| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 443983.3154 | 405791.7136 | 38191.6018 | 79703.5739 | 231743.9737 | -152040.3997 |
| Total P&L (%) | 443.9833 | 405.7917 | 38.1916 | 79.7036 | 231.744 | -152.0404 |
| Avg Daily Profit (%) | 0.1897 | 0.1734 | 0.0163 | 0.025 | 0.0513 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -121597 | -108517 | -38406 | -1213174 | -955753 | -338249 |
| Profit Factor | 1.9524 | 2.1126 | 1.3765 | 1.0323 | 1.1222 | 0.7336 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 49.1525 | 41.3793 | 56.6667 | 49.1525 | 41.3793 | 56.6667 |
| Ratio Avg Win / Avg Loss | 2.0197 | 2.9929 | 1.0526 | 1.0679 | 1.5898 | 0.561 |
| Largest Winning Trade | 389201 | 389201 | 23955 | 1089381 | 1089381 | 109936 |
| Largest Losing Trade | -47574 | -47574 | -23773 | -518331 | -518331 | -194566 |
| Avg Bars in Trades | 146 | 280 | 17 | 146 | 280 | 17 |
| Avg Bars in Winners | 205 | 474 | 16 | 205 | 474 | 16 |
| Avg Bars in Losers | 90 | 144 | 19 | 90 | 144 | 19 |
| Bars Traded | 8663 | 8138 | 524 | 8663 | 8138 | 524 |
| Profit Streak | 157.6865 | 158.4365 | 157.6865 | 157.6865 | 158.4365 | 157.6865 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167623 | 308898 | -171209 | -523258 | -212262 | -579106 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558396800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759033716211,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 88,
"offset": 0,
"std": 1.40082
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 51,
"offset": 0,
"std": 4.63192
}
}
} {
"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": [
[
443983.3154339249,
405791.7135925387,
38191.6018413863,
79703.5739278522,
231743.973675246,
-152040.3997473937
],
[
443.983315,
405.791714,
38.191602,
79.703574,
231.743974,
-152.0404
],
[
0.189696,
0.173378,
0.016318,
0.025046,
0.05125,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-121597,
-108517,
-38406,
-1213174,
-955753,
-338249
],
[
1.952418,
2.112634,
1.376451,
1.032314,
1.122234,
0.733553
],
[
59,
29,
30,
59,
29,
30
],
[
29,
12,
17,
29,
12,
17
],
[
30,
17,
13,
30,
17,
13
],
[
49.152542,
41.37931,
56.666667,
49.152542,
41.37931,
56.666667
],
[
2.019743,
2.992899,
1.05258,
1.067911,
1.589831,
0.560953
],
[
389201,
389201,
23955,
1089381,
1089381,
109936
],
[
-47574,
-47574,
-23773,
-518331,
-518331,
-194566
],
[
146,
280,
17,
146,
280,
17
],
[
205,
474,
16,
205,
474,
16
],
[
90,
144,
19,
90,
144,
19
],
[
8663,
8138,
524,
8663,
8138,
524
],
[
157.68653,
158.43653,
157.68653,
157.68653,
158.43653,
157.68653
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167623,
308898,
-171209,
-523258,
-212262,
-579106
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558396800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759033716211,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 88,
"offset": 0,
"std": 1.40082
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 51,
"offset": 0,
"std": 4.63192
}
}
}
| # | 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) |
|---|