| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1492342.6678 | 1415516.9846 | 76825.6832 | 3895452.6278 | 1199869.2566 | 2695583.3712 |
| Total P&L (%) | 1492.3427 | 1415.517 | 76.8257 | 3895.4526 | 1199.8693 | 2695.5834 |
| Avg Daily Profit (%) | 0.6292 | 0.5968 | 0.0324 | 0.1556 | 0.1082 | 0.1405 |
| Buy And Hold Return (%) | 469.7117 | 469.7117 | 469.7117 | 469.7117 | 469.7117 | 469.7117 |
| Max Trade Drawdown | -77948 | -121293 | -82074 | -4779397 | -3340500 | -1438897 |
| Profit Factor | 3.9726 | 5.9375 | 1.3567 | 1.3696 | 1.1843 | 1.6687 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 38.5714 | 37.1429 | 40 | 38.5714 | 37.1429 | 40 |
| Ratio Avg Win / Avg Loss | 6.3267 | 10.0481 | 2.0351 | 2.1812 | 2.0042 | 2.5031 |
| Largest Winning Trade | 1070723 | 1070723 | 56563 | 3170191 | 2378414 | 3170191 |
| Largest Losing Trade | -30195 | -30195 | -26721 | -1939446 | -1939446 | -862792 |
| Avg Bars in Trades | 97 | 85 | 109 | 97 | 85 | 109 |
| Avg Bars in Winners | 162 | 166 | 158 | 162 | 166 | 158 |
| Avg Bars in Losers | 56 | 37 | 77 | 56 | 37 | 77 |
| Bars Traded | 6834 | 2990 | 3844 | 6834 | 2990 | 3844 |
| 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 | -87427 | 424919 | -317750 | -93943 | -73289 | -6592 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7115,
"evaluation_days": 2371.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559404800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759747356892,
"expiration_time": 1765884960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 36,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1492342.6678186003,
1415516.984613207,
76825.6832053935,
3895452.627754608,
1199869.2565511847,
2695583.3712034225
],
[
1492.342668,
1415.516985,
76.825683,
3895.452628,
1199.869257,
2695.583371
],
[
0.629237,
0.596844,
0.032393,
0.155612,
0.108204,
0.140532
],
[
469.711721,
469.711721,
469.711721,
469.711721,
469.711721,
469.711721
],
[
-77948,
-121293,
-82074,
-4779397,
-3340500,
-1438897
],
[
3.972554,
5.937501,
1.356742,
1.369579,
1.184328,
1.668744
],
[
70,
35,
35,
70,
35,
35
],
[
27,
13,
14,
27,
13,
14
],
[
43,
22,
21,
43,
22,
21
],
[
38.571429,
37.142857,
40,
38.571429,
37.142857,
40
],
[
6.326661,
10.048078,
2.035113,
2.181181,
2.004247,
2.503116
],
[
1070723,
1070723,
56563,
3170191,
2378414,
3170191
],
[
-30195,
-30195,
-26721,
-1939446,
-1939446,
-862792
],
[
97,
85,
109,
97,
85,
109
],
[
162,
166,
158,
162,
166,
158
],
[
56,
37,
77,
56,
37,
77
],
[
6834,
2990,
3844,
6834,
2990,
3844
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87427,
424919,
-317750,
-93943,
-73289,
-6592
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7115,
"evaluation_days": 2371.67,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559404800000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759747356892,
"expiration_time": 1765884960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 36,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|