| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 331738.1805 | 321285.3759 | 10452.8046 | 126398.8431 | 299308.9499 | -172910.1068 |
| Total P&L (%) | 331.7382 | 321.2854 | 10.4528 | 126.3988 | 299.309 | -172.9101 |
| Avg Daily Profit (%) | 0.1593 | 0.1543 | 0.005 | 0.0392 | 0.0665 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99711 | -79891 | -37589 | -1327718 | -1428740 | -432212 |
| Profit Factor | 1.8106 | 2.0053 | 1.1166 | 1.0351 | 1.1018 | 0.7391 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
| Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
| Profitability (%) | 63.7363 | 68.8889 | 58.6957 | 63.7363 | 68.8889 | 58.6957 |
| Ratio Avg Win / Avg Loss | 1.0302 | 0.9056 | 0.7857 | 0.5889 | 0.4976 | 0.5201 |
| Largest Winning Trade | 77844 | 77844 | 11849 | 355415 | 355415 | 65686 |
| Largest Losing Trade | -79891 | -79891 | -18457 | -1211457 | -1211457 | -97806 |
| Avg Bars in Trades | 253 | 503 | 9 | 253 | 503 | 9 |
| Avg Bars in Winners | 174 | 317 | 9 | 174 | 317 | 9 |
| Avg Bars in Losers | 392 | 913 | 8 | 392 | 913 | 8 |
| Bars Traded | 23056 | 22641 | 415 | 23056 | 22641 | 415 |
| Profit Streak | 86.6308 | 0 | 309.9642 | 86.6308 | 0 | 309.9642 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 448419 | 387986 | -428934 | -321235 | -211866 | -577932 |
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579953600000,
"first_datapoint_time": 1580724000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759972104054,
"expiration_time": 1766446185600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 108,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
331738.1805114928,
321285.3758824228,
10452.8046290698,
126398.8430793649,
299308.9499182591,
-172910.1068388947
],
[
331.738181,
321.285376,
10.452805,
126.398843,
299.30895,
-172.910107
],
[
0.159279,
0.15426,
0.005019,
0.039241,
0.0665,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-99711,
-79891,
-37589,
-1327718,
-1428740,
-432212
],
[
1.810582,
2.005325,
1.116562,
1.035076,
1.101775,
0.739068
],
[
91,
45,
46,
91,
45,
46
],
[
58,
31,
27,
58,
31,
27
],
[
33,
14,
19,
33,
14,
19
],
[
63.736264,
68.888889,
58.695652,
63.736264,
68.888889,
58.695652
],
[
1.030159,
0.905631,
0.785729,
0.588923,
0.497576,
0.520085
],
[
77844,
77844,
11849,
355415,
355415,
65686
],
[
-79891,
-79891,
-18457,
-1211457,
-1211457,
-97806
],
[
253,
503,
9,
253,
503,
9
],
[
174,
317,
9,
174,
317,
9
],
[
392,
913,
8,
392,
913,
8
],
[
23056,
22641,
415,
23056,
22641,
415
],
[
86.630834,
0,
309.964167,
86.630834,
0,
309.964167
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
448419,
387986,
-428934,
-321235,
-211866,
-577932
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579953600000,
"first_datapoint_time": 1580724000000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759972104054,
"expiration_time": 1766446185600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 108,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|