| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1330318.231 | 357177.0553 | -1687495.2863 | 127304752.2135 | 20391905.2477 | 106912846.9658 |
| Total P&L (%) | -1330.3182 | 357.1771 | -1687.4953 | 127304.7522 | 20391.9052 | 106912.847 |
| Avg Daily Profit (%) | -0.5637 | 0.1513 | -0.715 | 0.3034 | 0.2258 | 0.296 |
| Buy And Hold Return (%) | 491.4653 | 491.4653 | 491.4653 | 491.4653 | 491.4653 | 491.4653 |
| Max Trade Drawdown | -1965272 | -30276 | -1987573 | -43694974 | -28566397 | -22090147 |
| Profit Factor | 0.4641 | 3.1203 | 0.2707 | 1.92 | 1.3137 | 2.4572 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 67 | 33 | 34 | 53 | 28 | 25 |
| Losing Trades | 46 | 24 | 22 | 60 | 29 | 31 |
| Profitability (%) | 59.292 | 57.8947 | 60.7143 | 46.9027 | 49.1228 | 44.6429 |
| Ratio Avg Win / Avg Loss | 0.3186 | 2.2693 | 0.1752 | 2.1736 | 1.3606 | 3.0469 |
| Largest Winning Trade | 73001 | 73001 | 49119 | 81279368 | 41373136 | 81279368 |
| Largest Losing Trade | -1653628 | -25922 | -1653628 | -19172905 | -14510367 | -19172905 |
| Avg Bars in Trades | 37 | 22 | 53 | 37 | 22 | 53 |
| Avg Bars in Winners | 31 | 23 | 39 | 34 | 16 | 53 |
| Avg Bars in Losers | 46 | 20 | 75 | 41 | 27 | 54 |
| Bars Traded | 4278 | 1265 | 3013 | 4278 | 1265 | 3013 |
| Profit Streak | 147.223 | 147.223 | 149.223 | 147.223 | 147.223 | 149.223 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578310 | -330791 | -758870 | 454521 | -171119 | -168024 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560859200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758993668508,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 140,
"offset": 0,
"std": 3.93699
}
}
} {
"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": [
[
-1330318.2310078773,
357177.0552897574,
-1687495.286297635,
127304752.21348351,
20391905.24770037,
106912846.96578313
],
[
-1330.318231,
357.177055,
-1687.495286,
127304.752213,
20391.905248,
106912.846966
],
[
-0.563694,
0.151346,
-0.71504,
0.303424,
0.225789,
0.296011
],
[
491.465328,
491.465328,
491.465328,
491.465328,
491.465328,
491.465328
],
[
-1965272,
-30276,
-1987573,
-43694974,
-28566397,
-22090147
],
[
0.464094,
3.120317,
0.270719,
1.919999,
1.313693,
2.457195
],
[
113,
57,
56,
113,
57,
56
],
[
67,
33,
34,
53,
28,
25
],
[
46,
24,
22,
60,
29,
31
],
[
59.292035,
57.894737,
60.714286,
46.902655,
49.122807,
44.642857
],
[
0.318631,
2.269321,
0.175171,
2.173584,
1.360611,
3.046922
],
[
73001,
73001,
49119,
81279368,
41373136,
81279368
],
[
-1653628,
-25922,
-1653628,
-19172905,
-14510367,
-19172905
],
[
37,
22,
53,
37,
22,
53
],
[
31,
23,
39,
34,
16,
53
],
[
46,
20,
75,
41,
27,
54
],
[
4278,
1265,
3013,
4278,
1265,
3013
],
[
147.223015,
147.223015,
149.223015,
147.223015,
147.223015,
149.223015
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578310,
-330791,
-758870,
454521,
-171119,
-168024
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560859200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758993668508,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 119,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 140,
"offset": 0,
"std": 3.93699
}
}
}
| # | 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) |
|---|