| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384529.2638 | 351472.0997 | 33057.164 | 180207.7381 | -46782.2267 | 226989.9648 |
| Total P&L (%) | 384.5293 | 351.4721 | 33.0572 | 180.2077 | -46.7822 | 226.99 |
| Avg Daily Profit (%) | 0.1636 | 0.1496 | 0.0141 | 0.0439 | -0.0268 | 0.0504 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128202 | -69481 | -145047 | -517520 | -484724 | -206923 |
| Profit Factor | 1.5848 | 2.0752 | 1.1 | 1.0873 | 0.964 | 1.2969 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
| Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
| Profitability (%) | 53.7815 | 50 | 57.6271 | 53.7815 | 50 | 57.6271 |
| Ratio Avg Win / Avg Loss | 1.3619 | 2.0752 | 0.8088 | 0.9344 | 0.964 | 0.9536 |
| Largest Winning Trade | 186293 | 186293 | 57089 | 159759 | 159759 | 149415 |
| Largest Losing Trade | -43465 | -30748 | -43465 | -182883 | -166378 | -182883 |
| Avg Bars in Trades | 37 | 50 | 24 | 37 | 50 | 24 |
| Avg Bars in Winners | 43 | 59 | 29 | 43 | 59 | 29 |
| Avg Bars in Losers | 30 | 41 | 18 | 30 | 41 | 18 |
| Bars Traded | 4488 | 3020 | 1468 | 4488 | 3020 | 1468 |
| Profit Streak | 0 | 0 | 143.7615 | 0 | 0 | 143.7615 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357858 | -158623 | -463143 | -259701 | -749958 | -301202 |
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4700,
"evaluation_days": 2350,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563753600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759515394443,
"expiration_time": 1765584000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 60
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 169,
"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": [
[
384529.2637649463,
351472.0997173364,
33057.1640476097,
180207.7380716327,
-46782.2267434447,
226989.9648150773
],
[
384.529264,
351.4721,
33.057164,
180.207738,
-46.782227,
226.989965
],
[
0.163629,
0.149563,
0.014067,
0.043855,
-0.026838,
0.050428
],
[
10,
10,
10,
10,
10,
10
],
[
-128202,
-69481,
-145047,
-517520,
-484724,
-206923
],
[
1.584789,
2.075184,
1.099974,
1.08729,
0.964011,
1.296888
],
[
119,
60,
59,
119,
60,
59
],
[
64,
30,
34,
64,
30,
34
],
[
55,
30,
25,
55,
30,
25
],
[
53.781513,
50,
57.627119,
53.781513,
50,
57.627119
],
[
1.361928,
2.075184,
0.808805,
0.93439,
0.964011,
0.953594
],
[
186293,
186293,
57089,
159759,
159759,
149415
],
[
-43465,
-30748,
-43465,
-182883,
-166378,
-182883
],
[
37,
50,
24,
37,
50,
24
],
[
43,
59,
29,
43,
59,
29
],
[
30,
41,
18,
30,
41,
18
],
[
4488,
3020,
1468,
4488,
3020,
1468
],
[
0,
0,
143.76151,
0,
0,
143.76151
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357858,
-158623,
-463143,
-259701,
-749958,
-301202
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4700,
"evaluation_days": 2350,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563753600000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759515394443,
"expiration_time": 1765584000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 60
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 169,
"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) |
|---|