| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 563797.6813 | 497014.3759 | 66783.3054 | 395468.3429 | -3025.5806 | 398493.9235 |
| Total P&L (%) | 563.7977 | 497.0144 | 66.7833 | 395.4683 | -3.0256 | 398.4939 |
| Avg Daily Profit (%) | 0.2396 | 0.2112 | 0.0284 | 0.068 | -0.0013 | 0.0683 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91736 | -75158 | -72838 | -1065956 | -976957 | -302142 |
| Profit Factor | 1.9801 | 2.4707 | 1.2814 | 1.0985 | 0.9988 | 1.282 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
| Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
| Profitability (%) | 40.566 | 35.8491 | 45.283 | 40.566 | 35.8491 | 45.283 |
| Ratio Avg Win / Avg Loss | 2.9011 | 4.4213 | 1.5484 | 1.6094 | 1.7874 | 1.5491 |
| Largest Winning Trade | 362071 | 362071 | 63306 | 514882 | 514882 | 485907 |
| Largest Losing Trade | -41422 | -41422 | -23885 | -290971 | -290971 | -148571 |
| Avg Bars in Trades | 128 | 184 | 73 | 128 | 184 | 73 |
| Avg Bars in Winners | 190 | 306 | 98 | 190 | 306 | 98 |
| Avg Bars in Losers | 86 | 115 | 53 | 86 | 115 | 53 |
| Bars Traded | 13669 | 9753 | 3917 | 13669 | 9753 | 3917 |
| Profit Streak | 0 | 0 | 89.3865 | 0 | 0 | 89.3865 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315040 | -173132 | -335430 | -216588 | -763558 | -281999 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14119,
"evaluation_days": 2353.17,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1558756800000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759871795452,
"expiration_time": 1765966608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 46,
"offset": 154,
"poles": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 111,
"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": [
[
563797.6813086356,
497014.375885078,
66783.3054235576,
395468.3428601814,
-3025.5806359786,
398493.9234961601
],
[
563.797681,
497.014376,
66.783305,
395.468343,
-3.025581,
398.493923
],
[
0.239591,
0.211211,
0.02838,
0.068031,
-0.001306,
0.06829
],
[
10,
10,
10,
10,
10,
10
],
[
-91736,
-75158,
-72838,
-1065956,
-976957,
-302142
],
[
1.980097,
2.470747,
1.281414,
1.098466,
0.998838,
1.282012
],
[
106,
53,
53,
106,
53,
53
],
[
43,
19,
24,
43,
19,
24
],
[
63,
34,
29,
63,
34,
29
],
[
40.566038,
35.849057,
45.283019,
40.566038,
35.849057,
45.283019
],
[
2.901073,
4.421336,
1.548375,
1.60938,
1.787394,
1.549098
],
[
362071,
362071,
63306,
514882,
514882,
485907
],
[
-41422,
-41422,
-23885,
-290971,
-290971,
-148571
],
[
128,
184,
73,
128,
184,
73
],
[
190,
306,
98,
190,
306,
98
],
[
86,
115,
53,
86,
115,
53
],
[
13669,
9753,
3917,
13669,
9753,
3917
],
[
0,
0,
89.386521,
0,
0,
89.386521
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315040,
-173132,
-335430,
-216588,
-763558,
-281999
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14119,
"evaluation_days": 2353.17,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1558756800000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759871795452,
"expiration_time": 1765966608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 46,
"offset": 154,
"poles": 3
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 111,
"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) |
|---|