| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1101014.2351 | 908835.4363 | 192178.7988 | 33106890.2698 | 15162142.4415 | 17944747.8283 |
| Total P&L (%) | 1101.0142 | 908.8354 | 192.1788 | 33106.8903 | 15162.1424 | 17944.7478 |
| Avg Daily Profit (%) | 0.5286 | 0.4363 | 0.0923 | 0.2791 | 0.2417 | 0.2497 |
| Buy And Hold Return (%) | 511.1618 | 511.1618 | 511.1618 | 511.1618 | 511.1618 | 511.1618 |
| Max Trade Drawdown | -75737 | -59377 | -144457 | -16121270 | -16299923 | -7223353 |
| Profit Factor | 2.1464 | 2.987 | 1.382 | 1.3589 | 1.2887 | 1.4518 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
| Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
| Profitability (%) | 46.6981 | 45.283 | 48.1132 | 46.6981 | 45.283 | 48.1132 |
| Ratio Avg Win / Avg Loss | 2.4499 | 3.6093 | 1.4904 | 1.5511 | 1.5572 | 1.5657 |
| Largest Winning Trade | 194286 | 194286 | 60483 | 16099253 | 16099253 | 7775810 |
| Largest Losing Trade | -32321 | -23340 | -32321 | -6684981 | -6684981 | -3093023 |
| Avg Bars in Trades | 115 | 103 | 128 | 115 | 103 | 128 |
| Avg Bars in Winners | 147 | 127 | 167 | 147 | 127 | 167 |
| Avg Bars in Losers | 88 | 83 | 93 | 88 | 83 | 93 |
| Bars Traded | 24576 | 10931 | 13645 | 24576 | 10931 | 13645 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320113 | 190339 | -235985 | 363404 | 266890 | 344873 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579348800000,
"first_datapoint_time": 1580954400000,
"last_datapoint_time": 1759377600000,
"evaluation_time": 1759385434383,
"expiration_time": 1765856304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 80,
"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": [
[
1101014.2351159777,
908835.4363312324,
192178.7987847456,
33106890.269797735,
15162142.441518303,
17944747.828279443
],
[
1101.014235,
908.835436,
192.178799,
33106.89027,
15162.142442,
17944.747828
],
[
0.528592,
0.436328,
0.092264,
0.2791,
0.241682,
0.249742
],
[
511.161788,
511.161788,
511.161788,
511.161788,
511.161788,
511.161788
],
[
-75737,
-59377,
-144457,
-16121270,
-16299923,
-7223353
],
[
2.146388,
2.986966,
1.382049,
1.358934,
1.288704,
1.451795
],
[
212,
106,
106,
212,
106,
106
],
[
99,
48,
51,
99,
48,
51
],
[
113,
58,
55,
113,
58,
55
],
[
46.698113,
45.283019,
48.113208,
46.698113,
45.283019,
48.113208
],
[
2.449917,
3.60925,
1.490445,
1.551106,
1.557184,
1.565662
],
[
194286,
194286,
60483,
16099253,
16099253,
7775810
],
[
-32321,
-23340,
-32321,
-6684981,
-6684981,
-3093023
],
[
115,
103,
128,
115,
103,
128
],
[
147,
127,
167,
147,
127,
167
],
[
88,
83,
93,
88,
83,
93
],
[
24576,
10931,
13645,
24576,
10931,
13645
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320113,
190339,
-235985,
363404,
266890,
344873
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24995,
"evaluation_days": 2082.92,
"actual_first_datapoint_time": 1579348800000,
"first_datapoint_time": 1580954400000,
"last_datapoint_time": 1759377600000,
"evaluation_time": 1759385434383,
"expiration_time": 1765856304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 80,
"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) |
|---|