| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 409653.8143 | 430977.051 | -21323.2367 | -1195569.7742 | 2561426.0117 | -3756995.7859 |
| Total P&L (%) | 409.6538 | 430.9771 | -21.3232 | -1195.5698 | 2561.426 | -3756.9958 |
| Avg Daily Profit (%) | 0.174 | 0.1831 | -0.0091 | 0 | 0.1395 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -252141 | -103194 | -193637 | -4550044 | -367597 | -4400060 |
| Profit Factor | 1.7444 | 2.6602 | 0.9266 | 0.8083 | 3.0482 | 0.2464 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 40 | 20 | 20 | 30 | 18 | 12 |
| Losing Trades | 22 | 11 | 11 | 32 | 13 | 19 |
| Profitability (%) | 64.5161 | 64.5161 | 64.5161 | 48.3871 | 58.0645 | 38.7097 |
| Ratio Avg Win / Avg Loss | 0.9594 | 1.4631 | 0.5097 | 0.8622 | 2.2014 | 0.3902 |
| Largest Winning Trade | 304908 | 304908 | 61554 | 1799487 | 1799487 | 626898 |
| Largest Losing Trade | -193637 | -66410 | -193637 | -3437976 | -367597 | -3437976 |
| Avg Bars in Trades | 146 | 179 | 113 | 146 | 179 | 113 |
| Avg Bars in Winners | 121 | 144 | 98 | 151 | 183 | 101 |
| Avg Bars in Losers | 191 | 242 | 140 | 141 | 172 | 120 |
| Bars Traded | 9065 | 5550 | 3515 | 9065 | 5550 | 3515 |
| Profit Streak | 0 | 89.2976 | 0 | 36.2976 | 0 | 64.5476 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148689 | 498243 | -578936 | -739361 | 16324 | -584649 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9415,
"evaluation_days": 2353.75,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1560103200000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759864108673,
"expiration_time": 1765960920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 167,
"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": [
[
409653.8143358387,
430977.0510134569,
-21323.2366776182,
-1195569.7742012187,
2561426.011738542,
-3756995.785939762
],
[
409.653814,
430.977051,
-21.323237,
-1195.569774,
2561.426012,
-3756.995786
],
[
0.174043,
0.183102,
-0.009059,
0,
0.139511,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-252141,
-103194,
-193637,
-4550044,
-367597,
-4400060
],
[
1.74442,
2.660175,
0.926649,
0.808283,
3.048151,
0.246415
],
[
62,
31,
31,
62,
31,
31
],
[
40,
20,
20,
30,
18,
12
],
[
22,
11,
11,
32,
13,
19
],
[
64.516129,
64.516129,
64.516129,
48.387097,
58.064516,
38.709677
],
[
0.959431,
1.463097,
0.509657,
0.862168,
2.201442,
0.390157
],
[
304908,
304908,
61554,
1799487,
1799487,
626898
],
[
-193637,
-66410,
-193637,
-3437976,
-367597,
-3437976
],
[
146,
179,
113,
146,
179,
113
],
[
121,
144,
98,
151,
183,
101
],
[
191,
242,
140,
141,
172,
120
],
[
9065,
5550,
3515,
9065,
5550,
3515
],
[
0,
89.297554,
0,
36.297554,
0,
64.547554
],
[
0,
1,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148689,
498243,
-578936,
-739361,
16324,
-584649
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9415,
"evaluation_days": 2353.75,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1560103200000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759864108673,
"expiration_time": 1765960920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 48,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 167,
"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) |
|---|