| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1811502.6152 | 1767215.6065 | 44287.0087 | 1929295.065 | 3053415.9655 | -1124120.9004 |
| Total P&L (%) | 1811.5026 | 1767.2156 | 44.287 | 1929.2951 | 3053.416 | -1124.1209 |
| Avg Daily Profit (%) | 0.7642 | 0.7455 | 0.0187 | 0.1271 | 0.1457 | 0 |
| Buy And Hold Return (%) | 764.5499 | 764.5499 | 764.5499 | 764.5499 | 764.5499 | 764.5499 |
| Max Trade Drawdown | -128021 | -153386 | -88248 | -6154535 | -4281151 | -3764424 |
| Profit Factor | 4.1656 | 6.8199 | 1.1649 | 1.119 | 1.3358 | 0.8421 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
| Profitability (%) | 37.6623 | 33.3333 | 42.1053 | 37.6623 | 33.3333 | 42.1053 |
| Ratio Avg Win / Avg Loss | 6.8947 | 13.6398 | 1.6017 | 1.8522 | 2.6716 | 1.1578 |
| Largest Winning Trade | 1474229 | 1474229 | 65198 | 4679329 | 4679329 | 1625658 |
| Largest Losing Trade | -46593 | -28164 | -46593 | -1751286 | -1332350 | -1751286 |
| Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
| Avg Bars in Winners | 104 | 106 | 103 | 104 | 106 | 103 |
| Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
| Bars Traded | 4640 | 2160 | 2479 | 4640 | 2160 | 2479 |
| 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 | -35459 | 358380 | -374778 | -166066 | -5411 | -582168 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4741,
"evaluation_days": 2370.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1557273600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636705797,
"expiration_time": 1765766736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 57,
"offset": 0,
"std": 3.93157
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 44,
"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": [
[
1811502.6152179367,
1767215.60646822,
44287.0087497171,
1929295.0650444552,
3053415.965487902,
-1124120.9004434473
],
[
1811.502615,
1767.215606,
44.287009,
1929.295065,
3053.415965,
-1124.1209
],
[
0.764186,
0.745503,
0.018683,
0.12707,
0.14569,
0
],
[
764.549887,
764.549887,
764.549887,
764.549887,
764.549887,
764.549887
],
[
-128021,
-153386,
-88248,
-6154535,
-4281151,
-3764424
],
[
4.165561,
6.819882,
1.16488,
1.119021,
1.33581,
0.842053
],
[
77,
39,
38,
77,
39,
38
],
[
29,
13,
16,
29,
13,
16
],
[
48,
26,
22,
48,
26,
22
],
[
37.662338,
33.333333,
42.105263,
37.662338,
33.333333,
42.105263
],
[
6.894722,
13.639764,
1.60171,
1.852172,
2.671621,
1.157822
],
[
1474229,
1474229,
65198,
4679329,
4679329,
1625658
],
[
-46593,
-28164,
-46593,
-1751286,
-1332350,
-1751286
],
[
60,
55,
65,
60,
55,
65
],
[
104,
106,
103,
104,
106,
103
],
[
33,
29,
37,
33,
29,
37
],
[
4640,
2160,
2479,
4640,
2160,
2479
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35459,
358380,
-374778,
-166066,
-5411,
-582168
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4741,
"evaluation_days": 2370.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1557273600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759636705797,
"expiration_time": 1765766736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 57,
"offset": 0,
"std": 3.93157
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 44,
"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) |
|---|