| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1554980.9964 | 48513.5615 | -1603494.558 | 245202.551 | 2662392.6045 | -2417190.0535 |
| Total P&L (%) | -1554.981 | 48.5136 | -1603.4946 | 245.2026 | 2662.3926 | -2417.1901 |
| Avg Daily Profit (%) | -0.7467 | 0.0233 | -0.77 | 0.0595 | 0.1595 | 0 |
| Buy And Hold Return (%) | 617.3437 | 617.3437 | 617.3437 | 617.3437 | 617.3437 | 617.3437 |
| Max Trade Drawdown | -1723731 | -85432 | -1720055 | -5504706 | -1147608 | -5359593 |
| Profit Factor | 0.371 | 1.1379 | 0.2437 | 1.0191 | 1.5492 | 0.6977 |
| Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
| Winning Trades | 211 | 103 | 108 | 133 | 68 | 65 |
| Losing Trades | 55 | 30 | 25 | 133 | 65 | 68 |
| Profitability (%) | 79.3233 | 77.4436 | 81.203 | 50 | 51.1278 | 48.8722 |
| Ratio Avg Win / Avg Loss | 0.0967 | 0.3314 | 0.0564 | 1.0191 | 1.4808 | 0.7299 |
| Largest Winning Trade | 19716 | 18286 | 19716 | 2963244 | 2963244 | 2041779 |
| Largest Losing Trade | -1380853 | -59219 | -1380853 | -1033016 | -491979 | -1033016 |
| Avg Bars in Trades | 91 | 88 | 95 | 91 | 88 | 95 |
| Avg Bars in Winners | 36 | 37 | 36 | 98 | 97 | 100 |
| Avg Bars in Losers | 302 | 261 | 351 | 84 | 78 | 90 |
| Bars Traded | 24403 | 11706 | 12697 | 24403 | 11706 | 12697 |
| Profit Streak | 10.8622 | 86.3622 | 10.8622 | 10.8622 | 86.3622 | 10.8622 |
| Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574490 | -392808 | -576051 | -476275 | 321022 | -580773 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580306400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758933697153,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 220,
"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": [
[
-1554980.9964064907,
48513.5615476515,
-1603494.5579541428,
245202.5509807527,
2662392.604453211,
-2417190.053472461
],
[
-1554.980996,
48.513562,
-1603.494558,
245.202551,
2662.392604,
-2417.190053
],
[
-0.74669,
0.023296,
-0.769985,
0.059512,
0.159488,
0
],
[
617.343735,
617.343735,
617.343735,
617.343735,
617.343735,
617.343735
],
[
-1723731,
-85432,
-1720055,
-5504706,
-1147608,
-5359593
],
[
0.370967,
1.137869,
0.243684,
1.019091,
1.549151,
0.697684
],
[
266,
133,
133,
266,
133,
133
],
[
211,
103,
108,
133,
68,
65
],
[
55,
30,
25,
133,
65,
68
],
[
79.323308,
77.443609,
81.203008,
50,
51.12782,
48.87218
],
[
0.096698,
0.331418,
0.056408,
1.019091,
1.480806,
0.729885
],
[
19716,
18286,
19716,
2963244,
2963244,
2041779
],
[
-1380853,
-59219,
-1380853,
-1033016,
-491979,
-1033016
],
[
91,
88,
95,
91,
88,
95
],
[
36,
37,
36,
98,
97,
100
],
[
302,
261,
351,
84,
78,
90
],
[
24403,
11706,
12697,
24403,
11706,
12697
],
[
10.862235,
86.362235,
10.862235,
10.862236,
86.362236,
10.862236
],
[
2,
9,
1,
2,
9,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574490,
-392808,
-576051,
-476275,
321022,
-580773
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580306400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758933697153,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 8,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 220,
"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) |
|---|