| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2020398.5464 | 1957948.9107 | 62449.6357 | 2994258.6563 | -826842.7974 | 3821101.4537 |
| Total P&L (%) | 2020.3985 | 1957.9489 | 62.4496 | 2994.2587 | -826.8428 | 3821.1015 |
| Avg Daily Profit (%) | 0.8538 | 0.8274 | 0.0264 | 0.1452 | 0 | 0.1552 |
| Buy And Hold Return (%) | 378.4975 | 378.4975 | 378.4975 | 378.4975 | 378.4975 | 378.4975 |
| Max Trade Drawdown | -148397 | -149518 | -74554 | -10160117 | -12308037 | -4755672 |
| Profit Factor | 4.4264 | 6.7797 | 1.2489 | 1.0872 | 0.9632 | 1.323 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
| Profitability (%) | 36.8421 | 34.2105 | 39.4737 | 36.8421 | 34.2105 | 39.4737 |
| Ratio Avg Win / Avg Loss | 7.5881 | 13.038 | 1.915 | 1.8638 | 1.8524 | 2.0286 |
| Largest Winning Trade | 1662846 | 1662846 | 66117 | 9473486 | 9473486 | 3175364 |
| Largest Losing Trade | -28390 | -26132 | -28390 | -2913441 | -2913441 | -2902928 |
| Avg Bars in Trades | 120 | 112 | 128 | 120 | 112 | 128 |
| Avg Bars in Winners | 211 | 207 | 214 | 211 | 207 | 214 |
| Avg Bars in Losers | 67 | 62 | 72 | 67 | 62 | 72 |
| Bars Traded | 9149 | 4267 | 4882 | 9149 | 4267 | 4882 |
| 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 | -39415 | 517417 | -326592 | -181211 | -584127 | 176742 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9465,
"evaluation_days": 2366.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559152800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759315451583,
"expiration_time": 1765431720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 74,
"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": [
[
2020398.5463920268,
1957948.9107138102,
62449.6356782156,
2994258.656294818,
-826842.7973726874,
3821101.4536675056
],
[
2020.398546,
1957.948911,
62.449636,
2994.258656,
-826.842797,
3821.101454
],
[
0.85384,
0.827448,
0.026392,
0.145151,
0,
0.155174
],
[
378.497478,
378.497478,
378.497478,
378.497478,
378.497478,
378.497478
],
[
-148397,
-149518,
-74554,
-10160117,
-12308037,
-4755672
],
[
4.42637,
6.779743,
1.248901,
1.087231,
0.963243,
1.322988
],
[
76,
38,
38,
76,
38,
38
],
[
28,
13,
15,
28,
13,
15
],
[
48,
25,
23,
48,
25,
23
],
[
36.842105,
34.210526,
39.473684,
36.842105,
34.210526,
39.473684
],
[
7.588062,
13.037967,
1.914982,
1.863825,
1.852391,
2.028581
],
[
1662846,
1662846,
66117,
9473486,
9473486,
3175364
],
[
-28390,
-26132,
-28390,
-2913441,
-2913441,
-2902928
],
[
120,
112,
128,
120,
112,
128
],
[
211,
207,
214,
211,
207,
214
],
[
67,
62,
72,
67,
62,
72
],
[
9149,
4267,
4882,
9149,
4267,
4882
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-39415,
517417,
-326592,
-181211,
-584127,
176742
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9465,
"evaluation_days": 2366.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559152800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759315451583,
"expiration_time": 1765431720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 74,
"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) |
|---|