| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 104541.4165 | 34246.1728 | 70295.2437 | 155678.3007 | 61252.0362 | 94426.2645 |
| Total P&L (%) | 104.5414 | 34.2462 | 70.2952 | 155.6783 | 61.252 | 94.4263 |
| Avg Daily Profit (%) | 0.4014 | 0.1315 | 0.2699 | 0.3611 | 0.1836 | 0.2556 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -25589 | -6984 | -21921 | -46390 | -9684 | -40333 |
| Profit Factor | 2.1543 | 2.6159 | 2.0133 | 1.939 | 2.7366 | 1.7234 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
| Losing Trades | 31 | 12 | 19 | 31 | 12 | 19 |
| Profitability (%) | 65.1685 | 72.7273 | 57.7778 | 65.1685 | 72.7273 | 57.7778 |
| Ratio Avg Win / Avg Loss | 1.1514 | 0.981 | 1.4712 | 1.0364 | 1.0262 | 1.2594 |
| Largest Winning Trade | 22277 | 4280 | 22277 | 25205 | 7521 | 25205 |
| Largest Losing Trade | -17529 | -6984 | -17529 | -32766 | -9684 | -32766 |
| Avg Bars in Trades | 275 | 38 | 506 | 275 | 38 | 506 |
| Avg Bars in Winners | 259 | 41 | 527 | 259 | 41 | 527 |
| Avg Bars in Losers | 304 | 30 | 476 | 304 | 30 | 476 |
| Bars Traded | 24485 | 1704 | 22781 | 24485 | 1704 | 22781 |
| Profit Streak | 3.3931 | 0 | 8.5493 | 3.3931 | 0 | 8.5493 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454926 | -16103 | 422449 | 427565 | 454237 | 397915 |
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736438400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758805863244,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 235,
"offset": 78,
"scalar": 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": [
[
104541.4164606168,
34246.1727589011,
70295.2437017157,
155678.3006821746,
61252.0361711551,
94426.2645110195
],
[
104.541416,
34.246173,
70.295244,
155.678301,
61.252036,
94.426265
],
[
0.401434,
0.131504,
0.26993,
0.361126,
0.183641,
0.255638
],
[
10,
10,
10,
10,
10,
10
],
[
-25589,
-6984,
-21921,
-46390,
-9684,
-40333
],
[
2.154297,
2.615885,
2.013283,
1.938978,
2.736578,
1.723441
],
[
89,
44,
45,
89,
44,
45
],
[
58,
32,
26,
58,
32,
26
],
[
31,
12,
19,
31,
12,
19
],
[
65.168539,
72.727273,
57.777778,
65.168539,
72.727273,
57.777778
],
[
1.151434,
0.980957,
1.471245,
1.03635,
1.026217,
1.259437
],
[
22277,
4280,
22277,
25205,
7521,
25205
],
[
-17529,
-6984,
-17529,
-32766,
-9684,
-32766
],
[
275,
38,
506,
275,
38,
506
],
[
259,
41,
527,
259,
41,
527
],
[
304,
30,
476,
304,
30,
476
],
[
24485,
1704,
22781,
24485,
1704,
22781
],
[
3.393093,
0,
8.549343,
3.393093,
0,
8.549343
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454926,
-16103,
422449,
427565,
454237,
397915
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736438400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758805863244,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 235,
"offset": 78,
"scalar": 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) |
|---|