| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2523090.0082 | 2578183.5291 | -55093.5209 | 127984.6245 | 1200908.1215 | -1072923.497 |
| Total P&L (%) | 2523.09 | 2578.1835 | -55.0935 | 127.9846 | 1200.9081 | -1072.9235 |
| Avg Daily Profit (%) | 1.2111 | 1.2375 | -0.0264 | 0.0396 | 0.1232 | 0 |
| Buy And Hold Return (%) | 504.4585 | 504.4585 | 504.4585 | 504.4585 | 504.4585 | 504.4585 |
| Max Trade Drawdown | -248865 | -199229 | -90813 | -2568115 | -1463415 | -1260613 |
| Profit Factor | 4.6218 | 6.6105 | 0.7676 | 1.0258 | 1.4438 | 0.5252 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 44.2105 | 38.2979 | 50 | 44.2105 | 38.2979 | 50 |
| Ratio Avg Win / Avg Loss | 5.8323 | 10.6502 | 0.7676 | 1.2944 | 2.3262 | 0.5252 |
| Largest Winning Trade | 2466834 | 2466834 | 21988 | 2540185 | 2540185 | 488268 |
| Largest Losing Trade | -44393 | -44393 | -26292 | -712238 | -634196 | -712238 |
| Avg Bars in Trades | 254 | 457 | 56 | 254 | 457 | 56 |
| Avg Bars in Winners | 347 | 727 | 61 | 347 | 727 | 61 |
| Avg Bars in Losers | 181 | 289 | 50 | 181 | 289 | 50 |
| Bars Traded | 24199 | 21496 | 2703 | 24199 | 21496 | 2703 |
| 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 | 637555 | 588415 | -580689 | -500004 | -34834 | -580689 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579204800000,
"first_datapoint_time": 1580824800000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759273063071,
"expiration_time": 1765749600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 202,
"offset": 0,
"std": 1.63015
}
}
} {
"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": [
[
2523090.0081570754,
2578183.529062354,
-55093.5209052777,
127984.6244938804,
1200908.1214871786,
-1072923.4969932986
],
[
2523.090008,
2578.183529,
-55.093521,
127.984624,
1200.908121,
-1072.923497
],
[
1.211085,
1.23753,
-0.026445,
0.039565,
0.123227,
0
],
[
504.458543,
504.458543,
504.458543,
504.458543,
504.458543,
504.458543
],
[
-248865,
-199229,
-90813,
-2568115,
-1463415,
-1260613
],
[
4.621786,
6.610454,
0.767646,
1.025774,
1.443832,
0.525221
],
[
95,
47,
48,
95,
47,
48
],
[
42,
18,
24,
42,
18,
24
],
[
53,
29,
24,
53,
29,
24
],
[
44.210526,
38.297872,
50,
44.210526,
38.297872,
50
],
[
5.832253,
10.650176,
0.767646,
1.294429,
2.326174,
0.525221
],
[
2466834,
2466834,
21988,
2540185,
2540185,
488268
],
[
-44393,
-44393,
-26292,
-712238,
-634196,
-712238
],
[
254,
457,
56,
254,
457,
56
],
[
347,
727,
61,
347,
727,
61
],
[
181,
289,
50,
181,
289,
50
],
[
24199,
21496,
2703,
24199,
21496,
2703
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
637555,
588415,
-580689,
-500004,
-34834,
-580689
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579204800000,
"first_datapoint_time": 1580824800000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759273063071,
"expiration_time": 1765749600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 202,
"offset": 0,
"std": 1.63015
}
}
}
| # | 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) |
|---|