| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 997438.784 | 834061.8619 | 163376.9221 | 27355194.2298 | 11172586.6136 | 16182607.6162 |
| Total P&L (%) | 997.4388 | 834.0619 | 163.3769 | 27355.1942 | 11172.5866 | 16182.6076 |
| Avg Daily Profit (%) | 0.4215 | 0.3525 | 0.069 | 0.2376 | 0.1999 | 0.2155 |
| Buy And Hold Return (%) | 520.4598 | 520.4598 | 520.4598 | 520.4598 | 520.4598 | 520.4598 |
| Max Trade Drawdown | -73021 | -53547 | -70491 | -47303945 | -28827389 | -28328039 |
| Profit Factor | 3.1159 | 4.6057 | 1.6805 | 1.2824 | 1.2218 | 1.3481 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 56 | 32 | 24 | 56 | 32 | 24 |
| Losing Trades | 58 | 25 | 33 | 58 | 25 | 33 |
| Profitability (%) | 49.1228 | 56.1404 | 42.1053 | 49.1228 | 56.1404 | 42.1053 |
| Ratio Avg Win / Avg Loss | 3.2272 | 3.5982 | 2.3107 | 1.3282 | 0.9545 | 1.8536 |
| Largest Winning Trade | 245911 | 245911 | 56235 | 21108590 | 12598149 | 21108590 |
| Largest Losing Trade | -40037 | -28328 | -40037 | -21612034 | -17111246 | -21612034 |
| Avg Bars in Trades | 119 | 79 | 159 | 119 | 79 | 159 |
| Avg Bars in Winners | 181 | 101 | 288 | 181 | 101 | 288 |
| Avg Bars in Losers | 60 | 52 | 66 | 60 | 52 | 66 |
| Bars Traded | 13671 | 4557 | 9114 | 13671 | 4557 | 9114 |
| Profit Streak | 51.094 | 56.9274 | 0 | 51.094 | 56.9274 | 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 | 322736 | -171389 | -446463 | 318997 | -172722 | -173466 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14197,
"evaluation_days": 2366.17,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558252800000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759356924974,
"expiration_time": 1765481904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 249,
"offset": 0,
"std": 2.3941
}
}
} {
"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": [
[
997438.7839698305,
834061.8618710876,
163376.9220987424,
27355194.229797613,
11172586.613565346,
16182607.616232272
],
[
997.438784,
834.061862,
163.376922,
27355.19423,
11172.586614,
16182.607616
],
[
0.421541,
0.352494,
0.069047,
0.237591,
0.199888,
0.215461
],
[
520.45979,
520.45979,
520.45979,
520.45979,
520.45979,
520.45979
],
[
-73021,
-53547,
-70491,
-47303945,
-28827389,
-28328039
],
[
3.115885,
4.60567,
1.680495,
1.282387,
1.22175,
1.348106
],
[
114,
57,
57,
114,
57,
57
],
[
56,
32,
24,
56,
32,
24
],
[
58,
25,
33,
58,
25,
33
],
[
49.122807,
56.140351,
42.105263,
49.122807,
56.140351,
42.105263
],
[
3.227167,
3.59818,
2.31068,
1.328186,
0.954492,
1.853645
],
[
245911,
245911,
56235,
21108590,
12598149,
21108590
],
[
-40037,
-28328,
-40037,
-21612034,
-17111246,
-21612034
],
[
119,
79,
159,
119,
79,
159
],
[
181,
101,
288,
181,
101,
288
],
[
60,
52,
66,
60,
52,
66
],
[
13671,
4557,
9114,
13671,
4557,
9114
],
[
51.094039,
56.927372,
0,
51.094039,
56.927372,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322736,
-171389,
-446463,
318997,
-172722,
-173466
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14197,
"evaluation_days": 2366.17,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558252800000,
"last_datapoint_time": 1759348800000,
"evaluation_time": 1759356924974,
"expiration_time": 1765481904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 249,
"offset": 0,
"std": 2.3941
}
}
}
| # | 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) |
|---|