| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384955.7094 | 358783.5058 | 26172.2036 | 110618.2039 | 153852.1019 | -43233.8979 |
| Total P&L (%) | 384.9557 | 358.7835 | 26.1722 | 110.6182 | 153.8521 | -43.2339 |
| Avg Daily Profit (%) | 0.1638 | 0.1527 | 0.0111 | 0.0317 | 0.0396 | -0.0241 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86667 | -63515 | -189572 | -321326 | -176121 | -325021 |
| Profit Factor | 1.3087 | 1.5372 | 1.0452 | 1.0448 | 1.1124 | 0.9607 |
| Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
| Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
| Losing Trades | 123 | 60 | 63 | 123 | 60 | 63 |
| Profitability (%) | 48.9627 | 50.4132 | 47.5 | 48.9627 | 50.4132 | 47.5 |
| Ratio Avg Win / Avg Loss | 1.3641 | 1.512 | 1.1552 | 1.0891 | 1.0942 | 1.0618 |
| Largest Winning Trade | 71464 | 71464 | 57670 | 128798 | 128798 | 98379 |
| Largest Losing Trade | -36089 | -35865 | -36089 | -123411 | -123411 | -106157 |
| Avg Bars in Trades | 57 | 51 | 63 | 57 | 51 | 63 |
| Avg Bars in Winners | 59 | 50 | 69 | 59 | 50 | 69 |
| Avg Bars in Losers | 55 | 51 | 58 | 55 | 51 | 58 |
| Bars Traded | 13856 | 6183 | 7673 | 13856 | 6183 | 7673 |
| Profit Streak | 0 | 0 | 49.0694 | 0 | 0 | 49.0694 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 299015 | 348547 | -352886 | -320915 | -236971 | -579755 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14102,
"evaluation_days": 2350.33,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1558670400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759628400212,
"expiration_time": 1765714464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 44,
"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": [
[
384955.7094189207,
358783.5058258464,
26172.2035930742,
110618.2039364916,
153852.1018755217,
-43233.8979390301
],
[
384.955709,
358.783506,
26.172204,
110.618204,
153.852102,
-43.233898
],
[
0.163788,
0.152652,
0.011136,
0.031697,
0.039644,
-0.024089
],
[
10,
10,
10,
10,
10,
10
],
[
-86667,
-63515,
-189572,
-321326,
-176121,
-325021
],
[
1.308665,
1.537231,
1.045177,
1.044816,
1.112439,
0.960695
],
[
241,
121,
120,
241,
121,
120
],
[
118,
61,
57,
118,
61,
57
],
[
123,
60,
63,
123,
60,
63
],
[
48.962656,
50.413223,
47.5,
48.962656,
50.413223,
47.5
],
[
1.364117,
1.512031,
1.155196,
1.089088,
1.094202,
1.06182
],
[
71464,
71464,
57670,
128798,
128798,
98379
],
[
-36089,
-35865,
-36089,
-123411,
-123411,
-106157
],
[
57,
51,
63,
57,
51,
63
],
[
59,
50,
69,
59,
50,
69
],
[
55,
51,
58,
55,
51,
58
],
[
13856,
6183,
7673,
13856,
6183,
7673
],
[
0,
0,
49.069447,
0,
0,
49.069447
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
299015,
348547,
-352886,
-320915,
-236971,
-579755
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14102,
"evaluation_days": 2350.33,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1558670400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759628400212,
"expiration_time": 1765714464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 44,
"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) |
|---|