| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 563389.9025 | 432430.7741 | 130959.1284 | 1865573.5499 | 1616139.2999 | 249434.25 |
| Total P&L (%) | 563.3899 | 432.4308 | 130.9591 | 1865.5736 | 1616.1393 | 249.4343 |
| Avg Daily Profit (%) | 0.2396 | 0.1839 | 0.0557 | 0.1268 | 0.121 | 0.0532 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83147 | -46431 | -51808 | -1943807 | -999957 | -1228253 |
| Profit Factor | 2.4069 | 3.2247 | 1.6355 | 1.2372 | 1.4166 | 1.0626 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
| Ratio Avg Win / Avg Loss | 2.8445 | 4.0309 | 1.8279 | 1.4621 | 1.7708 | 1.1876 |
| Largest Winning Trade | 168163 | 168163 | 61556 | 1558440 | 1558440 | 668430 |
| Largest Losing Trade | -46396 | -26547 | -46396 | -1157392 | -640343 | -1157392 |
| Avg Bars in Trades | 126 | 160 | 92 | 126 | 160 | 92 |
| Avg Bars in Winners | 194 | 262 | 130 | 194 | 262 | 130 |
| Avg Bars in Losers | 68 | 78 | 58 | 68 | 78 | 58 |
| Bars Traded | 9083 | 5764 | 3319 | 9083 | 5764 | 3319 |
| 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 | -72436 | 413449 | -116527 | -109084 | -31347 | -274614 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9405,
"evaluation_days": 2351.25,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1561507200000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759665767124,
"expiration_time": 1765738440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 40,
"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": [
[
563389.9024944878,
432430.7740528432,
130959.1284416447,
1865573.5498991823,
1616139.299934851,
249434.2499643316
],
[
563.389902,
432.430774,
130.959128,
1865.57355,
1616.1393,
249.43425
],
[
0.239613,
0.183915,
0.055698,
0.126752,
0.120973,
0.053226
],
[
10,
10,
10,
10,
10,
10
],
[
-83147,
-46431,
-51808,
-1943807,
-999957,
-1228253
],
[
2.406866,
3.224729,
1.635468,
1.237188,
1.416607,
1.062576
],
[
72,
36,
36,
72,
36,
36
],
[
33,
16,
17,
33,
16,
17
],
[
39,
20,
19,
39,
20,
19
],
[
45.833333,
44.444444,
47.222222,
45.833333,
44.444444,
47.222222
],
[
2.844478,
4.030912,
1.827876,
1.462131,
1.770759,
1.187585
],
[
168163,
168163,
61556,
1558440,
1558440,
668430
],
[
-46396,
-26547,
-46396,
-1157392,
-640343,
-1157392
],
[
126,
160,
92,
126,
160,
92
],
[
194,
262,
130,
194,
262,
130
],
[
68,
78,
58,
68,
78,
58
],
[
9083,
5764,
3319,
9083,
5764,
3319
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72436,
413449,
-116527,
-109084,
-31347,
-274614
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9405,
"evaluation_days": 2351.25,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1561507200000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759665767124,
"expiration_time": 1765738440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 40,
"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) |
|---|