| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1167258.8994 | 1034090.9894 | 133167.9101 | 15346987.3368 | 8307175.214 | 7039812.1229 |
| Total P&L (%) | 1167.2589 | 1034.091 | 133.1679 | 15346.9873 | 8307.1752 | 7039.8121 |
| Avg Daily Profit (%) | 0.4948 | 0.4384 | 0.0565 | 0.2139 | 0.1881 | 0.1811 |
| Buy And Hold Return (%) | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 | 567.2566 |
| Max Trade Drawdown | -112453 | -110283 | -68284 | -13783223 | -9193520 | -6788186 |
| Profit Factor | 2.9978 | 4.4245 | 1.4717 | 1.4145 | 1.4154 | 1.4134 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 50.4673 | 49.0566 | 51.8519 | 50.4673 | 49.0566 | 51.8519 |
| Ratio Avg Win / Avg Loss | 2.9423 | 4.5947 | 1.3666 | 1.3883 | 1.4698 | 1.3124 |
| Largest Winning Trade | 401916 | 401916 | 61876 | 8794831 | 8794831 | 4985256 |
| Largest Losing Trade | -29054 | -29054 | -23198 | -3274389 | -3274389 | -2797134 |
| Avg Bars in Trades | 127 | 122 | 132 | 127 | 122 | 132 |
| Avg Bars in Winners | 173 | 161 | 184 | 173 | 161 | 184 |
| Avg Bars in Losers | 81 | 85 | 77 | 81 | 85 | 77 |
| Bars Traded | 13684 | 6507 | 7177 | 13684 | 6507 | 7177 |
| Profit Streak | 0 | 174.8524 | 0 | 0 | 174.8524 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 364489 | -169687 | -461992 | 334258 | -170342 | -171162 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558382400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758904049589,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"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": [
[
1167258.899447554,
1034090.9893942438,
133167.9100533104,
15346987.33684826,
8307175.213954717,
7039812.122893541
],
[
1167.258899,
1034.090989,
133.16791,
15346.987337,
8307.175214,
7039.812123
],
[
0.494847,
0.438391,
0.056455,
0.213894,
0.188052,
0.181112
],
[
567.256637,
567.256637,
567.256637,
567.256637,
567.256637,
567.256637
],
[
-112453,
-110283,
-68284,
-13783223,
-9193520,
-6788186
],
[
2.997806,
4.42449,
1.471723,
1.414458,
1.415378,
1.413377
],
[
107,
53,
54,
107,
53,
54
],
[
54,
26,
28,
54,
26,
28
],
[
53,
27,
26,
53,
27,
26
],
[
50.46729,
49.056604,
51.851852,
50.46729,
49.056604,
51.851852
],
[
2.942291,
4.594663,
1.3666,
1.388264,
1.469816,
1.312422
],
[
401916,
401916,
61876,
8794831,
8794831,
4985256
],
[
-29054,
-29054,
-23198,
-3274389,
-3274389,
-2797134
],
[
127,
122,
132,
127,
122,
132
],
[
173,
161,
184,
173,
161,
184
],
[
81,
85,
77,
81,
85,
77
],
[
13684,
6507,
7177,
13684,
6507,
7177
],
[
0,
174.852426,
0,
0,
174.852426,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364489,
-169687,
-461992,
334258,
-170342,
-171162
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558382400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758904049589,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"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) |
|---|