| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 166296.4761 | 68405.2657 | 97891.2105 | 232064.9628 | 64537.6492 | 167527.3135 |
| Total P&L (%) | 166.2965 | 68.4053 | 97.8912 | 232.065 | 64.5376 | 167.5273 |
| Avg Daily Profit (%) | 0.3193 | 0.1313 | 0.188 | 0.2307 | 0.0957 | 0.1891 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66532 | -55175 | -20138 | -171252 | -143972 | -62330 |
| Profit Factor | 1.399 | 1.2643 | 1.6196 | 1.2292 | 1.1034 | 1.4316 |
| Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
| Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
| Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
| Profitability (%) | 43.8525 | 39.3443 | 48.3607 | 43.8525 | 39.3443 | 48.3607 |
| Ratio Avg Win / Avg Loss | 1.7912 | 1.9492 | 1.7294 | 1.5739 | 1.7011 | 1.5286 |
| Largest Winning Trade | 29015 | 29015 | 20704 | 75566 | 75566 | 57195 |
| Largest Losing Trade | -15719 | -15719 | -9775 | -41092 | -41092 | -28322 |
| Avg Bars in Trades | 101 | 135 | 66 | 101 | 135 | 66 |
| Avg Bars in Winners | 147 | 212 | 94 | 147 | 212 | 94 |
| Avg Bars in Losers | 65 | 86 | 41 | 65 | 86 | 41 |
| Bars Traded | 24726 | 16555 | 8171 | 24726 | 16555 | 8171 |
| Profit Streak | 0 | 6.9409 | 0 | 0 | 6.9409 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315280 | -21075 | 329317 | 250673 | -175561 | 291256 |
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714843800000,
"first_datapoint_time": 1715158800000,
"last_datapoint_time": 1759842000000,
"evaluation_time": 1759844089963,
"expiration_time": 1766322000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 70,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
166296.4761448025,
68405.2656759634,
97891.2104688387,
232064.9627525341,
64537.6492326896,
167527.3135198444
],
[
166.296476,
68.405266,
97.89121,
232.064963,
64.537649,
167.527314
],
[
0.319291,
0.131339,
0.187952,
0.230698,
0.095656,
0.189118
],
[
10,
10,
10,
10,
10,
10
],
[
-66532,
-55175,
-20138,
-171252,
-143972,
-62330
],
[
1.398997,
1.264322,
1.619596,
1.229236,
1.103402,
1.431555
],
[
244,
122,
122,
244,
122,
122
],
[
107,
48,
59,
107,
48,
59
],
[
137,
74,
63,
137,
74,
63
],
[
43.852459,
39.344262,
48.360656,
43.852459,
39.344262,
48.360656
],
[
1.791239,
1.949164,
1.729399,
1.573882,
1.701078,
1.528609
],
[
29015,
29015,
20704,
75566,
75566,
57195
],
[
-15719,
-15719,
-9775,
-41092,
-41092,
-28322
],
[
101,
135,
66,
101,
135,
66
],
[
147,
212,
94,
147,
212,
94
],
[
65,
86,
41,
65,
86,
41
],
[
24726,
16555,
8171,
24726,
16555,
8171
],
[
0,
6.940856,
0,
0,
6.940856,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315280,
-21075,
329317,
250673,
-175561,
291256
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714843800000,
"first_datapoint_time": 1715158800000,
"last_datapoint_time": 1759842000000,
"evaluation_time": 1759844089963,
"expiration_time": 1766322000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 70,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|