| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 524891.9269 | 408394.5657 | 116497.3612 | 1390025.2445 | 540113.719 | 849911.5255 |
| Total P&L (%) | 524.8919 | 408.3946 | 116.4974 | 1390.0252 | 540.1137 | 849.9115 |
| Avg Daily Profit (%) | 0.2228 | 0.1733 | 0.0494 | 0.1147 | 0.0788 | 0.0956 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79595 | -58722 | -86436 | -1107360 | -823172 | -553825 |
| Profit Factor | 1.5986 | 1.8908 | 1.2785 | 1.1938 | 1.1316 | 1.2772 |
| Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
| Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
| Profitability (%) | 43.3735 | 41.6 | 45.1613 | 43.3735 | 41.6 | 45.1613 |
| Ratio Avg Win / Avg Loss | 2.0871 | 2.6544 | 1.5524 | 1.5586 | 1.5885 | 1.5509 |
| Largest Winning Trade | 118969 | 118969 | 69171 | 727754 | 727754 | 534638 |
| Largest Losing Trade | -19747 | -19747 | -18352 | -370389 | -370389 | -341218 |
| Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
| Avg Bars in Winners | 43 | 41 | 46 | 43 | 41 | 46 |
| Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
| Bars Traded | 7002 | 3281 | 3721 | 7002 | 3281 | 3721 |
| Profit Streak | 0 | 0 | 31.0816 | 0 | 0 | 31.0816 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369220 | 279773 | -126920 | -46642 | -165205 | -64978 |
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7068,
"evaluation_days": 2356,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760061448405,
"expiration_time": 1766132352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 14,
"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": [
[
524891.9268716206,
408394.5656563069,
116497.3612153135,
1390025.2445187361,
540113.7190301707,
849911.525488565
],
[
524.891927,
408.394566,
116.497361,
1390.025245,
540.113719,
849.911525
],
[
0.222789,
0.173342,
0.049447,
0.114725,
0.078829,
0.095597
],
[
10,
10,
10,
10,
10,
10
],
[
-79595,
-58722,
-86436,
-1107360,
-823172,
-553825
],
[
1.598635,
1.890801,
1.278465,
1.193812,
1.131551,
1.277178
],
[
249,
125,
124,
249,
125,
124
],
[
108,
52,
56,
108,
52,
56
],
[
141,
73,
68,
141,
73,
68
],
[
43.373494,
41.6,
45.16129,
43.373494,
41.6,
45.16129
],
[
2.087107,
2.654393,
1.552421,
1.558587,
1.588523,
1.550859
],
[
118969,
118969,
69171,
727754,
727754,
534638
],
[
-19747,
-19747,
-18352,
-370389,
-370389,
-341218
],
[
28,
26,
30,
28,
26,
30
],
[
43,
41,
46,
43,
41,
46
],
[
16,
15,
16,
16,
15,
16
],
[
7002,
3281,
3721,
7002,
3281,
3721
],
[
0,
0,
31.081579,
0,
0,
31.081579
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369220,
279773,
-126920,
-46642,
-165205,
-64978
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7068,
"evaluation_days": 2356,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760061448405,
"expiration_time": 1766132352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 14,
"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) |
|---|