| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1591882.3404 | 1516875.2496 | 75007.0908 | 3182045.7252 | 3765091.8977 | -583046.1725 |
| Total P&L (%) | 1591.8823 | 1516.8753 | 75.0071 | 3182.0457 | 3765.0919 | -583.0462 |
| Avg Daily Profit (%) | 0.6749 | 0.6431 | 0.0318 | 0.1481 | 0.1551 | 0 |
| Buy And Hold Return (%) | 540.7206 | 540.7206 | 540.7206 | 540.7206 | 540.7206 | 540.7206 |
| Max Trade Drawdown | -150817 | -129355 | -83128 | -4462067 | -3658242 | -2126990 |
| Profit Factor | 3.1907 | 4.6514 | 1.241 | 1.2112 | 1.4388 | 0.9101 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
| Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
| Profitability (%) | 47.2868 | 43.75 | 50.7692 | 47.2868 | 43.75 | 50.7692 |
| Ratio Avg Win / Avg Loss | 3.5569 | 5.9803 | 1.2034 | 1.3502 | 1.8499 | 0.8825 |
| Largest Winning Trade | 1121864 | 1121864 | 36728 | 4986221 | 4986221 | 884455 |
| Largest Losing Trade | -46316 | -35712 | -46316 | -1682354 | -1466411 | -1682354 |
| Avg Bars in Trades | 105 | 152 | 58 | 105 | 152 | 58 |
| Avg Bars in Winners | 130 | 211 | 61 | 130 | 211 | 61 |
| Avg Bars in Losers | 83 | 107 | 55 | 83 | 107 | 55 |
| Bars Traded | 13592 | 9789 | 3803 | 13592 | 9789 | 3803 |
| 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 | 515537 | -125808 | -448044 | 114259 | -132216 | -712358 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558180800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758846763837,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 232,
"offset": 0,
"std": 1.68253
}
}
}
{
"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": [
[
1591882.3403811436,
1516875.2495871612,
75007.0907939821,
3182045.725159543,
3765091.897665911,
-583046.1725063676
],
[
1591.88234,
1516.87525,
75.007091,
3182.045725,
3765.091898,
-583.046173
],
[
0.674861,
0.643063,
0.031798,
0.148109,
0.155052,
0
],
[
540.720598,
540.720598,
540.720598,
540.720598,
540.720598,
540.720598
],
[
-150817,
-129355,
-83128,
-4462067,
-3658242,
-2126990
],
[
3.19073,
4.651376,
1.241011,
1.211238,
1.438836,
0.91008
],
[
129,
64,
65,
129,
64,
65
],
[
61,
28,
33,
61,
28,
33
],
[
68,
36,
32,
68,
36,
32
],
[
47.286822,
43.75,
50.769231,
47.286822,
43.75,
50.769231
],
[
3.556879,
5.98034,
1.203404,
1.350233,
1.849932,
0.882502
],
[
1121864,
1121864,
36728,
4986221,
4986221,
884455
],
[
-46316,
-35712,
-46316,
-1682354,
-1466411,
-1682354
],
[
105,
152,
58,
105,
152,
58
],
[
130,
211,
61,
130,
211,
61
],
[
83,
107,
55,
83,
107,
55
],
[
13592,
9789,
3803,
13592,
9789,
3803
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
515537,
-125808,
-448044,
114259,
-132216,
-712358
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558180800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758846763837,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 232,
"offset": 0,
"std": 1.68253
}
}
}
| # | 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) |
|---|