| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 60553.3913 | 18607.8059 | 41945.5854 | 49418.6646 | 12822.4434 | 36596.2212 |
| Total P&L (%) | 60.5534 | 18.6078 | 41.9456 | 49.4187 | 12.8224 | 36.5962 |
| Avg Daily Profit (%) | 0.2325 | 0.0715 | 0.1611 | 0.1543 | 0.0463 | 0.1198 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31353 | -25836 | -22356 | -52916 | -29063 | -36524 |
| Profit Factor | 1.2611 | 1.1444 | 1.4069 | 1.1575 | 1.076 | 1.2524 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 68.7117 | 67.0732 | 70.3704 | 68.7117 | 67.0732 | 70.3704 |
| Ratio Avg Win / Avg Loss | 0.5742 | 0.5618 | 0.5924 | 0.5271 | 0.5282 | 0.5273 |
| Largest Winning Trade | 13812 | 9475 | 13812 | 17121 | 10728 | 17121 |
| Largest Losing Trade | -25836 | -25836 | -22356 | -35507 | -29063 | -35507 |
| Avg Bars in Trades | 150 | 156 | 144 | 150 | 156 | 144 |
| Avg Bars in Winners | 94 | 92 | 97 | 94 | 92 | 97 |
| Avg Bars in Losers | 272 | 286 | 257 | 272 | 286 | 257 |
| Bars Traded | 24539 | 12837 | 11702 | 24539 | 12837 | 11702 |
| Profit Streak | 5.1709 | 6.2125 | 5.1709 | 5.1709 | 6.2125 | 5.1709 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321795 | -170877 | -5412 | -39602 | -349814 | -47160 |
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736965800000,
"first_datapoint_time": 1737175500000,
"last_datapoint_time": 1759464900000,
"evaluation_time": 1759465262718,
"expiration_time": 1765944900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 144,
"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": [
[
60553.3912939151,
18607.8058546609,
41945.5854392542,
49418.6645974503,
12822.4434315589,
36596.2211658913
],
[
60.553391,
18.607806,
41.945585,
49.418665,
12.822443,
36.596221
],
[
0.232522,
0.071453,
0.161069,
0.154324,
0.046338,
0.119824
],
[
10,
10,
10,
10,
10,
10
],
[
-31353,
-25836,
-22356,
-52916,
-29063,
-36524
],
[
1.261077,
1.144422,
1.406871,
1.157505,
1.075969,
1.252435
],
[
163,
82,
81,
163,
82,
81
],
[
112,
55,
57,
112,
55,
57
],
[
51,
27,
24,
51,
27,
24
],
[
68.711656,
67.073171,
70.37037,
68.711656,
67.073171,
70.37037
],
[
0.574241,
0.561807,
0.592367,
0.527078,
0.528203,
0.527341
],
[
13812,
9475,
13812,
17121,
10728,
17121
],
[
-25836,
-25836,
-22356,
-35507,
-29063,
-35507
],
[
150,
156,
144,
150,
156,
144
],
[
94,
92,
97,
94,
92,
97
],
[
272,
286,
257,
272,
286,
257
],
[
24539,
12837,
11702,
24539,
12837,
11702
],
[
5.170865,
6.212531,
5.170865,
5.170865,
6.212531,
5.170865
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321795,
-170877,
-5412,
-39602,
-349814,
-47160
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736965800000,
"first_datapoint_time": 1737175500000,
"last_datapoint_time": 1759464900000,
"evaluation_time": 1759465262718,
"expiration_time": 1765944900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 144,
"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) |
|---|