| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2286296.6451 | 2111778.1492 | 174518.4959 | 28105892.3658 | 9434775.9531 | 18671116.4128 |
| Total P&L (%) | 2286.2966 | 2111.7781 | 174.5185 | 28105.8924 | 9434.776 | 18671.1164 |
| Avg Daily Profit (%) | 0.9644 | 0.8908 | 0.0736 | 0.2383 | 0.1924 | 0.2211 |
| Buy And Hold Return (%) | 546.2995 | 546.2995 | 546.2995 | 546.2995 | 546.2995 | 546.2995 |
| Max Trade Drawdown | -128400 | -137293 | -46314 | -21104663 | -15899426 | -8064277 |
| Profit Factor | 5.3492 | 7.9097 | 1.793 | 1.4296 | 1.2221 | 1.814 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 47.5248 | 47.0588 | 48 | 47.5248 | 47.0588 | 48 |
| Ratio Avg Win / Avg Loss | 5.9064 | 8.8984 | 1.9425 | 1.5785 | 1.3748 | 1.9652 |
| Largest Winning Trade | 1691609 | 1691609 | 58603 | 14576308 | 14576308 | 8930197 |
| Largest Losing Trade | -38738 | -30646 | -38738 | -5219412 | -5219412 | -3486540 |
| Avg Bars in Trades | 137 | 131 | 143 | 137 | 131 | 143 |
| Avg Bars in Winners | 202 | 200 | 204 | 202 | 200 | 204 |
| Avg Bars in Losers | 79 | 70 | 87 | 79 | 70 | 87 |
| Bars Traded | 13926 | 6727 | 7198 | 13926 | 6727 | 7198 |
| Profit Streak | 0 | 0 | 27.851 | 0 | 0 | 27.851 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 669897 | -161767 | -437321 | 347691 | -173618 | -168633 |
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14224,
"evaluation_days": 2370.67,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558296000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759753522911,
"expiration_time": 1765882368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 229,
"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": [
[
2286296.645105836,
2111778.1492111343,
174518.4958947028,
28105892.36584063,
9434775.953080878,
18671116.412759747
],
[
2286.296645,
2111.778149,
174.518496,
28105.892366,
9434.775953,
18671.116413
],
[
0.964409,
0.890794,
0.073616,
0.23828,
0.192431,
0.221064
],
[
546.299484,
546.299484,
546.299484,
546.299484,
546.299484,
546.299484
],
[
-128400,
-137293,
-46314,
-21104663,
-15899426,
-8064277
],
[
5.349174,
7.909704,
1.793048,
1.429588,
1.222054,
1.814034
],
[
101,
51,
50,
101,
51,
50
],
[
48,
24,
24,
48,
24,
24
],
[
53,
27,
26,
53,
27,
26
],
[
47.524752,
47.058824,
48,
47.524752,
47.058824,
48
],
[
5.906379,
8.898417,
1.942469,
1.578504,
1.374811,
1.965204
],
[
1691609,
1691609,
58603,
14576308,
14576308,
8930197
],
[
-38738,
-30646,
-38738,
-5219412,
-5219412,
-3486540
],
[
137,
131,
143,
137,
131,
143
],
[
202,
200,
204,
202,
200,
204
],
[
79,
70,
87,
79,
70,
87
],
[
13926,
6727,
7198,
13926,
6727,
7198
],
[
0,
0,
27.85096,
0,
0,
27.85096
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
669897,
-161767,
-437321,
347691,
-173618,
-168633
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14224,
"evaluation_days": 2370.67,
"actual_first_datapoint_time": 1554868800000,
"first_datapoint_time": 1558296000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759753522911,
"expiration_time": 1765882368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 229,
"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) |
|---|