| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1979698.0564 | 1987489.5838 | -7791.5274 | 427616.9754 | 741519.4601 | -313902.4847 |
| Total P&L (%) | 1979.6981 | 1987.4896 | -7.7915 | 427.617 | 741.5195 | -313.9025 |
| Avg Daily Profit (%) | 0.8358 | 0.8391 | -0.0033 | 0.0702 | 0.09 | 0 |
| Buy And Hold Return (%) | 632.784 | 632.784 | 632.784 | 632.784 | 632.784 | 632.784 |
| Max Trade Drawdown | -150548 | -154506 | -129945 | -2225114 | -1650541 | -694558 |
| Profit Factor | 3.9906 | 7.1564 | 0.977 | 1.1093 | 1.3373 | 0.8168 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 41.5584 | 38.4615 | 44.7368 | 41.5584 | 38.4615 | 44.7368 |
| Ratio Avg Win / Avg Loss | 5.6118 | 11.4502 | 1.2069 | 1.56 | 2.1397 | 1.009 |
| Largest Winning Trade | 1827620 | 1827620 | 62716 | 2184789 | 2184789 | 302185 |
| Largest Losing Trade | -50705 | -43113 | -50705 | -1052555 | -1052555 | -632889 |
| Avg Bars in Trades | 180 | 160 | 200 | 180 | 160 | 200 |
| Avg Bars in Winners | 238 | 248 | 228 | 238 | 248 | 228 |
| Avg Bars in Losers | 139 | 105 | 178 | 139 | 105 | 178 |
| Bars Traded | 13879 | 6251 | 7628 | 13879 | 6251 | 7628 |
| 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 | -32305 | 513927 | -581145 | -413656 | -187787 | -581145 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14211,
"evaluation_days": 2368.5,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557864000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759554946180,
"expiration_time": 1765689552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 209,
"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": [
[
1979698.0563955468,
1987489.5838000206,
-7791.5274044749,
427616.975356627,
741519.460057521,
-313902.4847008946
],
[
1979.698056,
1987.489584,
-7.791527,
427.616975,
741.51946,
-313.902485
],
[
0.835845,
0.839134,
-0.00329,
0.070246,
0.089972,
0
],
[
632.783991,
632.783991,
632.783991,
632.783991,
632.783991,
632.783991
],
[
-150548,
-154506,
-129945,
-2225114,
-1650541,
-694558
],
[
3.990612,
7.15636,
0.977025,
1.109312,
1.337324,
0.816822
],
[
77,
39,
38,
77,
39,
38
],
[
32,
15,
17,
32,
15,
17
],
[
45,
24,
21,
45,
24,
21
],
[
41.558442,
38.461538,
44.736842,
41.558442,
38.461538,
44.736842
],
[
5.611798,
11.450176,
1.206914,
1.55997,
2.139718,
1.009015
],
[
1827620,
1827620,
62716,
2184789,
2184789,
302185
],
[
-50705,
-43113,
-50705,
-1052555,
-1052555,
-632889
],
[
180,
160,
200,
180,
160,
200
],
[
238,
248,
228,
238,
248,
228
],
[
139,
105,
178,
139,
105,
178
],
[
13879,
6251,
7628,
13879,
6251,
7628
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-32305,
513927,
-581145,
-413656,
-187787,
-581145
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14211,
"evaluation_days": 2368.5,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557864000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759554946180,
"expiration_time": 1765689552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 209,
"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) |
|---|