| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1565979.8645 | 1705866.857 | -139886.9925 | -84600.0113 | 43853.7879 | -128453.7993 |
| Total P&L (%) | 1565.9799 | 1705.8669 | -139.887 | -84.6 | 43.8538 | -128.4538 |
| Avg Daily Profit (%) | 0.661 | 0.72 | -0.059 | -0.0789 | 0.0153 | 0 |
| Buy And Hold Return (%) | 462.1458 | 462.1458 | 462.1458 | 462.1458 | 462.1458 | 462.1458 |
| Max Trade Drawdown | -302664 | -223817 | -197724 | -573405 | -327578 | -252212 |
| Profit Factor | 3.0256 | 5.344 | 0.6323 | 0.8888 | 1.1069 | 0.6337 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
| Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
| Ratio Avg Win / Avg Loss | 4.2863 | 7.5707 | 0.8957 | 1.2592 | 1.5681 | 0.8977 |
| Largest Winning Trade | 1581011 | 1581011 | 65093 | 399921 | 399921 | 159362 |
| Largest Losing Trade | -89078 | -43586 | -89078 | -125153 | -125153 | -113444 |
| Avg Bars in Trades | 156 | 158 | 154 | 156 | 158 | 154 |
| Avg Bars in Winners | 204 | 211 | 197 | 204 | 211 | 197 |
| Avg Bars in Losers | 122 | 121 | 124 | 122 | 121 | 124 |
| Bars Traded | 9088 | 4605 | 4483 | 9088 | 4605 | 4483 |
| Profit Streak | 0 | 0 | 75.099 | 0 | 0 | 75.099 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167861 | 526506 | -583627 | -761963 | -443363 | -583627 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9477,
"evaluation_days": 2369.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559865600000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759566151274,
"expiration_time": 1765698696000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 94,
"offset": 25
}
}
} {
"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": [
[
1565979.8644875232,
1705866.8569562868,
-139886.9924687634,
-84600.0113486893,
43853.7879344995,
-128453.7992831887
],
[
1565.979864,
1705.866857,
-139.886992,
-84.600011,
43.853788,
-128.453799
],
[
0.66096,
0.720003,
-0.059043,
-0.078931,
0.015349,
0
],
[
462.145825,
462.145825,
462.145825,
462.145825,
462.145825,
462.145825
],
[
-302664,
-223817,
-197724,
-573405,
-327578,
-252212
],
[
3.02564,
5.344043,
0.632252,
0.88882,
1.10689,
0.633675
],
[
58,
29,
29,
58,
29,
29
],
[
24,
12,
12,
24,
12,
12
],
[
34,
17,
17,
34,
17,
17
],
[
41.37931,
41.37931,
41.37931,
41.37931,
41.37931,
41.37931
],
[
4.286324,
7.570728,
0.89569,
1.259161,
1.568094,
0.897707
],
[
1581011,
1581011,
65093,
399921,
399921,
159362
],
[
-89078,
-43586,
-89078,
-125153,
-125153,
-113444
],
[
156,
158,
154,
156,
158,
154
],
[
204,
211,
197,
204,
211,
197
],
[
122,
121,
124,
122,
121,
124
],
[
9088,
4605,
4483,
9088,
4605,
4483
],
[
0,
0,
75.098973,
0,
0,
75.098973
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167861,
526506,
-583627,
-761963,
-443363,
-583627
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9477,
"evaluation_days": 2369.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559865600000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759566151274,
"expiration_time": 1765698696000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 94,
"offset": 25
}
}
}
| # | 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) |
|---|