| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 940808.1735 | 886720.4035 | 54087.77 | 1714264.0534 | 1851616.502 | -137352.4486 |
| Total P&L (%) | 940.8082 | 886.7204 | 54.0878 | 1714.2641 | 1851.6165 | -137.3524 |
| Avg Daily Profit (%) | 0.3968 | 0.3739 | 0.0228 | 0.1223 | 0.1254 | 0 |
| Buy And Hold Return (%) | 519.0358 | 519.0358 | 519.0358 | 519.0358 | 519.0358 | 519.0358 |
| Max Trade Drawdown | -105765 | -101283 | -123002 | -2840725 | -2705553 | -2393518 |
| Profit Factor | 2.4616 | 3.9434 | 1.158 | 1.1313 | 1.2475 | 0.9753 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 56.338 | 55.5556 | 57.1429 | 56.338 | 55.5556 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.9078 | 3.1547 | 0.8685 | 0.8768 | 0.998 | 0.7315 |
| Largest Winning Trade | 288560 | 288560 | 60138 | 2167747 | 2167747 | 884518 |
| Largest Losing Trade | -54657 | -43319 | -54657 | -1489646 | -1489646 | -1150751 |
| Avg Bars in Trades | 128 | 140 | 116 | 128 | 140 | 116 |
| Avg Bars in Winners | 144 | 150 | 139 | 144 | 150 | 139 |
| Avg Bars in Losers | 107 | 126 | 86 | 107 | 126 | 86 |
| Bars Traded | 9131 | 5046 | 4085 | 9131 | 5046 | 4085 |
| 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 | -83905 | 303470 | -375696 | -200063 | -29007 | -579861 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9485,
"evaluation_days": 2371.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559649600000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759741403268,
"expiration_time": 1765876680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 222,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 222,
"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": [
[
940808.1735319877,
886720.4034969349,
54087.7700350528,
1714264.053350999,
1851616.5019803531,
-137352.4486293551
],
[
940.808174,
886.720403,
54.08777,
1714.264053,
1851.616502,
-137.352449
],
[
0.396756,
0.373946,
0.02281,
0.1223,
0.125381,
0
],
[
519.035765,
519.035765,
519.035765,
519.035765,
519.035765,
519.035765
],
[
-105765,
-101283,
-123002,
-2840725,
-2705553,
-2393518
],
[
2.461614,
3.943424,
1.157956,
1.13134,
1.2475,
0.975344
],
[
71,
36,
35,
71,
36,
35
],
[
40,
20,
20,
40,
20,
20
],
[
31,
16,
15,
31,
16,
15
],
[
56.338028,
55.555556,
57.142857,
56.338028,
55.555556,
57.142857
],
[
1.907751,
3.15474,
0.868467,
0.876788,
0.998,
0.731508
],
[
288560,
288560,
60138,
2167747,
2167747,
884518
],
[
-54657,
-43319,
-54657,
-1489646,
-1489646,
-1150751
],
[
128,
140,
116,
128,
140,
116
],
[
144,
150,
139,
144,
150,
139
],
[
107,
126,
86,
107,
126,
86
],
[
9131,
5046,
4085,
9131,
5046,
4085
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-83905,
303470,
-375696,
-200063,
-29007,
-579861
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9485,
"evaluation_days": 2371.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559649600000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759741403268,
"expiration_time": 1765876680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 222,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 222,
"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) |
|---|