| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 60274.9326 | 21543.917 | 38731.0156 | 53514.43 | 19997.7529 | 33516.6771 |
| Total P&L (%) | 60.2749 | 21.5439 | 38.731 | 53.5144 | 19.9978 | 33.5167 |
| Avg Daily Profit (%) | 0.2315 | 0.0827 | 0.1487 | 0.1647 | 0.07 | 0.1111 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -31994 | -22718 | -27856 | -59469 | -27436 | -50275 |
| Profit Factor | 1.2872 | 1.1979 | 1.3835 | 1.1759 | 1.1311 | 1.221 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
| Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
| Profitability (%) | 71.3287 | 68.0556 | 74.6479 | 71.3287 | 68.0556 | 74.6479 |
| Ratio Avg Win / Avg Loss | 0.5174 | 0.5623 | 0.4699 | 0.4727 | 0.5309 | 0.4147 |
| Largest Winning Trade | 13975 | 8917 | 13975 | 18658 | 10930 | 18658 |
| Largest Losing Trade | -22150 | -19766 | -22150 | -35169 | -24432 | -35169 |
| Avg Bars in Trades | 172 | 176 | 167 | 172 | 176 | 167 |
| Avg Bars in Winners | 105 | 100 | 110 | 105 | 100 | 110 |
| Avg Bars in Losers | 337 | 338 | 336 | 337 | 338 | 336 |
| Bars Traded | 24635 | 12737 | 11899 | 24635 | 12737 | 11899 |
| Profit Streak | 10.2988 | 10.2988 | 22.7051 | 10.2988 | 10.2988 | 22.7051 |
| Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326326 | -169497 | -81201 | -18967 | -260939 | -132880 |
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737320400000,
"first_datapoint_time": 1737507600000,
"last_datapoint_time": 1759819500000,
"evaluation_time": 1759820120261,
"expiration_time": 1766299500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 209,
"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": [
[
60274.9325952584,
21543.9169508194,
38731.0156444391,
53514.4299769704,
19997.7528611891,
33516.6771157813
],
[
60.274933,
21.543917,
38.731016,
53.51443,
19.997753,
33.516677
],
[
0.231453,
0.082728,
0.148725,
0.164725,
0.070028,
0.111058
],
[
10,
10,
10,
10,
10,
10
],
[
-31994,
-22718,
-27856,
-59469,
-27436,
-50275
],
[
1.287225,
1.197921,
1.38347,
1.175929,
1.131123,
1.220984
],
[
143,
72,
71,
143,
72,
71
],
[
102,
49,
53,
102,
49,
53
],
[
41,
23,
18,
41,
23,
18
],
[
71.328671,
68.055556,
74.647887,
71.328671,
68.055556,
74.647887
],
[
0.517414,
0.562289,
0.469858,
0.472678,
0.530935,
0.414674
],
[
13975,
8917,
13975,
18658,
10930,
18658
],
[
-22150,
-19766,
-22150,
-35169,
-24432,
-35169
],
[
172,
176,
167,
172,
176,
167
],
[
105,
100,
110,
105,
100,
110
],
[
337,
338,
336,
337,
338,
336
],
[
24635,
12737,
11899,
24635,
12737,
11899
],
[
10.298845,
10.298845,
22.705095,
10.298846,
10.298846,
22.705096
],
[
8,
4,
6,
8,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326326,
-169497,
-81201,
-18967,
-260939,
-132880
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737320400000,
"first_datapoint_time": 1737507600000,
"last_datapoint_time": 1759819500000,
"evaluation_time": 1759820120261,
"expiration_time": 1766299500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 209,
"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) |
|---|