| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 561008.1031 | 447112.8672 | 113895.2359 | 1291764.5863 | 1223925.6706 | 67838.9157 |
| Total P&L (%) | 561.0081 | 447.1129 | 113.8952 | 1291.7646 | 1223.9257 | 67.8389 |
| Avg Daily Profit (%) | 0.2398 | 0.1911 | 0.0487 | 0.1126 | 0.1105 | 0.0221 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138479 | -101450 | -41039 | -2832259 | -2203699 | -746670 |
| Profit Factor | 2.3596 | 2.7965 | 1.6955 | 1.1683 | 1.2432 | 1.0257 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
| Profitability (%) | 51.9481 | 55.2632 | 48.7179 | 51.9481 | 55.2632 | 48.7179 |
| Ratio Avg Win / Avg Loss | 2.1826 | 2.2638 | 1.7848 | 1.0807 | 1.0064 | 1.0797 |
| Largest Winning Trade | 174109 | 174109 | 71752 | 1654910 | 1654910 | 701366 |
| Largest Losing Trade | -33461 | -33461 | -29319 | -927984 | -927984 | -550395 |
| Avg Bars in Trades | 170 | 265 | 77 | 170 | 265 | 77 |
| Avg Bars in Winners | 240 | 364 | 102 | 240 | 364 | 102 |
| Avg Bars in Losers | 94 | 142 | 53 | 94 | 142 | 53 |
| Bars Traded | 13115 | 10084 | 3031 | 13115 | 10084 | 3031 |
| Profit Streak | 237.4128 | 247.4128 | 237.4128 | 237.4128 | 247.4128 | 237.4128 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -31680 | 538334 | -123790 | -122225 | -43298 | -354827 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14039,
"evaluation_days": 2339.83,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559419200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758794069688,
"expiration_time": 1764780048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 201,
"offset": 0,
"a": 0.63812
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 83,
"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": [
[
561008.1030984594,
447112.8672427016,
113895.2358557581,
1291764.5863144002,
1223925.6706019794,
67838.9157124203
],
[
561.008103,
447.112867,
113.895236,
1291.764586,
1223.925671,
67.838916
],
[
0.239764,
0.191088,
0.048677,
0.1126,
0.110462,
0.022134
],
[
10,
10,
10,
10,
10,
10
],
[
-138479,
-101450,
-41039,
-2832259,
-2203699,
-746670
],
[
2.359587,
2.796484,
1.695547,
1.168282,
1.243152,
1.025671
],
[
77,
38,
39,
77,
38,
39
],
[
40,
21,
19,
40,
21,
19
],
[
37,
17,
20,
37,
17,
20
],
[
51.948052,
55.263158,
48.717949,
51.948052,
55.263158,
48.717949
],
[
2.182618,
2.26382,
1.784786,
1.080661,
1.006361,
1.079654
],
[
174109,
174109,
71752,
1654910,
1654910,
701366
],
[
-33461,
-33461,
-29319,
-927984,
-927984,
-550395
],
[
170,
265,
77,
170,
265,
77
],
[
240,
364,
102,
240,
364,
102
],
[
94,
142,
53,
94,
142,
53
],
[
13115,
10084,
3031,
13115,
10084,
3031
],
[
237.412843,
247.412844,
237.412843,
237.412844,
247.412844,
237.412844
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-31680,
538334,
-123790,
-122225,
-43298,
-354827
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14039,
"evaluation_days": 2339.83,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559419200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758794069688,
"expiration_time": 1764780048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 201,
"offset": 0,
"a": 0.63812
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 83,
"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) |
|---|