| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 617523.9463 | 436064.7641 | 181459.1823 | 5002052.658 | 1580189.793 | 3421862.865 |
| Total P&L (%) | 617.5239 | 436.0648 | 181.4592 | 5002.0527 | 1580.1898 | 3421.8629 |
| Avg Daily Profit (%) | 0.2633 | 0.186 | 0.0774 | 0.1678 | 0.1204 | 0.152 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -56487 | -45867 | -41808 | -1462486 | -2215523 | -549759 |
| Profit Factor | 3.278 | 3.5226 | 2.8475 | 1.6041 | 1.269 | 2.4222 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 45.614 | 41.3793 | 50 | 45.614 | 41.3793 | 50 |
| Ratio Avg Win / Avg Loss | 3.9084 | 4.9904 | 2.8475 | 1.9125 | 1.7977 | 2.4222 |
| Largest Winning Trade | 147972 | 147972 | 66060 | 1477574 | 1477574 | 1310770 |
| Largest Losing Trade | -20993 | -20993 | -14090 | -813484 | -813484 | -549759 |
| Avg Bars in Trades | 122 | 153 | 89 | 122 | 153 | 89 |
| Avg Bars in Winners | 198 | 267 | 139 | 198 | 267 | 139 |
| Avg Bars in Losers | 57 | 73 | 38 | 57 | 73 | 38 |
| Bars Traded | 6962 | 4462 | 2500 | 6962 | 4462 | 2500 |
| Profit Streak | 116.212 | 116.212 | 158.212 | 116.212 | 116.212 | 158.212 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165401 | 409276 | -104674 | -169448 | -33705 | -8236 |
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7035,
"evaluation_days": 2345,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1557763200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759093516101,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 245,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 45,
"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": [
[
617523.9463229248,
436064.7640552579,
181459.182267667,
5002052.657997074,
1580189.7930298718,
3421862.8649672
],
[
617.523946,
436.064764,
181.459182,
5002.052658,
1580.189793,
3421.862865
],
[
0.263336,
0.185955,
0.077381,
0.167826,
0.120392,
0.151995
],
[
10,
10,
10,
10,
10,
10
],
[
-56487,
-45867,
-41808,
-1462486,
-2215523,
-549759
],
[
3.278007,
3.522604,
2.847516,
1.604066,
1.268987,
2.42219
],
[
57,
29,
28,
57,
29,
28
],
[
26,
12,
14,
26,
12,
14
],
[
31,
17,
14,
31,
17,
14
],
[
45.614035,
41.37931,
50,
45.614035,
41.37931,
50
],
[
3.908392,
4.990356,
2.847516,
1.91254,
1.797732,
2.42219
],
[
147972,
147972,
66060,
1477574,
1477574,
1310770
],
[
-20993,
-20993,
-14090,
-813484,
-813484,
-549759
],
[
122,
153,
89,
122,
153,
89
],
[
198,
267,
139,
198,
267,
139
],
[
57,
73,
38,
57,
73,
38
],
[
6962,
4462,
2500,
6962,
4462,
2500
],
[
116.211992,
116.211992,
158.211992,
116.211992,
116.211992,
158.211992
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165401,
409276,
-104674,
-169448,
-33705,
-8236
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7035,
"evaluation_days": 2345,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1557763200000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759093516101,
"expiration_time": 1765153440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 245,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 45,
"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) |
|---|