| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1812682.5756 | -16808.1172 | -1795874.4584 | -132208.8816 | -4010555.6895 | 3878346.8079 |
| Total P&L (%) | -1812.6826 | -16.8081 | -1795.8745 | -132.2089 | -4010.5557 | 3878.3468 |
| Avg Daily Profit (%) | -0.8701 | -0.0081 | -0.862 | 0 | 0 | 0.177 |
| Buy And Hold Return (%) | 538.4572 | 538.4572 | 538.4572 | 538.4572 | 538.4572 | 538.4572 |
| Max Trade Drawdown | -1865544 | -167924 | -1839963 | -6959704 | -5160592 | -2309653 |
| Profit Factor | 0.3268 | 0.9615 | 0.2041 | 0.9904 | 0.5771 | 1.9042 |
| Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
| Winning Trades | 268 | 131 | 137 | 164 | 80 | 84 |
| Losing Trades | 51 | 28 | 23 | 155 | 79 | 76 |
| Profitability (%) | 84.0125 | 82.3899 | 85.625 | 51.4107 | 50.3145 | 52.5 |
| Ratio Avg Win / Avg Loss | 0.0622 | 0.2055 | 0.0343 | 0.936 | 0.5699 | 1.7229 |
| Largest Winning Trade | 16575 | 16575 | 12188 | 1153434 | 311467 | 1153434 |
| Largest Losing Trade | -1517063 | -64951 | -1517063 | -3630251 | -3630251 | -912789 |
| Avg Bars in Trades | 77 | 85 | 69 | 77 | 85 | 69 |
| Avg Bars in Winners | 23 | 25 | 21 | 59 | 56 | 63 |
| Avg Bars in Losers | 360 | 367 | 353 | 96 | 115 | 75 |
| Bars Traded | 24684 | 13625 | 11059 | 24684 | 13625 | 11059 |
| Profit Streak | 60.6104 | 89.4438 | 60.6104 | 0 | 0 | 0 |
| Trades During Streak | 16 | 9 | 8 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573062 | -574483 | -574167 | -578926 | -580459 | 434271 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579161600000,
"first_datapoint_time": 1580644800000,
"last_datapoint_time": 1759226400000,
"evaluation_time": 1759228740669,
"expiration_time": 1765706400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 207,
"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": [
[
-1812682.5756232592,
-16808.117194671,
-1795874.4584285873,
-132208.8816028641,
-4010555.689543648,
3878346.8079407853
],
[
-1812.682576,
-16.808117,
-1795.874458,
-132.208882,
-4010.55569,
3878.346808
],
[
-0.870089,
-0.008068,
-0.862021,
0,
0,
0.176962
],
[
538.457218,
538.457218,
538.457218,
538.457218,
538.457218,
538.457218
],
[
-1865544,
-167924,
-1839963,
-6959704,
-5160592,
-2309653
],
[
0.326834,
0.961487,
0.20408,
0.990401,
0.57711,
1.904245
],
[
319,
159,
160,
319,
159,
160
],
[
268,
131,
137,
164,
80,
84
],
[
51,
28,
23,
155,
79,
76
],
[
84.012539,
82.389937,
85.625,
51.410658,
50.314465,
52.5
],
[
0.062196,
0.205509,
0.034262,
0.936049,
0.569897,
1.722888
],
[
16575,
16575,
12188,
1153434,
311467,
1153434
],
[
-1517063,
-64951,
-1517063,
-3630251,
-3630251,
-912789
],
[
77,
85,
69,
77,
85,
69
],
[
23,
25,
21,
59,
56,
63
],
[
360,
367,
353,
96,
115,
75
],
[
24684,
13625,
11059,
24684,
13625,
11059
],
[
60.610424,
89.443758,
60.610424,
0,
0,
0
],
[
16,
9,
8,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573062,
-574483,
-574167,
-578926,
-580459,
434271
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579161600000,
"first_datapoint_time": 1580644800000,
"last_datapoint_time": 1759226400000,
"evaluation_time": 1759228740669,
"expiration_time": 1765706400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 207,
"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) |
|---|