| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 445586.3445 | 364536.5078 | 81049.8367 | 631294.6767 | 435019.9603 | 196274.7164 |
| Total P&L (%) | 445.5863 | 364.5365 | 81.0498 | 631.2947 | 435.02 | 196.2747 |
| Avg Daily Profit (%) | 0.2139 | 0.175 | 0.0389 | 0.0955 | 0.0805 | 0.0521 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78915 | -62072 | -139901 | -715817 | -416828 | -390083 |
| Profit Factor | 1.5538 | 1.9537 | 1.1919 | 1.1616 | 1.2217 | 1.1009 |
| Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
| Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Profitability (%) | 43.9153 | 44.2105 | 43.617 | 43.9153 | 44.2105 | 43.617 |
| Ratio Avg Win / Avg Loss | 1.9844 | 2.4653 | 1.5408 | 1.4835 | 1.5417 | 1.4231 |
| Largest Winning Trade | 100869 | 100869 | 64842 | 315844 | 299780 | 315844 |
| Largest Losing Trade | -37783 | -37783 | -26918 | -324118 | -106536 | -324118 |
| Avg Bars in Trades | 130 | 116 | 143 | 130 | 116 | 143 |
| Avg Bars in Winners | 170 | 153 | 187 | 170 | 153 | 187 |
| Avg Bars in Losers | 98 | 87 | 109 | 98 | 87 | 109 |
| Bars Traded | 24580 | 11082 | 13498 | 24580 | 11082 | 13498 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327938 | 308373 | -152007 | -109141 | -87261 | -235573 |
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579521600000,
"first_datapoint_time": 1581012000000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589836261,
"expiration_time": 1766066400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 118,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
445586.3444832198,
364536.5077905399,
81049.8366926798,
631294.6767015213,
435019.9603107662,
196274.7163907547
],
[
445.586344,
364.536508,
81.049837,
631.294677,
435.01996,
196.274716
],
[
0.213882,
0.174978,
0.038904,
0.095549,
0.080535,
0.052147
],
[
10,
10,
10,
10,
10,
10
],
[
-78915,
-62072,
-139901,
-715817,
-416828,
-390083
],
[
1.553848,
1.953659,
1.191935,
1.161594,
1.221734,
1.100924
],
[
189,
95,
94,
189,
95,
94
],
[
83,
42,
41,
83,
42,
41
],
[
106,
53,
53,
106,
53,
53
],
[
43.915344,
44.210526,
43.617021,
43.915344,
44.210526,
43.617021
],
[
1.984432,
2.465332,
1.540794,
1.483481,
1.541712,
1.423146
],
[
100869,
100869,
64842,
315844,
299780,
315844
],
[
-37783,
-37783,
-26918,
-324118,
-106536,
-324118
],
[
130,
116,
143,
130,
116,
143
],
[
170,
153,
187,
170,
153,
187
],
[
98,
87,
109,
98,
87,
109
],
[
24580,
11082,
13498,
24580,
11082,
13498
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327938,
308373,
-152007,
-109141,
-87261,
-235573
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579521600000,
"first_datapoint_time": 1581012000000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589836261,
"expiration_time": 1766066400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 118,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|