| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1630234.7529 | 1678639.4567 | -48404.7038 | 182775.4095 | 148004.2056 | 34771.2039 |
| Total P&L (%) | 1630.2348 | 1678.6395 | -48.4047 | 182.7754 | 148.0042 | 34.7712 |
| Avg Daily Profit (%) | 0.6908 | 0.7113 | -0.0205 | 0.0441 | 0.0385 | 0.0126 |
| Buy And Hold Return (%) | 545.1613 | 545.1613 | 545.1613 | 545.1613 | 545.1613 | 545.1613 |
| Max Trade Drawdown | -187551 | -141560 | -115817 | -2088694 | -1023763 | -1325294 |
| Profit Factor | 3.5153 | 6.7472 | 0.864 | 1.0489 | 1.0906 | 1.0165 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Profitability (%) | 37.5 | 30.5556 | 44.4444 | 37.5 | 30.5556 | 44.4444 |
| Ratio Avg Win / Avg Loss | 5.8589 | 15.3346 | 1.0801 | 1.7482 | 2.4786 | 1.2707 |
| Largest Winning Trade | 1507417 | 1507417 | 53856 | 1035946 | 1035946 | 514741 |
| Largest Losing Trade | -51576 | -40343 | -51576 | -1175307 | -445168 | -1175307 |
| Avg Bars in Trades | 63 | 55 | 70 | 63 | 55 | 70 |
| Avg Bars in Winners | 96 | 98 | 94 | 96 | 98 | 94 |
| Avg Bars in Losers | 43 | 36 | 51 | 43 | 36 | 51 |
| Bars Traded | 4542 | 2005 | 2537 | 4542 | 2005 | 2537 |
| Profit Streak | 0 | 0 | 70.2005 | 0 | 0 | 70.2005 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -72819 | 371931 | -579895 | -554062 | -434576 | -544832 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561723200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862123722,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
1630234.7528848536,
1678639.45666588,
-48404.7037810266,
182775.409541966,
148004.2056458733,
34771.2038960928
],
[
1630.234753,
1678.639457,
-48.404704,
182.77541,
148.004206,
34.771204
],
[
0.690777,
0.711288,
-0.02051,
0.044056,
0.038494,
0.012645
],
[
545.16129,
545.16129,
545.16129,
545.16129,
545.16129,
545.16129
],
[
-187551,
-141560,
-115817,
-2088694,
-1023763,
-1325294
],
[
3.515335,
6.747218,
0.864047,
1.048941,
1.090602,
1.016549
],
[
72,
36,
36,
72,
36,
36
],
[
27,
11,
16,
27,
11,
16
],
[
45,
25,
20,
45,
25,
20
],
[
37.5,
30.555556,
44.444444,
37.5,
30.555556,
44.444444
],
[
5.858892,
15.334586,
1.080059,
1.748235,
2.478642,
1.270687
],
[
1507417,
1507417,
53856,
1035946,
1035946,
514741
],
[
-51576,
-40343,
-51576,
-1175307,
-445168,
-1175307
],
[
63,
55,
70,
63,
55,
70
],
[
96,
98,
94,
96,
98,
94
],
[
43,
36,
51,
43,
36,
51
],
[
4542,
2005,
2537,
4542,
2005,
2537
],
[
0,
0,
70.200506,
0,
0,
70.200506
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72819,
371931,
-579895,
-554062,
-434576,
-544832
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4720,
"evaluation_days": 2360,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561723200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862123722,
"expiration_time": 1764832320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|