| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -4450686.7293 | 94455.7233 | -4545142.4526 | -2709369.051 | 19853640.2725 | -22563009.3236 |
| Total P&L (%) | -4450.6867 | 94.4557 | -4545.1425 | -2709.3691 | 19853.6403 | -22563.0093 |
| Avg Daily Profit (%) | -1.8716 | 0.0397 | -1.9113 | 0 | 0.223 | 0 |
| Buy And Hold Return (%) | 333.1597 | 333.1597 | 333.1597 | 333.1597 | 333.1597 | 333.1597 |
| Max Trade Drawdown | -4727481 | -103450 | -4680123 | -31756116 | -6472477 | -30432625 |
| Profit Factor | 0.1034 | 1.5536 | 0.0518 | 0.9478 | 2.6019 | 0.4283 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 43 | 22 | 21 | 37 | 17 | 20 |
| Losing Trades | 30 | 14 | 16 | 36 | 19 | 17 |
| Profitability (%) | 58.9041 | 61.1111 | 56.7568 | 50.6849 | 47.2222 | 54.0541 |
| Ratio Avg Win / Avg Loss | 0.0722 | 0.9886 | 0.0395 | 0.9221 | 2.908 | 0.3641 |
| Largest Winning Trade | 69387 | 69387 | 57681 | 23162404 | 23162404 | 8541916 |
| Largest Losing Trade | -4632816 | -76575 | -4632816 | -25968946 | -6472477 | -25968946 |
| Avg Bars in Trades | 61 | 65 | 57 | 61 | 65 | 57 |
| Avg Bars in Winners | 35 | 36 | 34 | 69 | 110 | 34 |
| Avg Bars in Losers | 98 | 110 | 88 | 53 | 24 | 85 |
| Bars Traded | 4484 | 2345 | 2139 | 4484 | 2345 | 2139 |
| Profit Streak | 0 | 0 | 0 | 32.3963 | 64.8963 | 32.3963 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -655623 | -304217 | -579896 | -655969 | 456205 | -579706 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4756,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1565611200000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760304637004,
"expiration_time": 1766434176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 200,
"offset": 0,
"multiplier": 1.80581
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 249
}
}
} {
"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": [
[
-4450686.729328894,
94455.7233065662,
-4545142.452635457,
-2709369.051020582,
19853640.272538204,
-22563009.32355879
],
[
-4450.686729,
94.455723,
-4545.142453,
-2709.369051,
19853.640273,
-22563.009324
],
[
-1.871609,
0.039721,
-1.91133,
0,
0.222956,
0
],
[
333.159655,
333.159655,
333.159655,
333.159655,
333.159655,
333.159655
],
[
-4727481,
-103450,
-4680123,
-31756116,
-6472477,
-30432625
],
[
0.103429,
1.553567,
0.051809,
0.947757,
2.601935,
0.42831
],
[
73,
36,
37,
73,
36,
37
],
[
43,
22,
21,
37,
17,
20
],
[
30,
14,
16,
36,
19,
17
],
[
58.90411,
61.111111,
56.756757,
50.684932,
47.222222,
54.054054
],
[
0.07216,
0.988633,
0.039473,
0.922142,
2.908045,
0.364063
],
[
69387,
69387,
57681,
23162404,
23162404,
8541916
],
[
-4632816,
-76575,
-4632816,
-25968946,
-6472477,
-25968946
],
[
61,
65,
57,
61,
65,
57
],
[
35,
36,
34,
69,
110,
34
],
[
98,
110,
88,
53,
24,
85
],
[
4484,
2345,
2139,
4484,
2345,
2139
],
[
0,
0,
0,
32.396262,
64.896262,
32.396262
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-655623,
-304217,
-579896,
-655969,
456205,
-579706
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4756,
"evaluation_days": 2378,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1565611200000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760304637004,
"expiration_time": 1766434176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 200,
"offset": 0,
"multiplier": 1.80581
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 249
}
}
}
| # | 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) |
|---|