| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2910247.6395 | -7313.992 | -2902933.6475 | -102554.2779 | -3875571.1366 | 3773016.8587 |
| Total P&L (%) | -2910.2476 | -7.314 | -2902.9336 | -102.5543 | -3875.5711 | 3773.0169 |
| Avg Daily Profit (%) | -1.2307 | -0.0031 | -1.2276 | 0 | 0 | 0.1548 |
| Buy And Hold Return (%) | 483.1552 | 483.1552 | 483.1552 | 483.1552 | 483.1552 | 483.1552 |
| Max Trade Drawdown | -3048968 | -143628 | -2994446 | -5799871 | -5640039 | -2429284 |
| Profit Factor | 0.1767 | 0.9764 | 0.1 | 0.9901 | 0.4537 | 2.1509 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 45 | 18 | 27 | 37 | 17 | 20 |
| Losing Trades | 25 | 17 | 8 | 33 | 18 | 15 |
| Profitability (%) | 64.2857 | 51.4286 | 77.1429 | 52.8571 | 48.5714 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.0982 | 0.9221 | 0.0296 | 0.8831 | 0.4804 | 1.6132 |
| Largest Winning Trade | 46320 | 46320 | 25710 | 1812218 | 841971 | 1812218 |
| Largest Losing Trade | -2808205 | -52966 | -2808205 | -3068232 | -3068232 | -1565930 |
| Avg Bars in Trades | 195 | 211 | 178 | 195 | 211 | 178 |
| Avg Bars in Winners | 84 | 92 | 78 | 167 | 153 | 179 |
| Avg Bars in Losers | 395 | 337 | 517 | 226 | 266 | 178 |
| Bars Traded | 13669 | 7407 | 6262 | 13669 | 7407 | 6262 |
| Profit Streak | 81.4123 | 81.4123 | 283.2456 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -675966 | -579640 | -575876 | -678907 | -581343 | 455716 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14188,
"evaluation_days": 2364.67,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558281600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759226021130,
"expiration_time": 1765348416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 174,
"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": [
[
-2910247.6395261926,
-7313.9920437039,
-2902933.647482488,
-102554.2779152899,
-3875571.1366024963,
3773016.8586872057
],
[
-2910.24764,
-7.313992,
-2902.933647,
-102.554278,
-3875.571137,
3773.016859
],
[
-1.23072,
-0.003093,
-1.227627,
0,
0,
0.154755
],
[
483.155195,
483.155195,
483.155195,
483.155195,
483.155195,
483.155195
],
[
-3048968,
-143628,
-2994446,
-5799871,
-5640039,
-2429284
],
[
0.176697,
0.976359,
0.099996,
0.990112,
0.453667,
2.150946
],
[
70,
35,
35,
70,
35,
35
],
[
45,
18,
27,
37,
17,
20
],
[
25,
17,
8,
33,
18,
15
],
[
64.285714,
51.428571,
77.142857,
52.857143,
48.571429,
57.142857
],
[
0.098165,
0.922117,
0.029628,
0.883073,
0.480353,
1.61321
],
[
46320,
46320,
25710,
1812218,
841971,
1812218
],
[
-2808205,
-52966,
-2808205,
-3068232,
-3068232,
-1565930
],
[
195,
211,
178,
195,
211,
178
],
[
84,
92,
78,
167,
153,
179
],
[
395,
337,
517,
226,
266,
178
],
[
13669,
7407,
6262,
13669,
7407,
6262
],
[
81.412282,
81.412282,
283.245615,
0,
0,
0
],
[
5,
2,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-675966,
-579640,
-575876,
-678907,
-581343,
455716
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14188,
"evaluation_days": 2364.67,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558281600000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759226021130,
"expiration_time": 1765348416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 174,
"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) |
|---|