| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 184871.1411 | 142621.9708 | 42249.1704 | 81919.9554 | -11574.3305 | 93494.2858 |
| Total P&L (%) | 184.8711 | 142.622 | 42.2492 | 81.92 | -11.5743 | 93.4943 |
| Avg Daily Profit (%) | 0.1775 | 0.1369 | 0.0406 | 0.0575 | -0.0118 | 0.0634 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115011 | -56374 | -64441 | -229927 | -141591 | -128454 |
| Profit Factor | 1.3779 | 1.61 | 1.1654 | 1.0891 | 0.9751 | 1.2059 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 54.6296 | 55.5556 | 53.7037 | 54.6296 | 55.5556 | 53.7037 |
| Ratio Avg Win / Avg Loss | 1.1444 | 1.288 | 1.0047 | 0.9045 | 0.7801 | 1.0396 |
| Largest Winning Trade | 75954 | 75954 | 35074 | 90661 | 89864 | 90661 |
| Largest Losing Trade | -27363 | -27363 | -25944 | -73618 | -73618 | -73142 |
| Avg Bars in Trades | 229 | 195 | 262 | 229 | 195 | 262 |
| Avg Bars in Winners | 189 | 153 | 226 | 189 | 153 | 226 |
| Avg Bars in Losers | 277 | 248 | 304 | 277 | 248 | 304 |
| Bars Traded | 24745 | 10569 | 14176 | 24745 | 10569 | 14176 |
| 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 | 319531 | -187648 | -358876 | -239467 | -760113 | -288356 |
{
"trading_pair": "THETA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669197600000,
"first_datapoint_time": 1670050800000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759200025048,
"expiration_time": 1765677600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 180,
"offset": 0,
"a": 0.69922
}
}
} {
"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": [
[
184871.1411362221,
142621.9707805435,
42249.1703556786,
81919.9553512918,
-11574.3304654341,
93494.285816726
],
[
184.871141,
142.621971,
42.24917,
81.919955,
-11.57433,
93.494286
],
[
0.177476,
0.136917,
0.040559,
0.057462,
-0.011808,
0.063387
],
[
10,
10,
10,
10,
10,
10
],
[
-115011,
-56374,
-64441,
-229927,
-141591,
-128454
],
[
1.37792,
1.610031,
1.165433,
1.089118,
0.975118,
1.205903
],
[
108,
54,
54,
108,
54,
54
],
[
59,
30,
29,
59,
30,
29
],
[
49,
24,
25,
49,
24,
25
],
[
54.62963,
55.555556,
53.703704,
54.62963,
55.555556,
53.703704
],
[
1.144375,
1.288025,
1.004684,
0.904522,
0.780094,
1.039572
],
[
75954,
75954,
35074,
90661,
89864,
90661
],
[
-27363,
-27363,
-25944,
-73618,
-73618,
-73142
],
[
229,
195,
262,
229,
195,
262
],
[
189,
153,
226,
189,
153,
226
],
[
277,
248,
304,
277,
248,
304
],
[
24745,
10569,
14176,
24745,
10569,
14176
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319531,
-187648,
-358876,
-239467,
-760113,
-288356
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669197600000,
"first_datapoint_time": 1670050800000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759200025048,
"expiration_time": 1765677600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 180,
"offset": 0,
"a": 0.69922
}
}
}
| # | 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) |
|---|