| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -6015829.7392 | 7194.7958 | -6023024.535 | 4282353.6386 | 10990067.2403 | -6707713.6016 |
| Total P&L (%) | -6015.8297 | 7.1948 | -6023.0245 | 4282.3536 | 10990.0672 | -6707.7136 |
| Avg Daily Profit (%) | -2.538 | 0.003 | -2.541 | 0.1596 | 0.1988 | 0 |
| Buy And Hold Return (%) | 581.0948 | 581.0948 | 581.0948 | 581.0948 | 581.0948 | 581.0948 |
| Max Trade Drawdown | -6190283 | -87174 | -6135537 | -18395024 | -3818550 | -16979931 |
| Profit Factor | 0.055 | 1.0486 | 0.0314 | 1.1823 | 2.6877 | 0.605 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 62 | 29 | 33 | 38 | 19 | 19 |
| Losing Trades | 9 | 6 | 3 | 33 | 16 | 17 |
| Profitability (%) | 87.3239 | 82.8571 | 91.6667 | 53.5211 | 54.2857 | 52.7778 |
| Ratio Avg Win / Avg Loss | 0.008 | 0.2169 | 0.0029 | 1.0267 | 2.2633 | 0.5413 |
| Largest Winning Trade | 35033 | 35033 | 26936 | 14814082 | 14814082 | 8063728 |
| Largest Losing Trade | -6088187 | -81273 | -6088187 | -10199337 | -1212994 | -10199337 |
| Avg Bars in Trades | 88 | 96 | 81 | 88 | 96 | 81 |
| Avg Bars in Winners | 25 | 20 | 28 | 85 | 104 | 66 |
| Avg Bars in Losers | 529 | 464 | 659 | 92 | 86 | 98 |
| Bars Traded | 6311 | 3380 | 2931 | 6311 | 3380 | 2931 |
| Profit Streak | 77.3983 | 77.3983 | 478.7316 | 77.3983 | 77.3983 | 704.065 |
| Trades During Streak | 21 | 10 | 17 | 21 | 10 | 18 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -665362 | -517488 | -574210 | -101045 | 552426 | -578894 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7111,
"evaluation_days": 2370.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1568073600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759656813238,
"expiration_time": 1765766304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 227,
"offset": 233
}
}
} {
"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": [
[
-6015829.739189245,
7194.7958480174,
-6023024.535037261,
4282353.638644937,
10990067.240289697,
-6707713.6016447535
],
[
-6015.829739,
7.194796,
-6023.024535,
4282.353639,
10990.06724,
-6707.713602
],
[
-2.537971,
0.003035,
-2.541007,
0.159606,
0.198846,
0
],
[
581.094844,
581.094844,
581.094844,
581.094844,
581.094844,
581.094844
],
[
-6190283,
-87174,
-6135537,
-18395024,
-3818550,
-16979931
],
[
0.055047,
1.048583,
0.031384,
1.18229,
2.687684,
0.604966
],
[
71,
35,
36,
71,
35,
36
],
[
62,
29,
33,
38,
19,
19
],
[
9,
6,
3,
33,
16,
17
],
[
87.323944,
82.857143,
91.666667,
53.521127,
54.285714,
52.777778
],
[
0.007991,
0.216948,
0.002853,
1.026725,
2.263313,
0.541286
],
[
35033,
35033,
26936,
14814082,
14814082,
8063728
],
[
-6088187,
-81273,
-6088187,
-10199337,
-1212994,
-10199337
],
[
88,
96,
81,
88,
96,
81
],
[
25,
20,
28,
85,
104,
66
],
[
529,
464,
659,
92,
86,
98
],
[
6311,
3380,
2931,
6311,
3380,
2931
],
[
77.398301,
77.398301,
478.731635,
77.398301,
77.398301,
704.064968
],
[
21,
10,
17,
21,
10,
18
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-665362,
-517488,
-574210,
-101045,
552426,
-578894
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7111,
"evaluation_days": 2370.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1568073600000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759656813238,
"expiration_time": 1765766304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 227,
"offset": 233
}
}
}
| # | 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) |
|---|