| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1538646.1114 | 1602912.3285 | -64266.2171 | 106510.4223 | -30983.3317 | 137493.7541 |
| Total P&L (%) | 1538.6461 | 1602.9123 | -64.2662 | 106.5104 | -30.9833 | 137.4938 |
| Avg Daily Profit (%) | 0.6492 | 0.6763 | -0.0271 | 0.0306 | -0.0156 | 0.0365 |
| Buy And Hold Return (%) | 560.9692 | 560.9692 | 560.9692 | 560.9692 | 560.9692 | 560.9692 |
| Max Trade Drawdown | -153201 | -166268 | -82101 | -1900378 | -1907360 | -464266 |
| Profit Factor | 2.8106 | 3.5782 | 0.7182 | 1.0207 | 0.9924 | 1.1286 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Profitability (%) | 38.7597 | 37.5 | 40 | 38.7597 | 37.5 | 40 |
| Ratio Avg Win / Avg Loss | 4.4407 | 5.9636 | 1.0774 | 1.6128 | 1.654 | 1.6929 |
| Largest Winning Trade | 1256408 | 1256408 | 20739 | 1604130 | 1604130 | 359165 |
| Largest Losing Trade | -61608 | -61608 | -34770 | -526715 | -526715 | -291429 |
| Avg Bars in Trades | 54 | 102 | 7 | 54 | 102 | 7 |
| Avg Bars in Winners | 78 | 153 | 9 | 78 | 153 | 9 |
| Avg Bars in Losers | 39 | 71 | 6 | 39 | 71 | 6 |
| Bars Traded | 7046 | 6540 | 506 | 7046 | 6540 | 506 |
| 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 | 355420 | -128695 | -714680 | -518420 | -722319 | -523442 |
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7110,
"evaluation_days": 2370,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1556035200000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759599737386,
"expiration_time": 1765736640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 215,
"offset": 0,
"std": 2.08858
}
}
} {
"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": [
[
1538646.1114036427,
1602912.3285000399,
-64266.2170963969,
106510.4223425023,
-30983.3317082078,
137493.7540507102
],
[
1538.646111,
1602.912329,
-64.266217,
106.510422,
-30.983332,
137.493754
],
[
0.649218,
0.676334,
-0.027117,
0.030603,
-0.015645,
0.036503
],
[
560.969179,
560.969179,
560.969179,
560.969179,
560.969179,
560.969179
],
[
-153201,
-166268,
-82101,
-1900378,
-1907360,
-464266
],
[
2.810582,
3.578189,
0.718238,
1.020732,
0.992384,
1.128597
],
[
129,
64,
65,
129,
64,
65
],
[
50,
24,
26,
50,
24,
26
],
[
79,
40,
39,
79,
40,
39
],
[
38.75969,
37.5,
40,
38.75969,
37.5,
40
],
[
4.44072,
5.963649,
1.077358,
1.612756,
1.653974,
1.692895
],
[
1256408,
1256408,
20739,
1604130,
1604130,
359165
],
[
-61608,
-61608,
-34770,
-526715,
-526715,
-291429
],
[
54,
102,
7,
54,
102,
7
],
[
78,
153,
9,
78,
153,
9
],
[
39,
71,
6,
39,
71,
6
],
[
7046,
6540,
506,
7046,
6540,
506
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355420,
-128695,
-714680,
-518420,
-722319,
-523442
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7110,
"evaluation_days": 2370,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1556035200000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759599737386,
"expiration_time": 1765736640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 215,
"offset": 0,
"std": 2.08858
}
}
}
| # | 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) |
|---|