| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 15116156.9495 | 15139448.0867 | -23291.1371 | 393513.3688 | 1247243.2538 | -853729.885 |
| Total P&L (%) | 15116.157 | 15139.4481 | -23.2911 | 393.5134 | 1247.2433 | -853.7299 |
| Avg Daily Profit (%) | 6.4083 | 6.4182 | -0.0099 | 0.0677 | 0.1103 | 0 |
| Buy And Hold Return (%) | 606.5217 | 606.5217 | 606.5217 | 606.5217 | 606.5217 | 606.5217 |
| Max Trade Drawdown | -231790 | -216387 | -27624 | -9211057 | -8642603 | -1137280 |
| Profit Factor | 27.9195 | 32.8701 | 0.7307 | 1.0292 | 1.1067 | 0.5213 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
| Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
| Profitability (%) | 28.3951 | 30 | 26.8293 | 28.3951 | 30 | 26.8293 |
| Ratio Avg Win / Avg Loss | 70.4058 | 76.6969 | 1.9929 | 2.5954 | 2.5822 | 1.4216 |
| Largest Winning Trade | 15253876 | 15253876 | 22455 | 9627993 | 9627993 | 452287 |
| Largest Losing Trade | -54587 | -54587 | -13566 | -2889899 | -2889899 | -351058 |
| Avg Bars in Trades | 173 | 348 | 2 | 173 | 348 | 2 |
| Avg Bars in Winners | 376 | 716 | 4 | 376 | 716 | 4 |
| Avg Bars in Losers | 93 | 190 | 2 | 93 | 190 | 2 |
| Bars Traded | 14057 | 13935 | 122 | 14057 | 13935 | 122 |
| Profit Streak | 0 | 118.2621 | 0 | 0 | 118.2621 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -6656 | 622323 | -599439 | -486741 | -161085 | -600550 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1556064000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867444153,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 190,
"offset": 0,
"std": 3.00416
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
15116156.949535612,
15139448.086682234,
-23291.137146623,
393513.3688252316,
1247243.2538259348,
-853729.8850007036
],
[
15116.15695,
15139.448087,
-23.291137,
393.513369,
1247.243254,
-853.729885
],
[
6.408328,
6.418202,
-0.009874,
0.0677,
0.110312,
0
],
[
606.521739,
606.521739,
606.521739,
606.521739,
606.521739,
606.521739
],
[
-231790,
-216387,
-27624,
-9211057,
-8642603,
-1137280
],
[
27.919546,
32.870112,
0.730723,
1.029201,
1.106669,
0.521262
],
[
81,
40,
41,
81,
40,
41
],
[
23,
12,
11,
23,
12,
11
],
[
58,
28,
30,
58,
28,
30
],
[
28.395062,
30,
26.829268,
28.395062,
30,
26.829268
],
[
70.405811,
76.696928,
1.99288,
2.595377,
2.582228,
1.421623
],
[
15253876,
15253876,
22455,
9627993,
9627993,
452287
],
[
-54587,
-54587,
-13566,
-2889899,
-2889899,
-351058
],
[
173,
348,
2,
173,
348,
2
],
[
376,
716,
4,
376,
716,
4
],
[
93,
190,
2,
93,
190,
2
],
[
14057,
13935,
122,
14057,
13935,
122
],
[
0,
118.262085,
0,
0,
118.262085,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-6656,
622323,
-599439,
-486741,
-161085,
-600550
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1556064000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758867444153,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 190,
"offset": 0,
"std": 3.00416
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|