| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1917580.3457 | 1871658.5485 | 45921.7972 | 2561084.9439 | 3594697.1249 | -1033612.181 |
| Total P&L (%) | 1917.5803 | 1871.6585 | 45.9218 | 2561.0849 | 3594.6971 | -1033.6122 |
| Avg Daily Profit (%) | 0.9207 | 0.8986 | 0.022 | 0.1577 | 0.1734 | 0 |
| Buy And Hold Return (%) | 547.0918 | 547.0918 | 547.0918 | 547.0918 | 547.0918 | 547.0918 |
| Max Trade Drawdown | -99544 | -91626 | -106101 | -7673879 | -4931060 | -4757170 |
| Profit Factor | 3.6865 | 6.0063 | 1.1351 | 1.1164 | 1.3087 | 0.9003 |
| Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
| Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
| Profitability (%) | 30.5344 | 27.2727 | 33.8462 | 30.5344 | 27.2727 | 33.8462 |
| Ratio Avg Win / Avg Loss | 8.3868 | 16.0167 | 2.2186 | 2.5397 | 3.4899 | 1.7597 |
| Largest Winning Trade | 1581350 | 1581350 | 60777 | 6236514 | 6236514 | 2185885 |
| Largest Losing Trade | -22926 | -21054 | -22926 | -1606312 | -1606312 | -1340451 |
| Avg Bars in Trades | 188 | 171 | 206 | 188 | 171 | 206 |
| Avg Bars in Winners | 448 | 440 | 454 | 448 | 440 | 454 |
| Avg Bars in Losers | 74 | 69 | 78 | 74 | 69 | 78 |
| Bars Traded | 24685 | 11293 | 13392 | 24685 | 11293 | 13392 |
| 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 | 367828 | -125213 | -538235 | -92590 | -135483 | -716240 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1580493600000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759070520070,
"expiration_time": 1765546444800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 191,
"offset": 11
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 79,
"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": [
[
1917580.3457314817,
1871658.5485311444,
45921.7972003364,
2561084.9438777557,
3594697.1248713546,
-1033612.1809935978
],
[
1917.580346,
1871.658549,
45.921797,
2561.084944,
3594.697125,
-1033.612181
],
[
0.920661,
0.898613,
0.022048,
0.157666,
0.173447,
0
],
[
547.091827,
547.091827,
547.091827,
547.091827,
547.091827,
547.091827
],
[
-99544,
-91626,
-106101,
-7673879,
-4931060,
-4757170
],
[
3.686522,
6.006256,
1.135098,
1.116354,
1.308711,
0.900296
],
[
131,
66,
65,
131,
66,
65
],
[
40,
18,
22,
40,
18,
22
],
[
91,
48,
43,
91,
48,
43
],
[
30.534351,
27.272727,
33.846154,
30.534351,
27.272727,
33.846154
],
[
8.386837,
16.016683,
2.218601,
2.539706,
3.489895,
1.75967
],
[
1581350,
1581350,
60777,
6236514,
6236514,
2185885
],
[
-22926,
-21054,
-22926,
-1606312,
-1606312,
-1340451
],
[
188,
171,
206,
188,
171,
206
],
[
448,
440,
454,
448,
440,
454
],
[
74,
69,
78,
74,
69,
78
],
[
24685,
11293,
13392,
24685,
11293,
13392
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367828,
-125213,
-538235,
-92590,
-135483,
-716240
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1579046400000,
"first_datapoint_time": 1580493600000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759070520070,
"expiration_time": 1765546444800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 191,
"offset": 11
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 79,
"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) |
|---|