| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 88115.399 | 33338.8711 | 54776.5278 | 103329.7243 | 38064.6809 | 65265.0435 |
| Total P&L (%) | 88.1154 | 33.3389 | 54.7765 | 103.3297 | 38.0647 | 65.265 |
| Avg Daily Profit (%) | 0.3384 | 0.128 | 0.2103 | 0.2729 | 0.1239 | 0.1931 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -30865 | -21646 | -27668 | -52579 | -28788 | -43814 |
| Profit Factor | 1.4803 | 1.3381 | 1.6455 | 1.3831 | 1.2655 | 1.5164 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 71.3235 | 70.5882 | 72.0588 | 71.3235 | 70.5882 | 72.0588 |
| Ratio Avg Win / Avg Loss | 0.5952 | 0.5575 | 0.6381 | 0.5561 | 0.5273 | 0.588 |
| Largest Winning Trade | 12048 | 7855 | 12048 | 16218 | 9377 | 16218 |
| Largest Losing Trade | -23099 | -21646 | -23099 | -34010 | -28788 | -34010 |
| Avg Bars in Trades | 181 | 188 | 175 | 181 | 188 | 175 |
| Avg Bars in Winners | 115 | 110 | 121 | 115 | 110 | 121 |
| Avg Bars in Losers | 346 | 374 | 316 | 346 | 374 | 316 |
| Bars Traded | 24750 | 12806 | 11944 | 24750 | 12806 | 11944 |
| Profit Streak | 9.9956 | 9.9956 | 22.5164 | 9.9956 | 9.9956 | 22.5164 |
| Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424545 | -132601 | -99131 | 383011 | -138071 | -99179 |
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737308700000,
"first_datapoint_time": 1737447300000,
"last_datapoint_time": 1759807800000,
"evaluation_time": 1759808315757,
"expiration_time": 1766287800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 137,
"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": [
[
88115.3989619858,
33338.8711263487,
54776.527835637,
103329.7243455844,
38064.6808536725,
65265.0434919118
],
[
88.115399,
33.338871,
54.776528,
103.329724,
38.064681,
65.265043
],
[
0.338359,
0.12802,
0.210339,
0.272877,
0.123935,
0.193098
],
[
10,
10,
10,
10,
10,
10
],
[
-30865,
-21646,
-27668,
-52579,
-28788,
-43814
],
[
1.480263,
1.338056,
1.645538,
1.38306,
1.265535,
1.51635
],
[
136,
68,
68,
136,
68,
68
],
[
97,
48,
49,
97,
48,
49
],
[
39,
20,
19,
39,
20,
19
],
[
71.323529,
70.588235,
72.058824,
71.323529,
70.588235,
72.058824
],
[
0.595157,
0.557523,
0.638066,
0.556076,
0.527306,
0.587972
],
[
12048,
7855,
12048,
16218,
9377,
16218
],
[
-23099,
-21646,
-23099,
-34010,
-28788,
-34010
],
[
181,
188,
175,
181,
188,
175
],
[
115,
110,
121,
115,
110,
121
],
[
346,
374,
316,
346,
374,
316
],
[
24750,
12806,
11944,
24750,
12806,
11944
],
[
9.995553,
9.995553,
22.516386,
9.995553,
9.995553,
22.516386
],
[
8,
4,
5,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424545,
-132601,
-99131,
383011,
-138071,
-99179
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737308700000,
"first_datapoint_time": 1737447300000,
"last_datapoint_time": 1759807800000,
"evaluation_time": 1759808315757,
"expiration_time": 1766287800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 137,
"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) |
|---|