| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 555417.0128 | 473817.1758 | 81599.837 | 309525.0345 | 231711.3544 | 77813.6801 |
| Total P&L (%) | 555.417 | 473.8172 | 81.5998 | 309.525 | 231.7114 | 77.8137 |
| Avg Daily Profit (%) | 0.2355 | 0.2009 | 0.0346 | 0.0598 | 0.0509 | 0.0244 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160517 | -67927 | -143035 | -1083874 | -670893 | -555199 |
| Profit Factor | 1.9888 | 2.6603 | 1.2953 | 1.0818 | 1.1014 | 1.052 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
| Profitability (%) | 52.5641 | 43.5897 | 61.5385 | 52.5641 | 43.5897 | 61.5385 |
| Ratio Avg Win / Avg Loss | 1.7948 | 3.4427 | 0.8096 | 0.9763 | 1.4254 | 0.6575 |
| Largest Winning Trade | 193138 | 193138 | 64442 | 451077 | 451077 | 322615 |
| Largest Losing Trade | -80941 | -42941 | -80941 | -416093 | -416093 | -379872 |
| Avg Bars in Trades | 116 | 135 | 96 | 116 | 135 | 96 |
| Avg Bars in Winners | 142 | 196 | 104 | 142 | 196 | 104 |
| Avg Bars in Losers | 86 | 88 | 84 | 86 | 88 | 84 |
| Bars Traded | 9057 | 5291 | 3765 | 9057 | 5291 | 3765 |
| Profit Streak | 0 | 0 | 90.0797 | 0 | 0 | 90.0797 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26324 | 368324 | -146201 | -283693 | -236431 | -323229 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9432,
"evaluation_days": 2358,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1562630400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234086555,
"expiration_time": 1766339136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 111,
"offset": 164
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 228,
"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": [
[
555417.0128025509,
473817.1757561002,
81599.8370464506,
309525.0344783464,
231711.3544082677,
77813.680070079
],
[
555.417013,
473.817176,
81.599837,
309.525034,
231.711354,
77.81368
],
[
0.235546,
0.20094,
0.034606,
0.059807,
0.050865,
0.024412
],
[
10,
10,
10,
10,
10,
10
],
[
-160517,
-67927,
-143035,
-1083874,
-670893,
-555199
],
[
1.988823,
2.660258,
1.295323,
1.081827,
1.101413,
1.051951
],
[
78,
39,
39,
78,
39,
39
],
[
41,
17,
24,
41,
17,
24
],
[
37,
22,
15,
37,
22,
15
],
[
52.564103,
43.589744,
61.538462,
52.564103,
43.589744,
61.538462
],
[
1.794791,
3.442687,
0.809577,
0.976283,
1.425358,
0.657469
],
[
193138,
193138,
64442,
451077,
451077,
322615
],
[
-80941,
-42941,
-80941,
-416093,
-416093,
-379872
],
[
116,
135,
96,
116,
135,
96
],
[
142,
196,
104,
142,
196,
104
],
[
86,
88,
84,
86,
88,
84
],
[
9057,
5291,
3765,
9057,
5291,
3765
],
[
0,
0,
90.079705,
0,
0,
90.079705
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26324,
368324,
-146201,
-283693,
-236431,
-323229
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9432,
"evaluation_days": 2358,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1562630400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234086555,
"expiration_time": 1766339136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 111,
"offset": 164
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 228,
"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) |
|---|