| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379105.7834 | 384526.7489 | -5420.9655 | 38442.3298 | 34733.5413 | 3708.7885 |
| Total P&L (%) | 379.1058 | 384.5267 | -5.421 | 38.4423 | 34.7335 | 3.7088 |
| Avg Daily Profit (%) | 0.1611 | 0.1634 | -0.0023 | 0.0138 | 0.0127 | 0.0015 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132167 | -79979 | -189029 | -96574 | -49393 | -111749 |
| Profit Factor | 1.3688 | 1.7711 | 0.9898 | 1.0501 | 1.0919 | 1.0095 |
| Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
| Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
| Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
| Profitability (%) | 47.479 | 45.3782 | 49.5798 | 47.479 | 45.3782 | 49.5798 |
| Ratio Avg Win / Avg Loss | 1.5142 | 2.1319 | 1.0065 | 1.1616 | 1.3143 | 1.0266 |
| Largest Winning Trade | 212226 | 212226 | 68436 | 64937 | 64937 | 45361 |
| Largest Losing Trade | -34053 | -34053 | -26499 | -29502 | -29502 | -28534 |
| Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
| Avg Bars in Winners | 79 | 86 | 73 | 79 | 86 | 73 |
| Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
| Bars Traded | 13939 | 7397 | 6542 | 13939 | 7397 | 6542 |
| 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 | 330079 | 310726 | -579512 | -341932 | -300130 | -566983 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14121,
"evaluation_days": 2353.5,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1557532800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759900808734,
"expiration_time": 1765996272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 51,
"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": [
[
379105.7834309285,
384526.748887227,
-5420.9654562987,
38442.3297929798,
34733.5412830478,
3708.7885099322
],
[
379.105783,
384.526749,
-5.420965,
38.44233,
34.733541,
3.708789
],
[
0.161082,
0.163385,
-0.002303,
0.013822,
0.012668,
0.001547
],
[
10,
10,
10,
10,
10,
10
],
[
-132167,
-79979,
-189029,
-96574,
-49393,
-111749
],
[
1.3688,
1.771149,
0.989758,
1.050061,
1.091853,
1.009515
],
[
238,
119,
119,
238,
119,
119
],
[
113,
54,
59,
113,
54,
59
],
[
125,
65,
60,
125,
65,
60
],
[
47.478992,
45.378151,
49.579832,
47.478992,
45.378151,
49.579832
],
[
1.514159,
2.131938,
1.006534,
1.161572,
1.314267,
1.026626
],
[
212226,
212226,
68436,
64937,
64937,
45361
],
[
-34053,
-34053,
-26499,
-29502,
-29502,
-28534
],
[
58,
62,
54,
58,
62,
54
],
[
79,
86,
73,
79,
86,
73
],
[
39,
42,
36,
39,
42,
36
],
[
13939,
7397,
6542,
13939,
7397,
6542
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330079,
310726,
-579512,
-341932,
-300130,
-566983
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14121,
"evaluation_days": 2353.5,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1557532800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759900808734,
"expiration_time": 1765996272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 51,
"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) |
|---|