| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1511722.1729 | -33375.2067 | -1478346.9662 | 128343.5283 | -12151159.2208 | 12279502.7491 |
| Total P&L (%) | -1511.7222 | -33.3752 | -1478.347 | 128.3435 | -12151.1592 | 12279.5027 |
| Avg Daily Profit (%) | -0.6389 | -0.0141 | -0.6248 | 0.0349 | 0 | 0.2038 |
| Buy And Hold Return (%) | 493.0031 | 493.0031 | 493.0031 | 493.0031 | 493.0031 | 493.0031 |
| Max Trade Drawdown | -1607102 | -156444 | -1553735 | -23892513 | -22067339 | -6844460 |
| Profit Factor | 0.2601 | 0.8894 | 0.1511 | 1.0038 | 0.5346 | 2.5131 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 73 | 35 | 38 | 73 | 34 | 39 |
| Losing Trades | 25 | 14 | 11 | 25 | 15 | 10 |
| Profitability (%) | 74.4898 | 71.4286 | 77.551 | 74.4898 | 69.3878 | 79.5918 |
| Ratio Avg Win / Avg Loss | 0.0891 | 0.3558 | 0.0437 | 0.3438 | 0.2358 | 0.6444 |
| Largest Winning Trade | 35698 | 35698 | 15661 | 5211238 | 3018900 | 5211238 |
| Largest Losing Trade | -1001388 | -52571 | -1001388 | -9883922 | -9883922 | -4029777 |
| Avg Bars in Trades | 92 | 105 | 80 | 92 | 105 | 80 |
| Avg Bars in Winners | 24 | 25 | 22 | 33 | 26 | 39 |
| Avg Bars in Losers | 293 | 304 | 280 | 266 | 283 | 239 |
| Bars Traded | 9109 | 5156 | 3953 | 9109 | 5156 | 3953 |
| Profit Streak | 14.7935 | 81.5435 | 14.7935 | 14.7935 | 81.5435 | 14.7935 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575991 | -576491 | -576521 | -525333 | -576755 | 525741 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9465,
"evaluation_days": 2366.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558742400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759323756468,
"expiration_time": 1765431720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 180,
"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": [
[
-1511722.172890786,
-33375.2066614106,
-1478346.966229376,
128343.5283226783,
-12151159.22080753,
12279502.749130197
],
[
-1511.722173,
-33.375207,
-1478.346966,
128.343528,
-12151.159221,
12279.502749
],
[
-0.638868,
-0.014105,
-0.624764,
0.0349,
0,
0.203847
],
[
493.00306,
493.00306,
493.00306,
493.00306,
493.00306,
493.00306
],
[
-1607102,
-156444,
-1553735,
-23892513,
-22067339,
-6844460
],
[
0.260129,
0.889411,
0.151072,
1.00375,
0.53455,
2.513144
],
[
98,
49,
49,
98,
49,
49
],
[
73,
35,
38,
73,
34,
39
],
[
25,
14,
11,
25,
15,
10
],
[
74.489796,
71.428571,
77.55102,
74.489796,
69.387755,
79.591837
],
[
0.089085,
0.355764,
0.043731,
0.34375,
0.235831,
0.644396
],
[
35698,
35698,
15661,
5211238,
3018900,
5211238
],
[
-1001388,
-52571,
-1001388,
-9883922,
-9883922,
-4029777
],
[
92,
105,
80,
92,
105,
80
],
[
24,
25,
22,
33,
26,
39
],
[
293,
304,
280,
266,
283,
239
],
[
9109,
5156,
3953,
9109,
5156,
3953
],
[
14.793477,
81.543478,
14.793478,
14.793478,
81.543478,
14.793478
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575991,
-576491,
-576521,
-525333,
-576755,
525741
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9465,
"evaluation_days": 2366.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558742400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759323756468,
"expiration_time": 1765431720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 180,
"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) |
|---|