| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 953267.5063 | 795731.0571 | 157536.4492 | 16137556.2754 | 11395837.0108 | 4741719.2646 |
| Total P&L (%) | 953.2675 | 795.7311 | 157.5364 | 16137.5563 | 11395.837 | 4741.7193 |
| Avg Daily Profit (%) | 0.4013 | 0.335 | 0.0663 | 0.2145 | 0.2 | 0.1635 |
| Buy And Hold Return (%) | 522.9221 | 522.9221 | 522.9221 | 522.9221 | 522.9221 | 522.9221 |
| Max Trade Drawdown | -147869 | -106469 | -51965 | -51062622 | -41711910 | -15883805 |
| Profit Factor | 1.4462 | 1.5932 | 1.1981 | 1.0479 | 1.0508 | 1.0421 |
| Total Trades | 861 | 430 | 431 | 861 | 430 | 431 |
| Winning Trades | 511 | 251 | 260 | 511 | 251 | 260 |
| Losing Trades | 350 | 179 | 171 | 350 | 179 | 171 |
| Profitability (%) | 59.3496 | 58.3721 | 60.3248 | 59.3496 | 58.3721 | 60.3248 |
| Ratio Avg Win / Avg Loss | 0.9905 | 1.1362 | 0.788 | 0.7177 | 0.7493 | 0.6854 |
| Largest Winning Trade | 84232 | 84232 | 12994 | 20623122 | 20623122 | 3186721 |
| Largest Losing Trade | -57220 | -57220 | -24987 | -15037671 | -15037671 | -4058457 |
| Avg Bars in Trades | 10 | 18 | 3 | 10 | 18 | 3 |
| Avg Bars in Winners | 8 | 14 | 3 | 8 | 14 | 3 |
| Avg Bars in Losers | 13 | 23 | 4 | 13 | 23 | 4 |
| Bars Traded | 9418 | 7765 | 1653 | 9418 | 7765 | 1653 |
| Profit Streak | 9.1839 | 10.6839 | 9.1839 | 9.1839 | 10.6839 | 9.1839 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323762 | 200762 | -269999 | -153368 | -153734 | -163686 |
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 2375.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760091891690,
"expiration_time": 1766232648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 4,
"offset": 0,
"std": 3.24666
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 51,
"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": [
[
953267.5063130094,
795731.0571437976,
157536.4491692121,
16137556.275361402,
11395837.01077079,
4741719.2645906545
],
[
953.267506,
795.731057,
157.536449,
16137.556275,
11395.837011,
4741.719265
],
[
0.401334,
0.335009,
0.066324,
0.214519,
0.19995,
0.163479
],
[
522.922135,
522.922135,
522.922135,
522.922135,
522.922135,
522.922135
],
[
-147869,
-106469,
-51965,
-51062622,
-41711910,
-15883805
],
[
1.446156,
1.593199,
1.198109,
1.047882,
1.050759,
1.042141
],
[
861,
430,
431,
861,
430,
431
],
[
511,
251,
260,
511,
251,
260
],
[
350,
179,
171,
350,
179,
171
],
[
59.349593,
58.372093,
60.324826,
59.349593,
58.372093,
60.324826
],
[
0.990518,
1.136186,
0.787987,
0.717728,
0.749346,
0.685408
],
[
84232,
84232,
12994,
20623122,
20623122,
3186721
],
[
-57220,
-57220,
-24987,
-15037671,
-15037671,
-4058457
],
[
10,
18,
3,
10,
18,
3
],
[
8,
14,
3,
8,
14,
3
],
[
13,
23,
4,
13,
23,
4
],
[
9418,
7765,
1653,
9418,
7765,
1653
],
[
9.183931,
10.683931,
9.183931,
9.183932,
10.683932,
9.183932
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323762,
200762,
-269999,
-153368,
-153734,
-163686
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 2375.25,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760091891690,
"expiration_time": 1766232648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 4,
"offset": 0,
"std": 3.24666
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 51,
"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) |
|---|