| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1528153.018 | 27512.6558 | -1555665.6738 | 18534.6147 | 3419921.5127 | -3401386.898 |
| Total P&L (%) | -1528.153 | 27.5127 | -1555.6657 | 18.5346 | 3419.9215 | -3401.3869 |
| Avg Daily Profit (%) | -0.6475 | 0.0117 | -0.6592 | 0.0072 | 0.151 | 0 |
| Buy And Hold Return (%) | 512.0627 | 512.0627 | 512.0627 | 512.0627 | 512.0627 | 512.0627 |
| Max Trade Drawdown | -1692783 | -130683 | -1671066 | -4467671 | -1184442 | -5647215 |
| Profit Factor | 0.3397 | 1.0774 | 0.2058 | 1.0018 | 1.8995 | 0.4745 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 142 | 69 | 73 | 94 | 49 | 45 |
| Losing Trades | 34 | 19 | 15 | 82 | 39 | 43 |
| Profitability (%) | 80.6818 | 78.4091 | 82.9545 | 53.4091 | 55.6818 | 51.1364 |
| Ratio Avg Win / Avg Loss | 0.0813 | 0.2967 | 0.0423 | 0.8739 | 1.5118 | 0.4534 |
| Largest Winning Trade | 14231 | 14231 | 13618 | 2295840 | 2295840 | 1060861 |
| Largest Losing Trade | -1321725 | -63716 | -1321725 | -1625739 | -466496 | -1625739 |
| Avg Bars in Trades | 25 | 29 | 22 | 25 | 29 | 22 |
| Avg Bars in Winners | 11 | 13 | 9 | 27 | 32 | 22 |
| Avg Bars in Losers | 85 | 85 | 86 | 23 | 24 | 23 |
| Bars Traded | 4557 | 2555 | 2002 | 4557 | 2555 | 2002 |
| Profit Streak | 141.1405 | 141.1405 | 280.1405 | 141.1405 | 141.1405 | 280.1405 |
| Trades During Streak | 17 | 8 | 14 | 17 | 8 | 14 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573632 | -474689 | -574797 | -565832 | 475761 | -579104 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559649600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758900143404,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 112,
"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": [
[
-1528153.0179618879,
27512.6558067241,
-1555665.673768611,
18534.6147081533,
3419921.5126829213,
-3401386.8979747663
],
[
-1528.153018,
27.512656,
-1555.665674,
18.534615,
3419.921513,
-3401.386898
],
[
-0.647522,
0.011658,
-0.65918,
0.007205,
0.151005,
0
],
[
512.062667,
512.062667,
512.062667,
512.062667,
512.062667,
512.062667
],
[
-1692783,
-130683,
-1671066,
-4467671,
-1184442,
-5647215
],
[
0.339679,
1.077378,
0.205765,
1.001804,
1.899479,
0.474494
],
[
176,
88,
88,
176,
88,
88
],
[
142,
69,
73,
94,
49,
45
],
[
34,
19,
15,
82,
39,
43
],
[
80.681818,
78.409091,
82.954545,
53.409091,
55.681818,
51.136364
],
[
0.081332,
0.296669,
0.04228,
0.873914,
1.51183,
0.453406
],
[
14231,
14231,
13618,
2295840,
2295840,
1060861
],
[
-1321725,
-63716,
-1321725,
-1625739,
-466496,
-1625739
],
[
25,
29,
22,
25,
29,
22
],
[
11,
13,
9,
27,
32,
22
],
[
85,
85,
86,
23,
24,
23
],
[
4557,
2555,
2002,
4557,
2555,
2002
],
[
141.140549,
141.140549,
280.140549,
141.140549,
141.140549,
280.140549
],
[
17,
8,
14,
17,
8,
14
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573632,
-474689,
-574797,
-565832,
475761,
-579104
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559649600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758900143404,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 112,
"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) |
|---|