| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 6766928.9582 | 6611982.5766 | 154946.3816 | 7620184.7733 | 2882867.6657 | 4737317.1076 |
| Total P&L (%) | 6766.929 | 6611.9826 | 154.9464 | 7620.1848 | 2882.8677 | 4737.3171 |
| Avg Daily Profit (%) | 2.8546 | 2.7893 | 0.0654 | 0.1835 | 0.1433 | 0.1638 |
| Buy And Hold Return (%) | 553.0257 | 553.0257 | 553.0257 | 553.0257 | 553.0257 | 553.0257 |
| Max Trade Drawdown | -113831 | -75601 | -88245 | -537016 | -703024 | -414161 |
| Profit Factor | 23.0646 | 37.4668 | 2.2359 | 4.0379 | 2.666 | 7.089 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
| Profitability (%) | 51.2821 | 43.5897 | 58.9744 | 51.2821 | 43.5897 | 58.9744 |
| Ratio Avg Win / Avg Loss | 21.9114 | 48.4865 | 1.5554 | 3.836 | 3.4501 | 4.9315 |
| Largest Winning Trade | 6566108 | 6566108 | 41534 | 1874575 | 1511180 | 1874575 |
| Largest Losing Trade | -83287 | -30544 | -83287 | -414161 | -273790 | -414161 |
| Avg Bars in Trades | 57 | 52 | 62 | 57 | 52 | 62 |
| Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
| Avg Bars in Losers | 12 | 14 | 8 | 12 | 14 | 8 |
| Bars Traded | 4477 | 2043 | 2434 | 4477 | 2043 | 2434 |
| Profit Streak | 61.8772 | 64.3772 | 61.8772 | 61.8772 | 64.3772 | 61.8772 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -13686 | 789169 | -265017 | -22178 | 40542 | 662947 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4741,
"evaluation_days": 2370.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1562976000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654985896,
"expiration_time": 1765766736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 188
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
6766928.958199566,
6611982.576617685,
154946.3815818846,
7620184.773306028,
2882867.665657558,
4737317.10764847
],
[
6766.928958,
6611.982577,
154.946382,
7620.184773,
2882.867666,
4737.317108
],
[
2.854642,
2.789278,
0.065364,
0.183523,
0.143341,
0.163768
],
[
553.025686,
553.025686,
553.025686,
553.025686,
553.025686,
553.025686
],
[
-113831,
-75601,
-88245,
-537016,
-703024,
-414161
],
[
23.06458,
37.466824,
2.235889,
4.037857,
2.666018,
7.088991
],
[
78,
39,
39,
78,
39,
39
],
[
40,
17,
23,
40,
17,
23
],
[
38,
22,
16,
38,
22,
16
],
[
51.282051,
43.589744,
58.974359,
51.282051,
43.589744,
58.974359
],
[
21.911351,
48.486478,
1.555401,
3.835965,
3.450141,
4.931472
],
[
6566108,
6566108,
41534,
1874575,
1511180,
1874575
],
[
-83287,
-30544,
-83287,
-414161,
-273790,
-414161
],
[
57,
52,
62,
57,
52,
62
],
[
100,
101,
99,
100,
101,
99
],
[
12,
14,
8,
12,
14,
8
],
[
4477,
2043,
2434,
4477,
2043,
2434
],
[
61.877151,
64.377152,
61.877151,
61.877152,
64.377152,
61.877152
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-13686,
789169,
-265017,
-22178,
40542,
662947
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4741,
"evaluation_days": 2370.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1562976000000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759654985896,
"expiration_time": 1765766736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 188
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|