| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1394929.7015 | 1410013.4641 | -15083.7627 | 615150.307 | 1043547.3951 | -428397.0881 |
| Total P&L (%) | 1394.9297 | 1410.0135 | -15.0838 | 615.1503 | 1043.5474 | -428.3971 |
| Avg Daily Profit (%) | 0.5912 | 0.5976 | -0.0064 | 0.0834 | 0.1033 | 0 |
| Buy And Hold Return (%) | 457.9812 | 457.9812 | 457.9812 | 457.9812 | 457.9812 | 457.9812 |
| Max Trade Drawdown | -136269 | -130808 | -119027 | -1687795 | -1371054 | -914389 |
| Profit Factor | 3.0762 | 5.1113 | 0.9541 | 1.1044 | 1.3515 | 0.8536 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Profitability (%) | 36.2745 | 35.2941 | 37.2549 | 36.2745 | 35.2941 | 37.2549 |
| Ratio Avg Win / Avg Loss | 5.4041 | 9.3708 | 1.607 | 1.9401 | 2.4778 | 1.4376 |
| Largest Winning Trade | 1222500 | 1222500 | 60219 | 1990093 | 1990093 | 665619 |
| Largest Losing Trade | -32937 | -32937 | -23379 | -534950 | -534950 | -495261 |
| Avg Bars in Trades | 89 | 67 | 110 | 89 | 67 | 110 |
| Avg Bars in Winners | 162 | 121 | 201 | 162 | 121 | 201 |
| Avg Bars in Losers | 47 | 38 | 56 | 47 | 38 | 56 |
| Bars Traded | 9099 | 3461 | 5637 | 9099 | 3461 | 5637 |
| Profit Streak | 6.7269 | 10.4769 | 0 | 6.7269 | 10.4769 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 353124 | -168850 | -763011 | -249174 | -243265 | -764123 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9438,
"evaluation_days": 2359.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559908800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758886000085,
"expiration_time": 1764831024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 64,
"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": [
[
1394929.701453735,
1410013.4641145316,
-15083.7626607969,
615150.306986698,
1043547.3951199839,
-428397.0881332858
],
[
1394.929701,
1410.013464,
-15.083763,
615.150307,
1043.547395,
-428.397088
],
[
0.591197,
0.59759,
-0.006393,
0.083414,
0.103326,
0
],
[
457.981203,
457.981203,
457.981203,
457.981203,
457.981203,
457.981203
],
[
-136269,
-130808,
-119027,
-1687795,
-1371054,
-914389
],
[
3.076171,
5.11132,
0.954141,
1.104366,
1.351511,
0.853561
],
[
102,
51,
51,
102,
51,
51
],
[
37,
18,
19,
37,
18,
19
],
[
65,
33,
32,
65,
33,
32
],
[
36.27451,
35.294118,
37.254902,
36.27451,
35.294118,
37.254902
],
[
5.404084,
9.370754,
1.606975,
1.940102,
2.477771,
1.437577
],
[
1222500,
1222500,
60219,
1990093,
1990093,
665619
],
[
-32937,
-32937,
-23379,
-534950,
-534950,
-495261
],
[
89,
67,
110,
89,
67,
110
],
[
162,
121,
201,
162,
121,
201
],
[
47,
38,
56,
47,
38,
56
],
[
9099,
3461,
5637,
9099,
3461,
5637
],
[
6.726853,
10.476853,
0,
6.726853,
10.476853,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353124,
-168850,
-763011,
-249174,
-243265,
-764123
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9438,
"evaluation_days": 2359.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559908800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758886000085,
"expiration_time": 1764831024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 64,
"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) |
|---|