| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 470782.4201 | 426223.6495 | 44558.7705 | 247329.2683 | 114126.426 | 133202.8423 |
| Total P&L (%) | 470.7824 | 426.2237 | 44.5588 | 247.3293 | 114.1264 | 133.2028 |
| Avg Daily Profit (%) | 0.2 | 0.1811 | 0.0189 | 0.0529 | 0.0324 | 0.036 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84178 | -64609 | -106551 | -517633 | -425808 | -272182 |
| Profit Factor | 1.8626 | 2.4668 | 1.1746 | 1.1157 | 1.09 | 1.1533 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 48.5294 | 50 | 47.0588 | 48.5294 | 50 | 47.0588 |
| Ratio Avg Win / Avg Loss | 1.9755 | 2.4668 | 1.3214 | 1.1833 | 1.09 | 1.2975 |
| Largest Winning Trade | 216310 | 216310 | 60800 | 262361 | 262361 | 231621 |
| Largest Losing Trade | -47060 | -47060 | -45250 | -308807 | -308807 | -243803 |
| Avg Bars in Trades | 65 | 85 | 46 | 65 | 85 | 46 |
| Avg Bars in Winners | 80 | 99 | 60 | 80 | 99 | 60 |
| Avg Bars in Losers | 51 | 70 | 33 | 51 | 70 | 33 |
| Bars Traded | 4475 | 2901 | 1574 | 4475 | 2901 | 1574 |
| Profit Streak | 23.0508 | 34.5508 | 23.0508 | 23.0508 | 34.5508 | 23.0508 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -102155 | 456673 | -198448 | -328789 | -270694 | -197311 |
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4707,
"evaluation_days": 2353.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563710400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759842789069,
"expiration_time": 1765895472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 26,
"offset": 50
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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": [
[
470782.4200779857,
426223.649540499,
44558.770537487,
247329.2683396116,
114126.4260435672,
133202.8422960445
],
[
470.78242,
426.22365,
44.558771,
247.329268,
114.126426,
133.202842
],
[
0.200035,
0.181102,
0.018933,
0.052918,
0.032357,
0.035984
],
[
10,
10,
10,
10,
10,
10
],
[
-84178,
-64609,
-106551,
-517633,
-425808,
-272182
],
[
1.862607,
2.466814,
1.174611,
1.115726,
1.089974,
1.153325
],
[
68,
34,
34,
68,
34,
34
],
[
33,
17,
16,
33,
17,
16
],
[
35,
17,
18,
35,
17,
18
],
[
48.529412,
50,
47.058824,
48.529412,
50,
47.058824
],
[
1.975492,
2.466814,
1.321437,
1.183345,
1.089974,
1.29749
],
[
216310,
216310,
60800,
262361,
262361,
231621
],
[
-47060,
-47060,
-45250,
-308807,
-308807,
-243803
],
[
65,
85,
46,
65,
85,
46
],
[
80,
99,
60,
80,
99,
60
],
[
51,
70,
33,
51,
70,
33
],
[
4475,
2901,
1574,
4475,
2901,
1574
],
[
23.050799,
34.550799,
23.050799,
23.050799,
34.550799,
23.050799
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102155,
456673,
-198448,
-328789,
-270694,
-197311
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4707,
"evaluation_days": 2353.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563710400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759842789069,
"expiration_time": 1765895472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 26,
"offset": 50
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 168,
"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) |
|---|