| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 546931.9737 | 491431.6051 | 55500.3686 | 115368.6296 | 34779.7103 | 80588.9193 |
| Total P&L (%) | 546.932 | 491.4316 | 55.5004 | 115.3686 | 34.7797 | 80.5889 |
| Avg Daily Profit (%) | 0.2337 | 0.21 | 0.0237 | 0.0328 | 0.0128 | 0.0253 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122073 | -115279 | -10521 | -748525 | -730396 | -96183 |
| Profit Factor | 2.2503 | 2.2711 | 2.0921 | 1.0862 | 1.0296 | 1.4995 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
| Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
| Profitability (%) | 58.6207 | 48.2759 | 68.9655 | 58.6207 | 48.2759 | 68.9655 |
| Ratio Avg Win / Avg Loss | 1.5885 | 2.4333 | 0.9415 | 0.7668 | 1.1031 | 0.6748 |
| Largest Winning Trade | 251246 | 251246 | 17048 | 623677 | 623677 | 50249 |
| Largest Losing Trade | -64030 | -64030 | -10395 | -334089 | -334089 | -96183 |
| Avg Bars in Trades | 235 | 458 | 12 | 235 | 458 | 12 |
| Avg Bars in Winners | 288 | 682 | 12 | 288 | 682 | 12 |
| Avg Bars in Losers | 161 | 249 | 13 | 161 | 249 | 13 |
| Bars Traded | 13670 | 13300 | 370 | 13670 | 13300 | 370 |
| Profit Streak | 0 | 0 | 444.9128 | 0 | 0 | 444.9128 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165772 | 406966 | -156890 | -454785 | -367212 | -155429 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14039,
"evaluation_days": 2339.83,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1557993600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758794070036,
"expiration_time": 1764780048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 102,
"offset": 0,
"std": 2.08892
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 53,
"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": [
[
546931.9737155396,
491431.6051233548,
55500.3685921847,
115368.6296416814,
34779.7103353994,
80588.9193062821
],
[
546.931974,
491.431605,
55.500369,
115.36863,
34.77971,
80.588919
],
[
0.233749,
0.210029,
0.02372,
0.032793,
0.012757,
0.025264
],
[
10,
10,
10,
10,
10,
10
],
[
-122073,
-115279,
-10521,
-748525,
-730396,
-96183
],
[
2.25032,
2.271114,
2.092122,
1.086248,
1.029567,
1.499469
],
[
58,
29,
29,
58,
29,
29
],
[
34,
14,
20,
34,
14,
20
],
[
24,
15,
9,
24,
15,
9
],
[
58.62069,
48.275862,
68.965517,
58.62069,
48.275862,
68.965517
],
[
1.588461,
2.433337,
0.941455,
0.766763,
1.103108,
0.674761
],
[
251246,
251246,
17048,
623677,
623677,
50249
],
[
-64030,
-64030,
-10395,
-334089,
-334089,
-96183
],
[
235,
458,
12,
235,
458,
12
],
[
288,
682,
12,
288,
682,
12
],
[
161,
249,
13,
161,
249,
13
],
[
13670,
13300,
370,
13670,
13300,
370
],
[
0,
0,
444.912848,
0,
0,
444.912848
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165772,
406966,
-156890,
-454785,
-367212,
-155429
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14039,
"evaluation_days": 2339.83,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1557993600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758794070036,
"expiration_time": 1764780048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 102,
"offset": 0,
"std": 2.08892
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 53,
"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) |
|---|