268944.4849 | -174106.1717 |
| Total P&L (%) | 980.603 | 852.4351 | 128.1679 | 94.8383 | 268.9445 | -174.1062 |
| Avg Daily Profit (%) | 0.4137 | 0.3596 | 0.0541 | 0.0281 | 0.0551 | 0 |
| Buy And Hold Return (%) | 458.9135 | 458.9135 | 458.9135 | 458.9135 | 458.9135 | 458.9135 |
| Max Trade Drawdown | -110750 | -58701 | -223556 | -187863 | -82899 | -361284 |
| Profit Factor | 2.1395 | 3.297 | 1.2619 | 1.1445 | 2.3457 | 0.6187 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
| Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
| Profitability (%) | 55.6962 | 53.1646 | 58.2278 | 55.6962 | 53.1646 | 58.2278 |
| Ratio Avg Win / Avg Loss | 1.7019 | 2.9045 | 0.9053 | 0.9104 | 2.0664 | 0.4439 |
| Largest Winning Trade | 216509 | 216509 | 44386 | 74456 | 74456 | 41984 |
| Largest Losing Trade | -97253 | -45941 | -97253 | -178871 | -77681 | -178871 |
| Avg Bars in Trades | 43 | 49 | 37 | 43 | 49 | 37 |
| Avg Bars in Winners | 50 | 55 | 45 | 50 | 55 | 45 |
| Avg Bars in Losers | 35 | 42 | 27 | 35 | 42 | 27 |
| Bars Traded | 6902 | 3919 | 2982 | 6902 | 3919 | 2982 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342828 | -18681 | -313917 | -382787 | -307209 | -606391 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7111,
"evaluation_days": 2370.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559779200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759656806956,
"expiration_time": 1765766304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 172,
"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": [
[
980603.0399883573,
852435.1288410333,
128167.911147324,
94838.3132439868,
268944.4849235801,
-174106.1716795932
],
[
980.60304,
852.435129,
128.167911,
94.838313,
268.944485,
-174.106172
],
[
0.413699,
0.359627,
0.054072,
0.028143,
0.055091,
0
],
[
458.913514,
458.913514,
458.913514,
458.913514,
458.913514,
458.913514
],
[
-110750,
-58701,
-223556,
-187863,
-82899,
-361284
],
[
2.139528,
3.297007,
1.261873,
1.144455,
2.345687,
0.618747
],
[
158,
79,
79,
158,
79,
79
],
[
88,
42,
46,
88,
42,
46
],
[
70,
37,
33,
70,
37,
33
],
[
55.696203,
53.164557,
58.227848,
55.696203,
53.164557,
58.227848
],
[
1.701898,
2.904506,
0.905257,
0.910362,
2.066439,
0.443884
],
[
216509,
216509,
44386,
74456,
74456,
41984
],
[
-97253,
-45941,
-97253,
-178871,
-77681,
-178871
],
[
43,
49,
37,
43,
49,
37
],
[
50,
55,
45,
50,
55,
45
],
[
35,
42,
27,
35,
42,
27
],
[
6902,
3919,
2982,
6902,
3919,
2982
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342828,
-18681,
-313917,
-382787,
-307209,
-606391
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7111,
"evaluation_days": 2370.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559779200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759656806956,
"expiration_time": 1765766304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 172,
"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) |
|---|