| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 506101.7471 | 443270.9845 | 62830.7626 | 458823.8654 | 898367.948 | -439544.0826 |
| Total P&L (%) | 506.1017 | 443.271 | 62.8308 | 458.8239 | 898.3679 | -439.5441 |
| Avg Daily Profit (%) | 0.2162 | 0.1894 | 0.0268 | 0.0735 | 0.0984 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93218 | -54926 | -109700 | -753862 | -329400 | -718304 |
| Profit Factor | 2.0312 | 3.4198 | 1.2043 | 1.1384 | 1.8082 | 0.8006 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 |
| Ratio Avg Win / Avg Loss | 2.9018 | 4.8855 | 1.7204 | 1.6262 | 2.5832 | 1.1437 |
| Largest Winning Trade | 234504 | 234504 | 64239 | 689100 | 689100 | 356096 |
| Largest Losing Trade | -36751 | -33074 | -36751 | -424266 | -222901 | -424266 |
| Avg Bars in Trades | 133 | 126 | 139 | 133 | 126 | 139 |
| Avg Bars in Winners | 217 | 202 | 232 | 217 | 202 | 232 |
| Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
| Bars Traded | 9051 | 4294 | 4757 | 9051 | 4294 | 4757 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -105171 | 382395 | -160329 | -279169 | -61262 | -582559 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1560276000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849809414,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 249,
"offset": 0,
"std": 2.14067
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 175,
"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": [
[
506101.7471335713,
443270.9845299465,
62830.762603625,
458823.8654387905,
898367.9480397657,
-439544.0826009751
],
[
506.101747,
443.270985,
62.830763,
458.823865,
898.367948,
-439.544083
],
[
0.216237,
0.189392,
0.026845,
0.073544,
0.098359,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-93218,
-54926,
-109700,
-753862,
-329400,
-718304
],
[
2.031244,
3.419835,
1.204271,
1.138367,
1.80823,
0.800612
],
[
68,
34,
34,
68,
34,
34
],
[
28,
14,
14,
28,
14,
14
],
[
40,
20,
20,
40,
20,
20
],
[
41.176471,
41.176471,
41.176471,
41.176471,
41.176471,
41.176471
],
[
2.901777,
4.885478,
1.720387,
1.626239,
2.583186,
1.143731
],
[
234504,
234504,
64239,
689100,
689100,
356096
],
[
-36751,
-33074,
-36751,
-424266,
-222901,
-424266
],
[
133,
126,
139,
133,
126,
139
],
[
217,
202,
232,
217,
202,
232
],
[
74,
73,
75,
74,
73,
75
],
[
9051,
4294,
4757,
9051,
4294,
4757
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105171,
382395,
-160329,
-279169,
-61262,
-582559
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1560276000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849809414,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 249,
"offset": 0,
"std": 2.14067
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 175,
"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) |
|---|