| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1515185.0068 | 1558517.4768 | -43332.47 | 13130.0123 | -27020.0428 | 40150.0552 |
| Total P&L (%) | 1515.185 | 1558.5175 | -43.3325 | 13.13 | -27.02 | 40.1501 |
| Avg Daily Profit (%) | 0.6385 | 0.6568 | -0.0183 | 0.0052 | -0.0133 | 0.0142 |
| Buy And Hold Return (%) | 486.262 | 486.262 | 486.262 | 486.262 | 486.262 | 486.262 |
| Max Trade Drawdown | -150057 | -140580 | -145345 | -223020 | -275359 | -110152 |
| Profit Factor | 2.6533 | 4.4828 | 0.9076 | 1.0107 | 0.9595 | 1.0714 |
| Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
| Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
| Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
| Profitability (%) | 45.8599 | 41.7722 | 50 | 45.8599 | 41.7722 | 50 |
| Ratio Avg Win / Avg Loss | 3.1324 | 6.2487 | 0.9076 | 1.1932 | 1.3375 | 1.0714 |
| Largest Winning Trade | 1328911 | 1328911 | 67115 | 199949 | 199949 | 101659 |
| Largest Losing Trade | -90230 | -59826 | -90230 | -83280 | -71477 | -83280 |
| Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
| Avg Bars in Winners | 38 | 40 | 37 | 38 | 40 | 37 |
| Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
| Bars Traded | 4696 | 2345 | 2351 | 4696 | 2345 | 2351 |
| Profit Streak | 0 | 0 | 23.3695 | 0 | 0 | 23.3695 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 479845 | -13451 | -614690 | -560942 | -608991 | -515556 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4746,
"evaluation_days": 2373,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1554854400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759870323355,
"expiration_time": 1765989216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 244,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1515185.006829633,
1558517.4767957055,
-43332.469966073,
13130.0123206906,
-27020.0428338778,
40150.0551545683
],
[
1515.185007,
1558.517477,
-43.33247,
13.130012,
-27.020043,
40.150055
],
[
0.63851,
0.656771,
-0.018261,
0.005199,
-0.013273,
0.014225
],
[
486.261981,
486.261981,
486.261981,
486.261981,
486.261981,
486.261981
],
[
-150057,
-140580,
-145345,
-223020,
-275359,
-110152
],
[
2.653285,
4.482796,
0.907603,
1.010679,
0.959482,
1.071364
],
[
157,
79,
78,
157,
79,
78
],
[
72,
33,
39,
72,
33,
39
],
[
85,
46,
39,
85,
46,
39
],
[
45.859873,
41.772152,
50,
45.859873,
41.772152,
50
],
[
3.13235,
6.248746,
0.907603,
1.193163,
1.33746,
1.071364
],
[
1328911,
1328911,
67115,
199949,
199949,
101659
],
[
-90230,
-59826,
-90230,
-83280,
-71477,
-83280
],
[
29,
29,
30,
29,
29,
30
],
[
38,
40,
37,
38,
40,
37
],
[
22,
22,
22,
22,
22,
22
],
[
4696,
2345,
2351,
4696,
2345,
2351
],
[
0,
0,
23.369483,
0,
0,
23.369483
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
479845,
-13451,
-614690,
-560942,
-608991,
-515556
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4746,
"evaluation_days": 2373,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1554854400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759870323355,
"expiration_time": 1765989216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 244,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|