| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 971449.3142 | 862824.7295 | 108624.5847 | 6823731.8822 | 2677811.8547 | 4145920.0276 |
| Total P&L (%) | 971.4493 | 862.8247 | 108.6246 | 6823.7319 | 2677.8119 | 4145.92 |
| Avg Daily Profit (%) | 0.4663 | 0.4142 | 0.0521 | 0.2036 | 0.1597 | 0.1801 |
| Buy And Hold Return (%) | 528.5195 | 528.5195 | 528.5195 | 528.5195 | 528.5195 | 528.5195 |
| Max Trade Drawdown | -94911 | -136523 | -87610 | -6350508 | -5982289 | -3465709 |
| Profit Factor | 1.9206 | 2.7092 | 1.1973 | 1.1648 | 1.1237 | 1.2099 |
| Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
| Winning Trades | 214 | 103 | 111 | 214 | 103 | 111 |
| Losing Trades | 226 | 117 | 109 | 226 | 117 | 109 |
| Profitability (%) | 48.6364 | 46.8182 | 50.4545 | 48.6364 | 46.8182 | 50.4545 |
| Ratio Avg Win / Avg Loss | 2.0282 | 3.0774 | 1.1758 | 1.2301 | 1.2764 | 1.1881 |
| Largest Winning Trade | 252814 | 252814 | 57040 | 4149765 | 4149765 | 1794191 |
| Largest Losing Trade | -37217 | -27296 | -37217 | -1552720 | -1552720 | -1158721 |
| Avg Bars in Trades | 56 | 54 | 57 | 56 | 54 | 57 |
| Avg Bars in Winners | 74 | 73 | 75 | 74 | 73 | 75 |
| Avg Bars in Losers | 38 | 38 | 39 | 38 | 38 | 39 |
| Bars Traded | 24687 | 12028 | 12659 | 24687 | 12028 | 12659 |
| Profit Streak | 5.9458 | 6.0291 | 0 | 5.9458 | 6.0291 | 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 | 304564 | 207143 | -291867 | -28710 | -78032 | 290002 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579140000000,
"first_datapoint_time": 1580745600000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759200113059,
"expiration_time": 1765677340800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 223
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 34,
"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": [
[
971449.3142311093,
862824.7294992754,
108624.5847318335,
6823731.882229392,
2677811.8546743416,
4145920.027555053
],
[
971.449314,
862.824729,
108.624585,
6823.731882,
2677.811855,
4145.920028
],
[
0.466314,
0.414172,
0.052142,
0.203617,
0.159698,
0.180099
],
[
528.519528,
528.519528,
528.519528,
528.519528,
528.519528,
528.519528
],
[
-94911,
-136523,
-87610,
-6350508,
-5982289,
-3465709
],
[
1.920552,
2.709152,
1.197333,
1.1648,
1.123668,
1.209888
],
[
440,
220,
220,
440,
220,
220
],
[
214,
103,
111,
214,
103,
111
],
[
226,
117,
109,
226,
117,
109
],
[
48.636364,
46.818182,
50.454545,
48.636364,
46.818182,
50.454545
],
[
2.028246,
3.077386,
1.175759,
1.230116,
1.2764,
1.188089
],
[
252814,
252814,
57040,
4149765,
4149765,
1794191
],
[
-37217,
-27296,
-37217,
-1552720,
-1552720,
-1158721
],
[
56,
54,
57,
56,
54,
57
],
[
74,
73,
75,
74,
73,
75
],
[
38,
38,
39,
38,
38,
39
],
[
24687,
12028,
12659,
24687,
12028,
12659
],
[
5.945753,
6.029086,
0,
5.945753,
6.029086,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304564,
207143,
-291867,
-28710,
-78032,
290002
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 2083.25,
"actual_first_datapoint_time": 1579140000000,
"first_datapoint_time": 1580745600000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759200113059,
"expiration_time": 1765677340800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 223
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 34,
"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) |
|---|