| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1705619.0187 | 1780959.5729 | -75340.5543 | 110946.3425 | 854974.6615 | -744028.3191 |
| Total P&L (%) | 1705.619 | 1780.9596 | -75.3406 | 110.9463 | 854.9747 | -744.0283 |
| Avg Daily Profit (%) | 0.7231 | 0.755 | -0.0319 | 0.0316 | 0.0957 | 0 |
| Buy And Hold Return (%) | 750.5358 | 750.5358 | 750.5358 | 750.5358 | 750.5358 | 750.5358 |
| Max Trade Drawdown | -204262 | -159560 | -119204 | -4549138 | -3747826 | -1732001 |
| Profit Factor | 2.4614 | 3.8835 | 0.8629 | 1.0072 | 1.1007 | 0.8933 |
| Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
| Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
| Losing Trades | 165 | 84 | 81 | 165 | 84 | 81 |
| Profitability (%) | 44.0678 | 43.2432 | 44.898 | 44.0678 | 43.2432 | 44.898 |
| Ratio Avg Win / Avg Loss | 3.1241 | 5.0971 | 1.059 | 1.2783 | 1.4447 | 1.0963 |
| Largest Winning Trade | 1595661 | 1595661 | 65188 | 3775243 | 3775243 | 809688 |
| Largest Losing Trade | -32911 | -32911 | -29132 | -1040533 | -925308 | -1040533 |
| Avg Bars in Trades | 47 | 43 | 50 | 47 | 43 | 50 |
| Avg Bars in Winners | 67 | 64 | 69 | 67 | 64 | 69 |
| Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
| Bars Traded | 13923 | 6428 | 7494 | 13923 | 6428 | 7494 |
| 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 | 409071 | 452338 | -581260 | -529784 | -299819 | -581260 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1556971200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758801676712,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 147,
"offset": 0,
"a": 0.34475
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 83,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1705619.018650546,
1780959.5729040913,
-75340.5542535447,
110946.3424774146,
854974.6615412385,
-744028.3190638223
],
[
1705.619019,
1780.959573,
-75.340554,
110.946342,
854.974662,
-744.028319
],
[
0.723078,
0.755018,
-0.03194,
0.031649,
0.095708,
0
],
[
750.535815,
750.535815,
750.535815,
750.535815,
750.535815,
750.535815
],
[
-204262,
-159560,
-119204,
-4549138,
-3747826,
-1732001
],
[
2.461402,
3.883541,
0.862888,
1.007175,
1.100693,
0.893295
],
[
295,
148,
147,
295,
148,
147
],
[
130,
64,
66,
130,
64,
66
],
[
165,
84,
81,
165,
84,
81
],
[
44.067797,
43.243243,
44.897959,
44.067797,
43.243243,
44.897959
],
[
3.124087,
5.097147,
1.058999,
1.278337,
1.44466,
1.096316
],
[
1595661,
1595661,
65188,
3775243,
3775243,
809688
],
[
-32911,
-32911,
-29132,
-1040533,
-925308,
-1040533
],
[
47,
43,
50,
47,
43,
50
],
[
67,
64,
69,
67,
64,
69
],
[
31,
27,
35,
31,
27,
35
],
[
13923,
6428,
7494,
13923,
6428,
7494
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409071,
452338,
-581260,
-529784,
-299819,
-581260
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14153,
"evaluation_days": 2358.83,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1556971200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758801676712,
"expiration_time": 1764829296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 147,
"offset": 0,
"a": 0.34475
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 83,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|