| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 153185.1091 | 61380.2815 | 91804.8277 | 192924.1049 | 61723.4105 | 131200.6943 |
| Total P&L (%) | 153.1851 | 61.3803 | 91.8048 | 192.9241 | 61.7234 | 131.2007 |
| Avg Daily Profit (%) | 0.2941 | 0.1179 | 0.1763 | 0.2066 | 0.0923 | 0.161 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76667 | -69674 | -40584 | -84435 | -51876 | -61807 |
| Profit Factor | 1.3299 | 1.2795 | 1.3752 | 1.2955 | 1.1988 | 1.3832 |
| Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
| Winning Trades | 129 | 69 | 60 | 129 | 69 | 60 |
| Losing Trades | 139 | 65 | 74 | 139 | 65 | 74 |
| Profitability (%) | 48.1343 | 51.4925 | 44.7761 | 48.1343 | 51.4925 | 44.7761 |
| Ratio Avg Win / Avg Loss | 1.433 | 1.2053 | 1.6961 | 1.396 | 1.1293 | 1.706 |
| Largest Winning Trade | 26143 | 24542 | 26143 | 43195 | 32829 | 43195 |
| Largest Losing Trade | -17754 | -14969 | -17754 | -34258 | -22672 | -34258 |
| Avg Bars in Trades | 92 | 89 | 94 | 92 | 89 | 94 |
| Avg Bars in Winners | 111 | 105 | 118 | 111 | 105 | 118 |
| Avg Bars in Losers | 73 | 73 | 74 | 73 | 73 | 74 |
| Bars Traded | 24660 | 12015 | 12645 | 24660 | 12015 | 12645 |
| Profit Streak | 4.8674 | 4.9924 | 4.8674 | 4.8674 | 4.9924 | 4.8674 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354925 | -36151 | 247172 | 320423 | -71935 | 244265 |
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714849200000,
"first_datapoint_time": 1715270400000,
"last_datapoint_time": 1759847400000,
"evaluation_time": 1759848542024,
"expiration_time": 1766327400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 145,
"offset": 0,
"std": 4.5683
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 235,
"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": [
[
153185.1091233546,
61380.2814726066,
91804.8276507479,
192924.1048656239,
61723.4105346735,
131200.6943309505
],
[
153.185109,
61.380281,
91.804828,
192.924105,
61.723411,
131.200694
],
[
0.294117,
0.117851,
0.176266,
0.206565,
0.092341,
0.161049
],
[
10,
10,
10,
10,
10,
10
],
[
-76667,
-69674,
-40584,
-84435,
-51876,
-61807
],
[
1.329911,
1.279475,
1.37518,
1.295533,
1.198811,
1.383248
],
[
268,
134,
134,
268,
134,
134
],
[
129,
69,
60,
129,
69,
60
],
[
139,
65,
74,
139,
65,
74
],
[
48.134328,
51.492537,
44.776119,
48.134328,
51.492537,
44.776119
],
[
1.433005,
1.205302,
1.696056,
1.395961,
1.129315,
1.706006
],
[
26143,
24542,
26143,
43195,
32829,
43195
],
[
-17754,
-14969,
-17754,
-34258,
-22672,
-34258
],
[
92,
89,
94,
92,
89,
94
],
[
111,
105,
118,
111,
105,
118
],
[
73,
73,
74,
73,
73,
74
],
[
24660,
12015,
12645,
24660,
12015,
12645
],
[
4.867384,
4.992384,
4.867384,
4.867384,
4.992385,
4.867385
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354925,
-36151,
247172,
320423,
-71935,
244265
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714849200000,
"first_datapoint_time": 1715270400000,
"last_datapoint_time": 1759847400000,
"evaluation_time": 1759848542024,
"expiration_time": 1766327400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 145,
"offset": 0,
"std": 4.5683
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 235,
"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) |
|---|