| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1008363.5445 | 889901.9831 | 118461.5614 | 11281282.091 | 4826559.4605 | 6454722.6306 |
| Total P&L (%) | 1008.3635 | 889.902 | 118.4616 | 11281.2821 | 4826.5595 | 6454.7226 |
| Avg Daily Profit (%) | 0.4274 | 0.3772 | 0.0502 | 0.2009 | 0.1653 | 0.1774 |
| Buy And Hold Return (%) | 718.4088 | 718.4088 | 718.4088 | 718.4088 | 718.4088 | 718.4088 |
| Max Trade Drawdown | -104246 | -110890 | -144189 | -3938097 | -2695926 | -2475285 |
| Profit Factor | 2.0959 | 3.2689 | 1.2244 | 1.4855 | 1.3953 | 1.5853 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
| Losing Trades | 92 | 44 | 48 | 92 | 44 | 48 |
| Profitability (%) | 50 | 52.1739 | 47.8261 | 50 | 52.1739 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.0959 | 2.9965 | 1.3357 | 1.4855 | 1.2791 | 1.7294 |
| Largest Winning Trade | 213626 | 213626 | 58763 | 3728424 | 3728424 | 2871489 |
| Largest Losing Trade | -41614 | -23579 | -41614 | -2054252 | -2054252 | -1987535 |
| Avg Bars in Trades | 50 | 43 | 56 | 50 | 43 | 56 |
| Avg Bars in Winners | 54 | 48 | 61 | 54 | 48 | 61 |
| Avg Bars in Losers | 45 | 38 | 52 | 45 | 38 | 52 |
| Bars Traded | 9237 | 4006 | 5230 | 9237 | 4006 | 5230 |
| 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 | -25281 | -75737 | -293174 | 368140 | 294960 | 346660 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9438,
"evaluation_days": 2359.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1556539200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758850207663,
"expiration_time": 1764831024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 73,
"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": [
[
1008363.5444891741,
889901.983104111,
118461.5613850635,
11281282.091047527,
4826559.460475908,
6454722.63057162
],
[
1008.363544,
889.901983,
118.461561,
11281.282091,
4826.55946,
6454.722631
],
[
0.427363,
0.377157,
0.050206,
0.200861,
0.165308,
0.177431
],
[
718.40877,
718.40877,
718.40877,
718.40877,
718.40877,
718.40877
],
[
-104246,
-110890,
-144189,
-3938097,
-2695926,
-2475285
],
[
2.095939,
3.26888,
1.224414,
1.485497,
1.39534,
1.585305
],
[
184,
92,
92,
184,
92,
92
],
[
92,
48,
44,
92,
48,
44
],
[
92,
44,
48,
92,
44,
48
],
[
50,
52.173913,
47.826087,
50,
52.173913,
47.826087
],
[
2.095939,
2.996473,
1.335725,
1.485497,
1.279062,
1.729424
],
[
213626,
213626,
58763,
3728424,
3728424,
2871489
],
[
-41614,
-23579,
-41614,
-2054252,
-2054252,
-1987535
],
[
50,
43,
56,
50,
43,
56
],
[
54,
48,
61,
54,
48,
61
],
[
45,
38,
52,
45,
38,
52
],
[
9237,
4006,
5230,
9237,
4006,
5230
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-25281,
-75737,
-293174,
368140,
294960,
346660
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9438,
"evaluation_days": 2359.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1556539200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758850207663,
"expiration_time": 1764831024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 73,
"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) |
|---|