| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 378339.2535 | 329092.2565 | 49246.997 | 203216.8308 | -45162.469 | 248379.2999 |
| Total P&L (%) | 378.3393 | 329.0923 | 49.247 | 203.2168 | -45.1625 | 248.3793 |
| Avg Daily Profit (%) | 0.1816 | 0.158 | 0.0236 | 0.0533 | -0.0288 | 0.0599 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -195995 | -112620 | -120354 | -2247767 | -1699676 | -990077 |
| Profit Factor | 1.4701 | 1.7463 | 1.1354 | 1.0207 | 0.9925 | 1.0663 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
| Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
| Profitability (%) | 46.1538 | 44.0476 | 48.2353 | 46.1538 | 44.0476 | 48.2353 |
| Ratio Avg Win / Avg Loss | 1.7151 | 2.2182 | 1.2184 | 1.1909 | 1.2608 | 1.1444 |
| Largest Winning Trade | 109352 | 109352 | 48196 | 848563 | 848563 | 669594 |
| Largest Losing Trade | -43626 | -43626 | -35259 | -898222 | -898222 | -257933 |
| Avg Bars in Trades | 145 | 156 | 135 | 145 | 156 | 135 |
| Avg Bars in Winners | 202 | 216 | 189 | 202 | 216 | 189 |
| Avg Bars in Losers | 97 | 108 | 85 | 97 | 108 | 85 |
| Bars Traded | 24638 | 13128 | 11510 | 24638 | 13128 | 11510 |
| Profit Streak | 16.8396 | 0 | 26.2563 | 16.8396 | 0 | 26.2563 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347747 | 285415 | -234795 | -319538 | -581755 | -260927 |
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579744800000,
"first_datapoint_time": 1581494400000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759817341953,
"expiration_time": 1766289600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 157,
"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": [
[
378339.253487009,
329092.2564810138,
49246.9970059945,
203216.8308172644,
-45162.4690345216,
248379.2998517856
],
[
378.339253,
329.092256,
49.246997,
203.216831,
-45.162469,
248.3793
],
[
0.181603,
0.157965,
0.023639,
0.05326,
-0.028834,
0.059928
],
[
10,
10,
10,
10,
10,
10
],
[
-195995,
-112620,
-120354,
-2247767,
-1699676,
-990077
],
[
1.470089,
1.746258,
1.135355,
1.020746,
0.992537,
1.066339
],
[
169,
84,
85,
169,
84,
85
],
[
78,
37,
41,
78,
37,
41
],
[
91,
47,
44,
91,
47,
44
],
[
46.153846,
44.047619,
48.235294,
46.153846,
44.047619,
48.235294
],
[
1.715104,
2.21822,
1.21843,
1.19087,
1.26079,
1.144363
],
[
109352,
109352,
48196,
848563,
848563,
669594
],
[
-43626,
-43626,
-35259,
-898222,
-898222,
-257933
],
[
145,
156,
135,
145,
156,
135
],
[
202,
216,
189,
202,
216,
189
],
[
97,
108,
85,
97,
108,
85
],
[
24638,
13128,
11510,
24638,
13128,
11510
],
[
16.839606,
0,
26.256272,
16.839606,
0,
26.256273
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347747,
285415,
-234795,
-319538,
-581755,
-260927
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579744800000,
"first_datapoint_time": 1581494400000,
"last_datapoint_time": 1759809600000,
"evaluation_time": 1759817341953,
"expiration_time": 1766289600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 157,
"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) |
|---|