| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -768016.6182 | 175986.6566 | -944003.2748 | 3509925.702 | -10471940.7624 | 13981866.4644 |
| Total P&L (%) | -768.0166 | 175.9867 | -944.0033 | 3509.9257 | -10471.9408 | 13981.8665 |
| Avg Daily Profit (%) | -0.3234 | 0.0741 | -0.3976 | 0.1511 | 0 | 0.2086 |
| Buy And Hold Return (%) | 521.4838 | 521.4838 | 521.4838 | 521.4838 | 521.4838 | 521.4838 |
| Max Trade Drawdown | -1029498 | -136422 | -1067667 | -27530095 | -24578820 | -8754876 |
| Profit Factor | 0.4973 | 1.5443 | 0.2163 | 1.0763 | 0.6888 | 2.1298 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 34 | 13 | 21 | 32 | 11 | 21 |
| Losing Trades | 24 | 16 | 8 | 26 | 18 | 8 |
| Profitability (%) | 58.6207 | 44.8276 | 72.4138 | 55.1724 | 37.931 | 72.4138 |
| Ratio Avg Win / Avg Loss | 0.351 | 1.9007 | 0.0824 | 0.8745 | 1.1271 | 0.8113 |
| Largest Winning Trade | 157548 | 157548 | 53026 | 10575847 | 10575847 | 8884557 |
| Largest Losing Trade | -674815 | -44835 | -674815 | -11457230 | -11457230 | -5722787 |
| Avg Bars in Trades | 77 | 90 | 65 | 77 | 90 | 65 |
| Avg Bars in Winners | 48 | 70 | 35 | 59 | 76 | 50 |
| Avg Bars in Losers | 119 | 106 | 145 | 100 | 98 | 105 |
| Bars Traded | 4520 | 2618 | 1902 | 4520 | 2618 | 1902 |
| Profit Streak | 17.4893 | 0 | 26.9893 | 17.4893 | 0 | 26.9893 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -758592 | -259142 | -576913 | -309129 | -583859 | 476954 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4749,
"evaluation_days": 2374.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1562932800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760010274754,
"expiration_time": 1766122704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 9,
"offset": 0,
"multiplier": 2.99423
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 188,
"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": [
[
-768016.6181827069,
175986.6566361866,
-944003.2748188932,
3509925.7019873043,
-10471940.762383224,
13981866.464370528
],
[
-768.016618,
175.986657,
-944.003275,
3509.925702,
-10471.940762,
13981.866464
],
[
-0.323444,
0.074115,
-0.397559,
0.151147,
0,
0.208576
],
[
521.483826,
521.483826,
521.483826,
521.483826,
521.483826,
521.483826
],
[
-1029498,
-136422,
-1067667,
-27530095,
-24578820,
-8754876
],
[
0.497317,
1.544288,
0.21627,
1.076259,
0.688804,
2.129761
],
[
58,
29,
29,
58,
29,
29
],
[
34,
13,
21,
32,
11,
21
],
[
24,
16,
8,
26,
18,
8
],
[
58.62069,
44.827586,
72.413793,
55.172414,
37.931034,
72.413793
],
[
0.351047,
1.900662,
0.082389,
0.87446,
1.127134,
0.811338
],
[
157548,
157548,
53026,
10575847,
10575847,
8884557
],
[
-674815,
-44835,
-674815,
-11457230,
-11457230,
-5722787
],
[
77,
90,
65,
77,
90,
65
],
[
48,
70,
35,
59,
76,
50
],
[
119,
106,
145,
100,
98,
105
],
[
4520,
2618,
1902,
4520,
2618,
1902
],
[
17.489291,
0,
26.989291,
17.489291,
0,
26.989291
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-758592,
-259142,
-576913,
-309129,
-583859,
476954
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4749,
"evaluation_days": 2374.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1562932800000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1760010274754,
"expiration_time": 1766122704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 9,
"offset": 0,
"multiplier": 2.99423
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 188,
"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) |
|---|