| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1150888.6154 | 933302.9698 | 217585.6455 | 68712052.5231 | 34420530.0539 | 34291522.4692 |
| Total P&L (%) | 1150.8886 | 933.303 | 217.5856 | 68712.0525 | 34420.5301 | 34291.5225 |
| Avg Daily Profit (%) | 0.4875 | 0.3953 | 0.0922 | 0.2771 | 0.2478 | 0.2477 |
| Buy And Hold Return (%) | 503.183 | 503.183 | 503.183 | 503.183 | 503.183 | 503.183 |
| Max Trade Drawdown | -63064 | -59158 | -78558 | -40272721 | -33408572 | -27580152 |
| Profit Factor | 2.6985 | 3.8187 | 1.628 | 1.4808 | 1.4135 | 1.5746 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
| Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
| Profitability (%) | 42.6471 | 39.7059 | 45.5882 | 42.6471 | 39.7059 | 45.5882 |
| Ratio Avg Win / Avg Loss | 3.629 | 5.7987 | 1.9431 | 1.9914 | 2.1464 | 1.8794 |
| Largest Winning Trade | 199723 | 199723 | 67103 | 37728882 | 37728882 | 15110782 |
| Largest Losing Trade | -39115 | -21131 | -39115 | -11704552 | -10347232 | -11704552 |
| Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
| Avg Bars in Winners | 76 | 76 | 76 | 76 | 76 | 76 |
| Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
| Bars Traded | 6903 | 3430 | 3473 | 6903 | 3430 | 3473 |
| 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 | 294101 | -104682 | -343798 | 305901 | -103126 | -99855 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7083,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558454400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851614915,
"expiration_time": 1764935712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 43,
"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": [
[
1150888.615355954,
933302.9698362508,
217585.6455197033,
68712052.52309225,
34420530.053923726,
34291522.46916853
],
[
1150.888615,
933.30297,
217.585646,
68712.052523,
34420.530054,
34291.522469
],
[
0.487458,
0.3953,
0.092158,
0.277129,
0.247835,
0.247676
],
[
503.182977,
503.182977,
503.182977,
503.182977,
503.182977,
503.182977
],
[
-63064,
-59158,
-78558,
-40272721,
-33408572,
-27580152
],
[
2.6985,
3.81868,
1.627993,
1.48075,
1.413469,
1.574602
],
[
136,
68,
68,
136,
68,
68
],
[
58,
27,
31,
58,
27,
31
],
[
78,
41,
37,
78,
41,
37
],
[
42.647059,
39.705882,
45.588235,
42.647059,
39.705882,
45.588235
],
[
3.629017,
5.798736,
1.943089,
1.991353,
2.146378,
1.879364
],
[
199723,
199723,
67103,
37728882,
37728882,
15110782
],
[
-39115,
-21131,
-39115,
-11704552,
-10347232,
-11704552
],
[
50,
50,
51,
50,
50,
51
],
[
76,
76,
76,
76,
76,
76
],
[
31,
33,
30,
31,
33,
30
],
[
6903,
3430,
3473,
6903,
3430,
3473
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
294101,
-104682,
-343798,
305901,
-103126,
-99855
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7083,
"evaluation_days": 2361,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558454400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758851614915,
"expiration_time": 1764935712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 126,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 43,
"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) |
|---|