| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 103309.0307 | 31173.7063 | 72135.3244 | 126737.6946 | 32603.1612 | 94134.5334 |
| Total P&L (%) | 103.309 | 31.1737 | 72.1353 | 126.7377 | 32.6032 | 94.1345 |
| Avg Daily Profit (%) | 0.3967 | 0.1197 | 0.277 | 0.3148 | 0.1084 | 0.2551 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -37891 | -22787 | -23045 | -79383 | -43078 | -46132 |
| Profit Factor | 1.4259 | 1.227 | 1.6856 | 1.2814 | 1.1325 | 1.4607 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
| Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
| Profitability (%) | 63.9535 | 59.3023 | 68.6047 | 63.9535 | 59.3023 | 68.6047 |
| Ratio Avg Win / Avg Loss | 0.8037 | 0.8421 | 0.7714 | 0.7222 | 0.7772 | 0.6685 |
| Largest Winning Trade | 19249 | 11834 | 19249 | 36221 | 16078 | 36221 |
| Largest Losing Trade | -21478 | -21478 | -21351 | -44606 | -24828 | -44606 |
| Avg Bars in Trades | 143 | 144 | 143 | 143 | 144 | 143 |
| Avg Bars in Winners | 113 | 104 | 120 | 113 | 104 | 120 |
| Avg Bars in Losers | 198 | 202 | 192 | 198 | 202 | 192 |
| Bars Traded | 24744 | 12420 | 12323 | 24744 | 12420 | 12323 |
| Profit Streak | 1.3234 | 1.3234 | 5.8546 | 1.3234 | 1.3234 | 5.8546 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 270905 | -41410 | 405152 | 213909 | -130785 | 361810 |
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737726300000,
"first_datapoint_time": 1737921600000,
"last_datapoint_time": 1760225400000,
"evaluation_time": 1760225438234,
"expiration_time": 1766705400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 218,
"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": [
[
103309.0306530581,
31173.7062905517,
72135.3243625064,
126737.6945726699,
32603.161196972,
94134.5333756978
],
[
103.309031,
31.173706,
72.135324,
126.737695,
32.603161,
94.134533
],
[
0.396702,
0.119705,
0.276996,
0.314842,
0.108419,
0.25506
],
[
10,
10,
10,
10,
10,
10
],
[
-37891,
-22787,
-23045,
-79383,
-43078,
-46132
],
[
1.425944,
1.226995,
1.685636,
1.281357,
1.132464,
1.460715
],
[
172,
86,
86,
172,
86,
86
],
[
110,
51,
59,
110,
51,
59
],
[
62,
35,
27,
62,
35,
27
],
[
63.953488,
59.302326,
68.604651,
63.953488,
59.302326,
68.604651
],
[
0.803714,
0.842055,
0.771393,
0.72222,
0.777181,
0.668463
],
[
19249,
11834,
19249,
36221,
16078,
36221
],
[
-21478,
-21478,
-21351,
-44606,
-24828,
-44606
],
[
143,
144,
143,
143,
144,
143
],
[
113,
104,
120,
113,
104,
120
],
[
198,
202,
192,
198,
202,
192
],
[
24744,
12420,
12323,
24744,
12420,
12323
],
[
1.323359,
1.323359,
5.854609,
1.323359,
1.323359,
5.854609
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
270905,
-41410,
405152,
213909,
-130785,
361810
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737726300000,
"first_datapoint_time": 1737921600000,
"last_datapoint_time": 1760225400000,
"evaluation_time": 1760225438234,
"expiration_time": 1766705400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 218,
"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) |
|---|