| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1326992.4874 | 1371296.688 | -44304.2006 | 144867.1665 | 2821160.6627 | -2676293.4962 |
| Total P&L (%) | 1326.9925 | 1371.2967 | -44.3042 | 144.8672 | 2821.1607 | -2676.2935 |
| Avg Daily Profit (%) | 0.559 | 0.5776 | -0.0187 | 0.0377 | 0.1422 | 0 |
| Buy And Hold Return (%) | 605.9849 | 605.9849 | 605.9849 | 605.9849 | 605.9849 | 605.9849 |
| Max Trade Drawdown | -200232 | -189672 | -88860 | -7213555 | -4749500 | -2809112 |
| Profit Factor | 2.6982 | 4.3943 | 0.8826 | 1.0108 | 1.4025 | 0.5799 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 43.1193 | 38.1818 | 48.1481 | 43.1193 | 38.1818 | 48.1481 |
| Ratio Avg Win / Avg Loss | 3.5594 | 7.1146 | 0.9505 | 1.3334 | 2.2707 | 0.6245 |
| Largest Winning Trade | 1129230 | 1129230 | 46779 | 6836257 | 6836257 | 766727 |
| Largest Losing Trade | -55742 | -40090 | -55742 | -2360591 | -1617683 | -2360591 |
| Avg Bars in Trades | 42 | 56 | 27 | 42 | 56 | 27 |
| Avg Bars in Winners | 59 | 94 | 31 | 59 | 94 | 31 |
| Avg Bars in Losers | 29 | 33 | 24 | 29 | 33 | 24 |
| Bars Traded | 4626 | 3130 | 1496 | 4626 | 3130 | 1496 |
| Profit Streak | 93.1434 | 109.1434 | 0 | 93.1434 | 109.1434 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316911 | -170609 | -761275 | -518721 | -186633 | -761275 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4748,
"evaluation_days": 2374,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558569600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759937190132,
"expiration_time": 1766078208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 87,
"offset": 0,
"std": 1.78935
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 28,
"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": [
[
1326992.4874463528,
1371296.688013433,
-44304.200567081,
144867.1664990587,
2821160.6627485533,
-2676293.496249495
],
[
1326.992487,
1371.296688,
-44.304201,
144.867166,
2821.160663,
-2676.293496
],
[
0.558969,
0.577631,
-0.018662,
0.03773,
0.142248,
0
],
[
605.984893,
605.984893,
605.984893,
605.984893,
605.984893,
605.984893
],
[
-200232,
-189672,
-88860,
-7213555,
-4749500,
-2809112
],
[
2.698248,
4.394284,
0.882603,
1.010827,
1.402472,
0.579928
],
[
109,
55,
54,
109,
55,
54
],
[
47,
21,
26,
47,
21,
26
],
[
62,
34,
28,
62,
34,
28
],
[
43.119266,
38.181818,
48.148148,
43.119266,
38.181818,
48.148148
],
[
3.559391,
7.114556,
0.950495,
1.333431,
2.270669,
0.624538
],
[
1129230,
1129230,
46779,
6836257,
6836257,
766727
],
[
-55742,
-40090,
-55742,
-2360591,
-1617683,
-2360591
],
[
42,
56,
27,
42,
56,
27
],
[
59,
94,
31,
59,
94,
31
],
[
29,
33,
24,
29,
33,
24
],
[
4626,
3130,
1496,
4626,
3130,
1496
],
[
93.143404,
109.143404,
0,
93.143404,
109.143404,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316911,
-170609,
-761275,
-518721,
-186633,
-761275
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4748,
"evaluation_days": 2374,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558569600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759937190132,
"expiration_time": 1766078208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 87,
"offset": 0,
"std": 1.78935
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 28,
"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) |
|---|