| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1508202.675 | 1527959.3958 | -19756.7208 | 327792.2216 | 3762513.9859 | -3434721.7643 |
| Total P&L (%) | 1508.2027 | 1527.9594 | -19.7567 | 327.7922 | 3762.514 | -3434.7218 |
| Avg Daily Profit (%) | 0.6394 | 0.6478 | -0.0084 | 0.0616 | 0.155 | 0 |
| Buy And Hold Return (%) | 545.8244 | 545.8244 | 545.8244 | 545.8244 | 545.8244 | 545.8244 |
| Max Trade Drawdown | -251993 | -180640 | -164828 | -5151761 | -1874455 | -3614506 |
| Profit Factor | 2.604 | 4.985 | 0.9645 | 1.0386 | 2.4034 | 0.4088 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
| Profitability (%) | 36.6906 | 34.7826 | 38.5714 | 36.6906 | 34.7826 | 38.5714 |
| Ratio Avg Win / Avg Loss | 4.4932 | 9.3469 | 1.5361 | 1.7921 | 4.5065 | 0.651 |
| Largest Winning Trade | 1183350 | 1183350 | 58874 | 4845618 | 4845618 | 764005 |
| Largest Losing Trade | -68034 | -29411 | -68034 | -1619951 | -472942 | -1619951 |
| Avg Bars in Trades | 98 | 98 | 97 | 98 | 98 | 97 |
| Avg Bars in Winners | 158 | 173 | 145 | 158 | 173 | 145 |
| Avg Bars in Losers | 63 | 58 | 67 | 63 | 58 | 67 |
| Bars Traded | 13658 | 6821 | 6837 | 13658 | 6821 | 6837 |
| 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 | 310665 | -91516 | -676902 | -458157 | -95715 | -679680 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558008000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758961923251,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 1.16611
}
}
} {
"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": [
[
1508202.6749984561,
1527959.395799541,
-19756.7208010849,
327792.2215868661,
3762513.9858838147,
-3434721.7642969494
],
[
1508.202675,
1527.959396,
-19.756721,
327.792222,
3762.513986,
-3434.721764
],
[
0.639386,
0.647762,
-0.008376,
0.061637,
0.155023,
0
],
[
545.824411,
545.824411,
545.824411,
545.824411,
545.824411,
545.824411
],
[
-251993,
-180640,
-164828,
-5151761,
-1874455,
-3614506
],
[
2.604025,
4.985031,
0.96452,
1.038607,
2.403448,
0.408794
],
[
139,
69,
70,
139,
69,
70
],
[
51,
24,
27,
51,
24,
27
],
[
88,
45,
43,
88,
45,
43
],
[
36.690647,
34.782609,
38.571429,
36.690647,
34.782609,
38.571429
],
[
4.49322,
9.346933,
1.536087,
1.792105,
4.506466,
0.651042
],
[
1183350,
1183350,
58874,
4845618,
4845618,
764005
],
[
-68034,
-29411,
-68034,
-1619951,
-472942,
-1619951
],
[
98,
98,
97,
98,
98,
97
],
[
158,
173,
145,
158,
173,
145
],
[
63,
58,
67,
63,
58,
67
],
[
13658,
6821,
6837,
13658,
6821,
6837
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310665,
-91516,
-676902,
-458157,
-95715,
-679680
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558008000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758961923251,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 26,
"offset": 0,
"std": 1.16611
}
}
}
| # | 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) |
|---|