| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1492782.5719 | 1464479.3708 | 28303.2011 | 1336308.6015 | 2052007.0955 | -715698.494 |
| Total P&L (%) | 1492.7826 | 1464.4794 | 28.3032 | 1336.3086 | 2052.0071 | -715.6985 |
| Avg Daily Profit (%) | 0.6311 | 0.6191 | 0.012 | 0.1127 | 0.1298 | 0 |
| Buy And Hold Return (%) | 484.6024 | 484.6024 | 484.6024 | 484.6024 | 484.6024 | 484.6024 |
| Max Trade Drawdown | -136984 | -149109 | -87342 | -4026256 | -2854117 | -1961468 |
| Profit Factor | 3.7383 | 6.1804 | 1.1078 | 1.1299 | 1.3616 | 0.8449 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 36.25 | 30 | 42.5 | 36.25 | 30 | 42.5 |
| Ratio Avg Win / Avg Loss | 6.5742 | 14.4208 | 1.4988 | 1.987 | 3.177 | 1.1431 |
| Largest Winning Trade | 1191109 | 1191109 | 54354 | 4375314 | 4375314 | 939140 |
| Largest Losing Trade | -35446 | -33818 | -35446 | -1681112 | -825916 | -1681112 |
| Avg Bars in Trades | 85 | 73 | 97 | 85 | 73 | 97 |
| Avg Bars in Winners | 149 | 133 | 160 | 149 | 133 | 160 |
| Avg Bars in Losers | 48 | 47 | 50 | 48 | 47 | 50 |
| Bars Traded | 6831 | 2934 | 3897 | 6831 | 2934 | 3897 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -13572 | 335063 | -447422 | -151123 | -27471 | -581999 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7096,
"evaluation_days": 2365.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558713600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759212284275,
"expiration_time": 1765321344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 20,
"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": [
[
1492782.5719236515,
1464479.3708282006,
28303.2010954506,
1336308.6015217071,
2052007.0955358688,
-715698.4940141623
],
[
1492.782572,
1464.479371,
28.303201,
1336.308602,
2052.007096,
-715.698494
],
[
0.63111,
0.619144,
0.011966,
0.112718,
0.129833,
0
],
[
484.602369,
484.602369,
484.602369,
484.602369,
484.602369,
484.602369
],
[
-136984,
-149109,
-87342,
-4026256,
-2854117,
-1961468
],
[
3.738271,
6.180363,
1.107839,
1.129857,
1.36157,
0.84493
],
[
80,
40,
40,
80,
40,
40
],
[
29,
12,
17,
29,
12,
17
],
[
51,
28,
23,
51,
28,
23
],
[
36.25,
30,
42.5,
36.25,
30,
42.5
],
[
6.574201,
14.420847,
1.498842,
1.98699,
3.176996,
1.143141
],
[
1191109,
1191109,
54354,
4375314,
4375314,
939140
],
[
-35446,
-33818,
-35446,
-1681112,
-825916,
-1681112
],
[
85,
73,
97,
85,
73,
97
],
[
149,
133,
160,
149,
133,
160
],
[
48,
47,
50,
48,
47,
50
],
[
6831,
2934,
3897,
6831,
2934,
3897
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-13572,
335063,
-447422,
-151123,
-27471,
-581999
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7096,
"evaluation_days": 2365.33,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558713600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759212284275,
"expiration_time": 1765321344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 20,
"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) |
|---|