| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439073.528 | 381880.1563 | 57193.3717 | 337327.3006 | 301092.8699 | 36234.4307 |
| Total P&L (%) | 439.0735 | 381.8802 | 57.1934 | 337.3273 | 301.0929 | 36.2344 |
| Avg Daily Profit (%) | 0.1865 | 0.1622 | 0.0243 | 0.0627 | 0.059 | 0.0131 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132087 | -54109 | -130950 | -371293 | -207275 | -255850 |
| Profit Factor | 1.929 | 2.9345 | 1.2078 | 1.2476 | 1.5269 | 1.0458 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
| Ratio Avg Win / Avg Loss | 1.929 | 3.1302 | 1.1323 | 1.2476 | 1.6287 | 0.9804 |
| Largest Winning Trade | 230326 | 230326 | 62338 | 194419 | 194419 | 172178 |
| Largest Losing Trade | -49251 | -30482 | -49251 | -149254 | -94944 | -149254 |
| Avg Bars in Trades | 109 | 103 | 114 | 109 | 103 | 114 |
| Avg Bars in Winners | 143 | 126 | 159 | 143 | 126 | 159 |
| Avg Bars in Losers | 75 | 82 | 67 | 75 | 82 | 67 |
| Bars Traded | 6777 | 3219 | 3558 | 6777 | 3219 | 3558 |
| Profit Streak | 53.3633 | 53.3633 | 81.6966 | 53.3633 | 53.3633 | 81.6966 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146345 | 460714 | -161017 | -266956 | -111630 | -348933 |
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7062,
"evaluation_days": 2354,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1560585600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759884184805,
"expiration_time": 1765954368000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 97,
"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": [
[
439073.5280028903,
381880.1563395761,
57193.3716633143,
337327.3005958918,
301092.8699441838,
36234.4306517081
],
[
439.073528,
381.880156,
57.193372,
337.327301,
301.09287,
36.234431
],
[
0.186522,
0.162226,
0.024296,
0.062701,
0.059024,
0.013136
],
[
10,
10,
10,
10,
10,
10
],
[
-132087,
-54109,
-130950,
-371293,
-207275,
-255850
],
[
1.929025,
2.934549,
1.207812,
1.247564,
1.526863,
1.045802
],
[
62,
31,
31,
62,
31,
31
],
[
31,
15,
16,
31,
15,
16
],
[
31,
16,
15,
31,
16,
15
],
[
50,
48.387097,
51.612903,
50,
48.387097,
51.612903
],
[
1.929025,
3.130186,
1.132323,
1.247564,
1.628654,
0.98044
],
[
230326,
230326,
62338,
194419,
194419,
172178
],
[
-49251,
-30482,
-49251,
-149254,
-94944,
-149254
],
[
109,
103,
114,
109,
103,
114
],
[
143,
126,
159,
143,
126,
159
],
[
75,
82,
67,
75,
82,
67
],
[
6777,
3219,
3558,
6777,
3219,
3558
],
[
53.36325,
53.36325,
81.696583,
53.36325,
53.36325,
81.696583
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146345,
460714,
-161017,
-266956,
-111630,
-348933
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7062,
"evaluation_days": 2354,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1560585600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759884184805,
"expiration_time": 1765954368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 97,
"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) |
|---|