| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1687578.6361 | 1669789.4899 | 17789.1462 | 612389.2789 | 131448.9665 | 480940.3124 |
| Total P&L (%) | 1687.5786 | 1669.7895 | 17.7891 | 612.3893 | 131.449 | 480.9403 |
| Avg Daily Profit (%) | 0.7124 | 0.7049 | 0.0075 | 0.0829 | 0.0354 | 0.0743 |
| Buy And Hold Return (%) | 427.2664 | 427.2664 | 427.2664 | 427.2664 | 427.2664 | 427.2664 |
| Max Trade Drawdown | -134703 | -139805 | -154690 | -950244 | -880620 | -297404 |
| Profit Factor | 3.3236 | 5.5702 | 1.0493 | 1.1975 | 1.0706 | 1.3879 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
| Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
| Profitability (%) | 43.2203 | 37.2881 | 49.1525 | 43.2203 | 37.2881 | 49.1525 |
| Ratio Avg Win / Avg Loss | 4.3663 | 9.3681 | 1.0855 | 1.5732 | 1.8006 | 1.4357 |
| Largest Winning Trade | 1399594 | 1399594 | 51553 | 631835 | 631835 | 550282 |
| Largest Losing Trade | -73265 | -55352 | -73265 | -336517 | -336517 | -198058 |
| Avg Bars in Trades | 57 | 50 | 65 | 57 | 50 | 65 |
| Avg Bars in Winners | 83 | 92 | 76 | 83 | 92 | 76 |
| Avg Bars in Losers | 38 | 25 | 54 | 38 | 25 | 54 |
| Bars Traded | 6834 | 2993 | 3841 | 6834 | 2993 | 3841 |
| 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 | 510526 | -163639 | -691890 | -117317 | -634962 | -396826 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7107,
"evaluation_days": 2369,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559203200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759530429487,
"expiration_time": 1765647648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 21,
"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": [
[
1687578.6360981013,
1669789.489885471,
17789.1462126302,
612389.2788566626,
131448.9664908152,
480940.3123658472
],
[
1687.578636,
1669.78949,
17.789146,
612.389279,
131.448966,
480.940312
],
[
0.712359,
0.70485,
0.007509,
0.082916,
0.03543,
0.074298
],
[
427.266412,
427.266412,
427.266412,
427.266412,
427.266412,
427.266412
],
[
-134703,
-139805,
-154690,
-950244,
-880620,
-297404
],
[
3.323626,
5.570196,
1.04929,
1.19749,
1.070636,
1.387877
],
[
118,
59,
59,
118,
59,
59
],
[
51,
22,
29,
51,
22,
29
],
[
67,
37,
30,
67,
37,
30
],
[
43.220339,
37.288136,
49.152542,
43.220339,
37.288136,
49.152542
],
[
4.366332,
9.368057,
1.085473,
1.573173,
1.800615,
1.435735
],
[
1399594,
1399594,
51553,
631835,
631835,
550282
],
[
-73265,
-55352,
-73265,
-336517,
-336517,
-198058
],
[
57,
50,
65,
57,
50,
65
],
[
83,
92,
76,
83,
92,
76
],
[
38,
25,
54,
38,
25,
54
],
[
6834,
2993,
3841,
6834,
2993,
3841
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
510526,
-163639,
-691890,
-117317,
-634962,
-396826
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7107,
"evaluation_days": 2369,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559203200000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759530429487,
"expiration_time": 1765647648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 21,
"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) |
|---|