| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 416037.6575 | 393350.8541 | 22686.8034 | 69550.0547 | 91362.9655 | -21812.9108 |
| Total P&L (%) | 416.0377 | 393.3509 | 22.6868 | 69.5501 | 91.363 | -21.8129 |
| Avg Daily Profit (%) | 0.1775 | 0.1678 | 0.0097 | 0.0225 | 0.0277 | -0.0105 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172077 | -50140 | -142167 | -179119 | -93151 | -171785 |
| Profit Factor | 1.7686 | 2.5527 | 1.0788 | 1.084 | 1.2394 | 0.9511 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
| Profitability (%) | 48.4375 | 40.625 | 56.25 | 48.4375 | 40.625 | 56.25 |
| Ratio Avg Win / Avg Loss | 1.8827 | 3.7309 | 0.839 | 1.154 | 1.8114 | 0.7397 |
| Largest Winning Trade | 232482 | 232482 | 68286 | 141555 | 141555 | 86770 |
| Largest Losing Trade | -48041 | -31014 | -48041 | -74946 | -63482 | -74946 |
| Avg Bars in Trades | 141 | 134 | 149 | 141 | 134 | 149 |
| Avg Bars in Winners | 202 | 201 | 202 | 202 | 201 | 202 |
| Avg Bars in Losers | 85 | 88 | 80 | 85 | 88 | 80 |
| Bars Traded | 9079 | 4302 | 4777 | 9079 | 4302 | 4777 |
| Profit Streak | 0 | 0 | 140.1693 | 0 | 0 | 140.1693 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -133325 | 307237 | -318412 | -434994 | -158745 | -578648 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9378,
"evaluation_days": 2344.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1559952000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759075426450,
"expiration_time": 1765137744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 34,
"offset": 126
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 143,
"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": [
[
416037.6574807947,
393350.8540675563,
22686.8034132382,
69550.054688105,
91362.9654930883,
-21812.9108049834
],
[
416.037657,
393.350854,
22.686803,
69.550055,
91.362965,
-21.812911
],
[
0.177453,
0.167776,
0.009677,
0.022522,
0.027686,
-0.010495
],
[
10,
10,
10,
10,
10,
10
],
[
-172077,
-50140,
-142167,
-179119,
-93151,
-171785
],
[
1.768562,
2.55273,
1.078776,
1.084043,
1.239368,
0.951078
],
[
64,
32,
32,
64,
32,
32
],
[
31,
13,
18,
31,
13,
18
],
[
33,
19,
14,
33,
19,
14
],
[
48.4375,
40.625,
56.25,
48.4375,
40.625,
56.25
],
[
1.882662,
3.730914,
0.839048,
1.153981,
1.811384,
0.739727
],
[
232482,
232482,
68286,
141555,
141555,
86770
],
[
-48041,
-31014,
-48041,
-74946,
-63482,
-74946
],
[
141,
134,
149,
141,
134,
149
],
[
202,
201,
202,
202,
201,
202
],
[
85,
88,
80,
85,
88,
80
],
[
9079,
4302,
4777,
9079,
4302,
4777
],
[
0,
0,
140.169288,
0,
0,
140.169288
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133325,
307237,
-318412,
-434994,
-158745,
-578648
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9378,
"evaluation_days": 2344.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1559952000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759075426450,
"expiration_time": 1765137744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 34,
"offset": 126
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 143,
"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) |
|---|