| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -7851913.9355 | 39681.2509 | -7891595.1865 | 9366132.2534 | 33947793.4391 | -24581661.1856 |
| Total P&L (%) | -7851.9139 | 39.6813 | -7891.5952 | 9366.1323 | 33947.7934 | -24581.6612 |
| Avg Daily Profit (%) | -3.3137 | 0.0167 | -3.3305 | 0.1922 | 0.2464 | 0 |
| Buy And Hold Return (%) | 548.8812 | 548.8812 | 548.8812 | 548.8812 | 548.8812 | 548.8812 |
| Max Trade Drawdown | -7999677 | -84636 | -7999677 | -129326529 | -31494270 | -134491187 |
| Profit Factor | 0.0713 | 1.1822 | 0.0419 | 1.0379 | 1.3692 | 0.8419 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 42 | 20 | 22 | 36 | 18 | 18 |
| Losing Trades | 30 | 16 | 14 | 36 | 18 | 18 |
| Profitability (%) | 58.3333 | 55.5556 | 61.1111 | 50 | 50 | 50 |
| Ratio Avg Win / Avg Loss | 0.0509 | 0.9458 | 0.0267 | 1.0379 | 1.3692 | 0.8419 |
| Largest Winning Trade | 39040 | 39040 | 30730 | 62686079 | 52360941 | 62686079 |
| Largest Losing Trade | -7999677 | -62186 | -7999677 | -30349079 | -14657150 | -30349079 |
| Avg Bars in Trades | 61 | 41 | 81 | 61 | 41 | 81 |
| Avg Bars in Winners | 38 | 26 | 49 | 51 | 43 | 60 |
| Avg Bars in Losers | 92 | 58 | 131 | 70 | 39 | 102 |
| Bars Traded | 4413 | 1481 | 2932 | 4413 | 1481 | 2932 |
| Profit Streak | 0 | 152.693 | 0 | 0 | 152.693 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -663197 | -355963 | -579339 | -254686 | 370474 | -580780 |
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4739,
"evaluation_days": 2369.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558267200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759552676094,
"expiration_time": 1765677744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 80,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
-7851913.935539797,
39681.2509458526,
-7891595.186485651,
9366132.253443705,
33947793.439057365,
-24581661.185613647
],
[
-7851.913936,
39.681251,
-7891.595186,
9366.132253,
33947.793439,
-24581.661186
],
[
-3.313743,
0.016747,
-3.33049,
0.192221,
0.246361,
0
],
[
548.881239,
548.881239,
548.881239,
548.881239,
548.881239,
548.881239
],
[
-7999677,
-84636,
-7999677,
-129326529,
-31494270,
-134491187
],
[
0.071302,
1.182195,
0.041928,
1.037861,
1.369234,
0.841857
],
[
72,
36,
36,
72,
36,
36
],
[
42,
20,
22,
36,
18,
18
],
[
30,
16,
14,
36,
18,
18
],
[
58.333333,
55.555556,
61.111111,
50,
50,
50
],
[
0.05093,
0.945756,
0.026682,
1.037861,
1.369234,
0.841857
],
[
39040,
39040,
30730,
62686079,
52360941,
62686079
],
[
-7999677,
-62186,
-7999677,
-30349079,
-14657150,
-30349079
],
[
61,
41,
81,
61,
41,
81
],
[
38,
26,
49,
51,
43,
60
],
[
92,
58,
131,
70,
39,
102
],
[
4413,
1481,
2932,
4413,
1481,
2932
],
[
0,
152.69301,
0,
0,
152.69301,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-663197,
-355963,
-579339,
-254686,
370474,
-580780
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4739,
"evaluation_days": 2369.5,
"actual_first_datapoint_time": 1554854400000,
"first_datapoint_time": 1558267200000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759552676094,
"expiration_time": 1765677744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 80,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|