| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1437306.0905 | 1488198.0145 | -50891.924 | 37184.9152 | 4732.8054 | 32452.1098 |
| Total P&L (%) | 1437.3061 | 1488.198 | -50.8919 | 37.1849 | 4.7328 | 32.4521 |
| Avg Daily Profit (%) | 0.6076 | 0.6291 | -0.0215 | 0.0134 | 0.002 | 0.0119 |
| Buy And Hold Return (%) | 437.1677 | 437.1677 | 437.1677 | 437.1677 | 437.1677 | 437.1677 |
| Max Trade Drawdown | -169994 | -141063 | -148374 | -334007 | -321004 | -113757 |
| Profit Factor | 3.2466 | 6.0117 | 0.8516 | 1.0363 | 1.0083 | 1.071 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 42.8571 | 40.4762 | 45.2381 | 42.8571 | 40.4762 | 45.2381 |
| Ratio Avg Win / Avg Loss | 4.3288 | 8.8408 | 1.0308 | 1.3817 | 1.4829 | 1.2965 |
| Largest Winning Trade | 1369547 | 1369547 | 58688 | 325295 | 325295 | 103466 |
| Largest Losing Trade | -83771 | -40386 | -83771 | -131850 | -131850 | -72296 |
| Avg Bars in Trades | 54 | 44 | 63 | 54 | 44 | 63 |
| Avg Bars in Winners | 83 | 70 | 94 | 83 | 70 | 94 |
| Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
| Bars Traded | 4540 | 1870 | 2670 | 4540 | 1870 | 2670 |
| Profit Streak | 0 | 0 | 13.1275 | 0 | 0 | 13.1275 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 443485 | 497575 | -580312 | -523903 | -570983 | -486377 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4731,
"evaluation_days": 2365.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560772800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759201415236,
"expiration_time": 1765321776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1437306.0905090054,
1488198.0144818053,
-50891.9239727999,
37184.9151762984,
4732.8053942593,
32452.1097820391
],
[
1437.306091,
1488.198014,
-50.891924,
37.184915,
4.732805,
32.45211
],
[
0.607612,
0.629126,
-0.021514,
0.013366,
0.001955,
0.011882
],
[
437.167661,
437.167661,
437.167661,
437.167661,
437.167661,
437.167661
],
[
-169994,
-141063,
-148374,
-334007,
-321004,
-113757
],
[
3.246618,
6.011742,
0.85155,
1.036309,
1.008347,
1.070993
],
[
84,
42,
42,
84,
42,
42
],
[
36,
17,
19,
36,
17,
19
],
[
48,
25,
23,
48,
25,
23
],
[
42.857143,
40.47619,
45.238095,
42.857143,
40.47619,
45.238095
],
[
4.328824,
8.840796,
1.030824,
1.381745,
1.482863,
1.296465
],
[
1369547,
1369547,
58688,
325295,
325295,
103466
],
[
-83771,
-40386,
-83771,
-131850,
-131850,
-72296
],
[
54,
44,
63,
54,
44,
63
],
[
83,
70,
94,
83,
70,
94
],
[
32,
26,
38,
32,
26,
38
],
[
4540,
1870,
2670,
4540,
1870,
2670
],
[
0,
0,
13.127491,
0,
0,
13.127491
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
443485,
497575,
-580312,
-523903,
-570983,
-486377
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4731,
"evaluation_days": 2365.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1560772800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759201415236,
"expiration_time": 1765321776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|