| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376924.8463 | 372884.6438 | 4040.2026 | 22085.7313 | 77221.673 | -55135.9417 |
| Total P&L (%) | 376.9248 | 372.8846 | 4.0402 | 22.0857 | 77.2217 | -55.1359 |
| Avg Daily Profit (%) | 0.1604 | 0.1587 | 0.0017 | 0.0085 | 0.0244 | -0.0341 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117996 | -68176 | -195876 | -153725 | -87728 | -186079 |
| Profit Factor | 1.6411 | 2.2101 | 1.0144 | 1.0408 | 1.2683 | 0.783 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 41.4286 | 42.8571 | 40 | 41.4286 | 42.8571 | 40 |
| Ratio Avg Win / Avg Loss | 2.3201 | 2.9468 | 1.5217 | 1.4714 | 1.6911 | 1.1745 |
| Largest Winning Trade | 229944 | 229944 | 60153 | 93192 | 93192 | 42944 |
| Largest Losing Trade | -65793 | -65793 | -39617 | -86800 | -86800 | -48818 |
| Avg Bars in Trades | 194 | 199 | 188 | 194 | 199 | 188 |
| Avg Bars in Winners | 294 | 296 | 293 | 294 | 296 | 293 |
| Avg Bars in Losers | 123 | 127 | 118 | 123 | 127 | 118 |
| Bars Traded | 13594 | 6995 | 6599 | 13594 | 6995 | 6599 |
| Profit Streak | 0 | 0 | 41.4064 | 0 | 0 | 41.4064 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -91721 | 312692 | -563174 | -464785 | -162125 | -582460 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14102,
"evaluation_days": 2350.33,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559462400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759628713091,
"expiration_time": 1765714464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 127,
"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": [
[
376924.84634362,
372884.6437539918,
4040.2025896282,
22085.731279014,
77221.6730027793,
-55135.9417237653
],
[
376.924846,
372.884644,
4.040203,
22.085731,
77.221673,
-55.135942
],
[
0.160371,
0.158652,
0.001719,
0.008491,
0.02435,
-0.034097
],
[
10,
10,
10,
10,
10,
10
],
[
-117996,
-68176,
-195876,
-153725,
-87728,
-186079
],
[
1.641071,
2.210098,
1.014439,
1.04076,
1.268319,
0.782969
],
[
70,
35,
35,
70,
35,
35
],
[
29,
15,
14,
29,
15,
14
],
[
41,
20,
21,
41,
20,
21
],
[
41.428571,
42.857143,
40,
41.428571,
42.857143,
40
],
[
2.320134,
2.946797,
1.521658,
1.47142,
1.691092,
1.174453
],
[
229944,
229944,
60153,
93192,
93192,
42944
],
[
-65793,
-65793,
-39617,
-86800,
-86800,
-48818
],
[
194,
199,
188,
194,
199,
188
],
[
294,
296,
293,
294,
296,
293
],
[
123,
127,
118,
123,
127,
118
],
[
13594,
6995,
6599,
13594,
6995,
6599
],
[
0,
0,
41.406401,
0,
0,
41.406401
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-91721,
312692,
-563174,
-464785,
-162125,
-582460
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14102,
"evaluation_days": 2350.33,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559462400000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759628713091,
"expiration_time": 1765714464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 127,
"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) |
|---|