| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1447742.8734 | 1403889.0407 | 43853.8327 | 2806092.4986 | 1201817.5771 | 1604274.9215 |
| Total P&L (%) | 1447.7429 | 1403.889 | 43.8538 | 2806.0925 | 1201.8176 | 1604.2749 |
| Avg Daily Profit (%) | 0.6138 | 0.5952 | 0.0186 | 0.1429 | 0.1089 | 0.1203 |
| Buy And Hold Return (%) | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 | 592.1876 |
| Max Trade Drawdown | -112282 | -104044 | -62102 | -2455373 | -1528827 | -1181260 |
| Profit Factor | 3.7573 | 6.627 | 1.1591 | 1.3776 | 1.31 | 1.4514 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 36.0656 | 35.4839 | 36.6667 | 36.0656 | 35.4839 | 36.6667 |
| Ratio Avg Win / Avg Loss | 6.6606 | 12.0491 | 2.0021 | 2.4421 | 2.3818 | 2.5069 |
| Largest Winning Trade | 1054645 | 1054645 | 68846 | 1920176 | 1603291 | 1920176 |
| Largest Losing Trade | -38058 | -31024 | -38058 | -924421 | -924421 | -821910 |
| Avg Bars in Trades | 227 | 219 | 236 | 227 | 219 | 236 |
| Avg Bars in Winners | 412 | 389 | 435 | 412 | 389 | 435 |
| Avg Bars in Losers | 123 | 126 | 120 | 123 | 126 | 120 |
| Bars Traded | 13896 | 6812 | 7084 | 13896 | 6812 | 7084 |
| 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 | -157162 | 354265 | -383395 | -173390 | -58368 | -38485 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557993600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759022631120,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 216,
"offset": 0,
"a": 0.64924
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 92,
"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": [
[
1447742.8733714647,
1403889.0407042583,
43853.832667206,
2806092.4985636994,
1201817.5770977002,
1604274.921465999
],
[
1447.742873,
1403.889041,
43.853833,
2806.092499,
1201.817577,
1604.274921
],
[
0.613755,
0.595163,
0.018591,
0.142944,
0.108857,
0.12029
],
[
592.187643,
592.187643,
592.187643,
592.187643,
592.187643,
592.187643
],
[
-112282,
-104044,
-62102,
-2455373,
-1528827,
-1181260
],
[
3.757259,
6.627005,
1.159136,
1.377596,
1.30997,
1.451368
],
[
61,
31,
30,
61,
31,
30
],
[
22,
11,
11,
22,
11,
11
],
[
39,
20,
19,
39,
20,
19
],
[
36.065574,
35.483871,
36.666667,
36.065574,
35.483871,
36.666667
],
[
6.660596,
12.049099,
2.002144,
2.442103,
2.381763,
2.506908
],
[
1054645,
1054645,
68846,
1920176,
1603291,
1920176
],
[
-38058,
-31024,
-38058,
-924421,
-924421,
-821910
],
[
227,
219,
236,
227,
219,
236
],
[
412,
389,
435,
412,
389,
435
],
[
123,
126,
120,
123,
126,
120
],
[
13896,
6812,
7084,
13896,
6812,
7084
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157162,
354265,
-383395,
-173390,
-58368,
-38485
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1557993600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759022631120,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 216,
"offset": 0,
"a": 0.64924
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 92,
"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) |
|---|