| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 430544.1459 | 447079.254 | -16535.1081 | 464.1154 | -177077.7586 | 177541.874 |
| Total P&L (%) | 430.5441 | 447.0793 | -16.5351 | 0.4641 | -177.0778 | 177.5419 |
| Avg Daily Profit (%) | 0.1832 | 0.1902 | -0.007 | 0.0002 | 0 | 0.0434 |
| Buy And Hold Return (%) | 42.242 | 42.242 | 42.242 | 42.242 | 42.242 | 42.242 |
| Max Trade Drawdown | -222042 | -140805 | -97128 | -2826422 | -2416999 | -423750 |
| Profit Factor | 1.8923 | 2.6527 | 0.922 | 1.0001 | 0.937 | 1.1813 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 61.9048 | 64.5161 | 59.375 | 61.9048 | 64.5161 | 59.375 |
| Ratio Avg Win / Avg Loss | 1.1645 | 1.459 | 0.6308 | 0.6155 | 0.5154 | 0.8082 |
| Largest Winning Trade | 366277 | 366277 | 18891 | 744278 | 744278 | 334437 |
| Largest Losing Trade | -74803 | -74803 | -47255 | -2168217 | -2168217 | -248931 |
| Avg Bars in Trades | 67 | 109 | 26 | 67 | 109 | 26 |
| Avg Bars in Winners | 41 | 66 | 14 | 41 | 66 | 14 |
| Avg Bars in Losers | 108 | 186 | 42 | 108 | 186 | 42 |
| Bars Traded | 4223 | 3384 | 839 | 4223 | 3384 | 839 |
| Profit Streak | 137.4138 | 137.4138 | 312.4138 | 137.4138 | 137.4138 | 312.4138 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -138146 | 500319 | -577971 | -728486 | -578366 | -156940 |
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4701,
"evaluation_days": 2350.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1566086400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759571756157,
"expiration_time": 1765628496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 223,
"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": [
[
430544.1458835389,
447079.2540095996,
-16535.1081260607,
464.1153515768,
-177077.7586362183,
177541.8739877955
],
[
430.544146,
447.079254,
-16.535108,
0.464115,
-177.077759,
177.541874
],
[
0.183171,
0.190206,
-0.007035,
0.000197,
0,
0.043439
],
[
42.241969,
42.241969,
42.241969,
42.241969,
42.241969,
42.241969
],
[
-222042,
-140805,
-97128,
-2826422,
-2416999,
-423750
],
[
1.892313,
2.652685,
0.921999,
1.000122,
0.937007,
1.181251
],
[
63,
31,
32,
63,
31,
32
],
[
39,
20,
19,
39,
20,
19
],
[
24,
11,
13,
24,
11,
13
],
[
61.904762,
64.516129,
59.375,
61.904762,
64.516129,
59.375
],
[
1.1645,
1.458976,
0.630842,
0.61546,
0.515354,
0.808225
],
[
366277,
366277,
18891,
744278,
744278,
334437
],
[
-74803,
-74803,
-47255,
-2168217,
-2168217,
-248931
],
[
67,
109,
26,
67,
109,
26
],
[
41,
66,
14,
41,
66,
14
],
[
108,
186,
42,
108,
186,
42
],
[
4223,
3384,
839,
4223,
3384,
839
],
[
137.413844,
137.413844,
312.413844,
137.413844,
137.413844,
312.413844
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-138146,
500319,
-577971,
-728486,
-578366,
-156940
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4701,
"evaluation_days": 2350.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1566086400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759571756157,
"expiration_time": 1765628496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 223,
"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) |
|---|