| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 588738.7401 | 480652.8202 | 108085.9199 | 913967.3265 | 352468.5389 | 561498.7876 |
| Total P&L (%) | 588.7387 | 480.6528 | 108.0859 | 913.9673 | 352.4685 | 561.4988 |
| Avg Daily Profit (%) | 0.2502 | 0.2042 | 0.0459 | 0.0985 | 0.0642 | 0.0803 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87837 | -47519 | -79810 | -605530 | -332966 | -553369 |
| Profit Factor | 1.9351 | 2.4381 | 1.366 | 1.2916 | 1.2207 | 1.3653 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 78 | 32 | 46 | 78 | 32 | 46 |
| Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
| Profitability (%) | 42.3913 | 34.7826 | 50 | 42.3913 | 34.7826 | 50 |
| Ratio Avg Win / Avg Loss | 2.6298 | 4.5715 | 1.366 | 1.7553 | 2.2888 | 1.3653 |
| Largest Winning Trade | 224320 | 224320 | 66136 | 302796 | 302796 | 212337 |
| Largest Losing Trade | -38175 | -38175 | -33343 | -218922 | -142472 | -218922 |
| Avg Bars in Trades | 73 | 92 | 55 | 73 | 92 | 55 |
| Avg Bars in Winners | 123 | 186 | 79 | 123 | 186 | 79 |
| Avg Bars in Losers | 37 | 42 | 30 | 37 | 42 | 30 |
| Bars Traded | 13610 | 8533 | 5078 | 13610 | 8533 | 5078 |
| Profit Streak | 0 | 0 | 19.7224 | 0 | 0 | 19.7224 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365259 | 218759 | -130836 | -61942 | -112774 | -84578 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14121,
"evaluation_days": 2353.5,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559966400000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759900813440,
"expiration_time": 1765996272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 3,
"offset": 236
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 24,
"offset": 0,
"std": 2.30429
}
}
} {
"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": [
[
588738.7401327625,
480652.8202191028,
108085.9199136602,
913967.3265462249,
352468.5388969056,
561498.7876493185
],
[
588.73874,
480.65282,
108.08592,
913.967327,
352.468539,
561.498788
],
[
0.250155,
0.204229,
0.045926,
0.098474,
0.064161,
0.08031
],
[
10,
10,
10,
10,
10,
10
],
[
-87837,
-47519,
-79810,
-605530,
-332966,
-553369
],
[
1.935131,
2.438126,
1.36595,
1.291611,
1.220678,
1.365323
],
[
184,
92,
92,
184,
92,
92
],
[
78,
32,
46,
78,
32,
46
],
[
106,
60,
46,
106,
60,
46
],
[
42.391304,
34.782609,
50,
42.391304,
34.782609,
50
],
[
2.629794,
4.571487,
1.36595,
1.755266,
2.288771,
1.365323
],
[
224320,
224320,
66136,
302796,
302796,
212337
],
[
-38175,
-38175,
-33343,
-218922,
-142472,
-218922
],
[
73,
92,
55,
73,
92,
55
],
[
123,
186,
79,
123,
186,
79
],
[
37,
42,
30,
37,
42,
30
],
[
13610,
8533,
5078,
13610,
8533,
5078
],
[
0,
0,
19.722378,
0,
0,
19.722378
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365259,
218759,
-130836,
-61942,
-112774,
-84578
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14121,
"evaluation_days": 2353.5,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559966400000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759900813440,
"expiration_time": 1765996272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 3,
"offset": 236
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 24,
"offset": 0,
"std": 2.30429
}
}
}
| # | 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) |
|---|