| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 884196.5876 | 780189.1495 | 104007.438 | 2927320.3107 | 366764.0016 | 2560556.3091 |
| Total P&L (%) | 884.1966 | 780.1892 | 104.0074 | 2927.3203 | 366.764 | 2560.5563 |
| Avg Daily Profit (%) | 0.3738 | 0.3299 | 0.044 | 0.1443 | 0.0652 | 0.1388 |
| Buy And Hold Return (%) | 430.9322 | 430.9322 | 430.9322 | 430.9322 | 430.9322 | 430.9322 |
| Max Trade Drawdown | -135848 | -133524 | -98145 | -5642945 | -4374384 | -2388966 |
| Profit Factor | 2.3266 | 3.514 | 1.292 | 1.1648 | 1.039 | 1.3066 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
| Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
| Profitability (%) | 55 | 60 | 50 | 55 | 60 | 50 |
| Ratio Avg Win / Avg Loss | 1.9036 | 2.3427 | 1.292 | 0.953 | 0.6927 | 1.3066 |
| Largest Winning Trade | 208376 | 208376 | 57121 | 2408815 | 1631958 | 2408815 |
| Largest Losing Trade | -87533 | -28437 | -87533 | -2285179 | -1118663 | -2285179 |
| Avg Bars in Trades | 76 | 65 | 86 | 76 | 65 | 86 |
| Avg Bars in Winners | 80 | 64 | 99 | 80 | 64 | 99 |
| Avg Bars in Losers | 70 | 66 | 74 | 70 | 66 | 74 |
| Bars Traded | 9131 | 3918 | 5213 | 9131 | 3918 | 5213 |
| 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 | 301578 | -160183 | -469098 | -40058 | -618901 | -177060 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9461,
"evaluation_days": 2365.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558785600000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759228596843,
"expiration_time": 1765342728000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 67,
"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": [
[
884196.5875558216,
780189.1495215957,
104007.438034226,
2927320.310703004,
366764.0016335218,
2560556.309069481
],
[
884.196588,
780.18915,
104.007438,
2927.320311,
366.764002,
2560.556309
],
[
0.373828,
0.329855,
0.043973,
0.144286,
0.065158,
0.138818
],
[
430.932236,
430.932236,
430.932236,
430.932236,
430.932236,
430.932236
],
[
-135848,
-133524,
-98145,
-5642945,
-4374384,
-2388966
],
[
2.326618,
3.513993,
1.29202,
1.164832,
1.038985,
1.306593
],
[
120,
60,
60,
120,
60,
60
],
[
66,
36,
30,
66,
36,
30
],
[
54,
24,
30,
54,
24,
30
],
[
55,
60,
50,
55,
60,
50
],
[
1.903597,
2.342662,
1.29202,
0.953044,
0.692657,
1.306593
],
[
208376,
208376,
57121,
2408815,
1631958,
2408815
],
[
-87533,
-28437,
-87533,
-2285179,
-1118663,
-2285179
],
[
76,
65,
86,
76,
65,
86
],
[
80,
64,
99,
80,
64,
99
],
[
70,
66,
74,
70,
66,
74
],
[
9131,
3918,
5213,
9131,
3918,
5213
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301578,
-160183,
-469098,
-40058,
-618901,
-177060
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9461,
"evaluation_days": 2365.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558785600000,
"last_datapoint_time": 1759212000000,
"evaluation_time": 1759228596843,
"expiration_time": 1765342728000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 67,
"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) |
|---|