| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1581394.1156 | 1559046.829 | 22347.2866 | 1191028.3655 | 365541.3751 | 825486.9904 |
| Total P&L (%) | 1581.3941 | 1559.0468 | 22.3473 | 1191.0284 | 365.5414 | 825.487 |
| Avg Daily Profit (%) | 0.6701 | 0.6606 | 0.0095 | 0.1085 | 0.0652 | 0.0943 |
| Buy And Hold Return (%) | 478.487 | 478.487 | 478.487 | 478.487 | 478.487 | 478.487 |
| Max Trade Drawdown | -157679 | -127227 | -99806 | -3842655 | -3197587 | -1839316 |
| Profit Factor | 2.2851 | 3.2149 | 1.0424 | 1.0528 | 1.0258 | 1.0984 |
| Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
| Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Losing Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Profitability (%) | 45.3875 | 45.1852 | 45.5882 | 45.3875 | 45.1852 | 45.5882 |
| Ratio Avg Win / Avg Loss | 2.7496 | 3.9001 | 1.2442 | 1.2668 | 1.2444 | 1.3109 |
| Largest Winning Trade | 1206059 | 1206059 | 37322 | 2410095 | 2410095 | 892134 |
| Largest Losing Trade | -41462 | -41462 | -40574 | -1384573 | -1170296 | -1384573 |
| Avg Bars in Trades | 16 | 24 | 8 | 16 | 24 | 8 |
| Avg Bars in Winners | 21 | 33 | 9 | 21 | 33 | 9 |
| Avg Bars in Losers | 12 | 17 | 8 | 12 | 17 | 8 |
| Bars Traded | 4522 | 3317 | 1205 | 4522 | 3317 | 1205 |
| Profit Streak | 19.5047 | 25.0047 | 19.5047 | 19.5047 | 25.0047 | 19.5047 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 523175 | 503648 | -520887 | -212877 | -465032 | -188751 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559563200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758888404176,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.41359,
"nb": 0.1,
"nc": 0.7528
}
}
}
{
"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": [
[
1581394.1155990253,
1559046.8289901607,
22347.2866088652,
1191028.3655111166,
365541.3750748303,
825486.9904362865
],
[
1581.394116,
1559.046829,
22.347287,
1191.028366,
365.541375,
825.48699
],
[
0.670082,
0.660613,
0.009469,
0.10845,
0.065192,
0.09433
],
[
478.487034,
478.487034,
478.487034,
478.487034,
478.487034,
478.487034
],
[
-157679,
-127227,
-99806,
-3842655,
-3197587,
-1839316
],
[
2.285105,
3.214945,
1.04243,
1.052819,
1.025822,
1.098352
],
[
271,
135,
136,
271,
135,
136
],
[
123,
61,
62,
123,
61,
62
],
[
148,
74,
74,
148,
74,
74
],
[
45.387454,
45.185185,
45.588235,
45.387454,
45.185185,
45.588235
],
[
2.749557,
3.900097,
1.244191,
1.266806,
1.24444,
1.310936
],
[
1206059,
1206059,
37322,
2410095,
2410095,
892134
],
[
-41462,
-41462,
-40574,
-1384573,
-1170296,
-1384573
],
[
16,
24,
8,
16,
24,
8
],
[
21,
33,
9,
21,
33,
9
],
[
12,
17,
8,
12,
17,
8
],
[
4522,
3317,
1205,
4522,
3317,
1205
],
[
19.504678,
25.004678,
19.504678,
19.504678,
25.004678,
19.504678
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
523175,
503648,
-520887,
-212877,
-465032,
-188751
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1559563200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758888404176,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.41359,
"nb": 0.1,
"nc": 0.7528
}
}
}
| # | 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) |
|---|