| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 654663.0772 | 688416.7793 | -33753.7021 | 14652.7358 | 509612.6727 | -494959.9369 |
| Total P&L (%) | 654.6631 | 688.4168 | -33.7537 | 14.6527 | 509.6127 | -494.9599 |
| Avg Daily Profit (%) | 0.2754 | 0.2896 | -0.0142 | 0.0058 | 0.0761 | 0 |
| Buy And Hold Return (%) | 299.5244 | 299.5244 | 299.5244 | 299.5244 | 299.5244 | 299.5244 |
| Max Trade Drawdown | -139932 | -71841 | -262305 | -413197 | -143441 | -630171 |
| Profit Factor | 1.9084 | 3.2992 | 0.9199 | 1.0141 | 2.6961 | 0.3333 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 50.7246 | 45.7143 | 55.8824 | 50.7246 | 45.7143 | 55.8824 |
| Ratio Avg Win / Avg Loss | 1.8539 | 3.9178 | 0.7262 | 0.9851 | 3.2017 | 0.2632 |
| Largest Winning Trade | 216009 | 216009 | 60903 | 291479 | 291479 | 60139 |
| Largest Losing Trade | -85845 | -38650 | -85845 | -366059 | -83025 | -366059 |
| Avg Bars in Trades | 98 | 108 | 87 | 98 | 108 | 87 |
| Avg Bars in Winners | 113 | 126 | 101 | 113 | 126 | 101 |
| Avg Bars in Losers | 82 | 92 | 69 | 82 | 92 | 69 |
| Bars Traded | 6765 | 3783 | 2982 | 6765 | 3783 | 2982 |
| Profit Streak | 0 | 0 | 91.0421 | 0 | 0 | 91.0421 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -99251 | 307261 | -579473 | -663558 | -96365 | -579473 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7131,
"evaluation_days": 2377,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561564800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760202036678,
"expiration_time": 1766359584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 34,
"offset": 0,
"a": 0.71739
}
}
} {
"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": [
[
654663.0772320684,
688416.7792838414,
-33753.702051773,
14652.7358023858,
509612.6727061868,
-494959.9369038013
],
[
654.663077,
688.416779,
-33.753702,
14.652736,
509.612673,
-494.959937
],
[
0.275416,
0.289616,
-0.0142,
0.005753,
0.076077,
0
],
[
299.524376,
299.524376,
299.524376,
299.524376,
299.524376,
299.524376
],
[
-139932,
-71841,
-262305,
-413197,
-143441,
-630171
],
[
1.908388,
3.299206,
0.919877,
1.01405,
2.696131,
0.33333
],
[
69,
35,
34,
69,
35,
34
],
[
35,
16,
19,
35,
16,
19
],
[
34,
19,
15,
34,
19,
15
],
[
50.724638,
45.714286,
55.882353,
50.724638,
45.714286,
55.882353
],
[
1.853862,
3.917807,
0.726218,
0.985077,
3.201655,
0.263155
],
[
216009,
216009,
60903,
291479,
291479,
60139
],
[
-85845,
-38650,
-85845,
-366059,
-83025,
-366059
],
[
98,
108,
87,
98,
108,
87
],
[
113,
126,
101,
113,
126,
101
],
[
82,
92,
69,
82,
92,
69
],
[
6765,
3783,
2982,
6765,
3783,
2982
],
[
0,
0,
91.042091,
0,
0,
91.042091
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-99251,
307261,
-579473,
-663558,
-96365,
-579473
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7131,
"evaluation_days": 2377,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1561564800000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760202036678,
"expiration_time": 1766359584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 34,
"offset": 0,
"a": 0.71739
}
}
}
| # | 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) |
|---|