| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 370315.0857 | 349229.7471 | 21085.3386 | 48953.2349 | 36686.9892 | 12266.2456 |
| Total P&L (%) | 370.3151 | 349.2297 | 21.0853 | 48.9532 | 36.687 | 12.2662 |
| Avg Daily Profit (%) | 0.1575 | 0.1485 | 0.009 | 0.0169 | 0.0133 | 0.0049 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174033 | -83225 | -246321 | -204275 | -104311 | -219405 |
| Profit Factor | 1.4031 | 1.7493 | 1.0466 | 1.0518 | 1.0745 | 1.0271 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
| Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
| Profitability (%) | 54.7945 | 52.0548 | 57.5342 | 54.7945 | 52.0548 | 57.5342 |
| Ratio Avg Win / Avg Loss | 1.1575 | 1.6112 | 0.7725 | 0.8677 | 0.9897 | 0.7581 |
| Largest Winning Trade | 75482 | 75482 | 63183 | 74836 | 56296 | 74836 |
| Largest Losing Trade | -50986 | -50986 | -50520 | -95129 | -51749 | -95129 |
| Avg Bars in Trades | 93 | 75 | 110 | 93 | 75 | 110 |
| Avg Bars in Winners | 82 | 58 | 104 | 82 | 58 | 104 |
| Avg Bars in Losers | 106 | 95 | 119 | 106 | 95 | 119 |
| Bars Traded | 13634 | 5546 | 8088 | 13634 | 5546 | 8088 |
| Profit Streak | 0 | 0 | 18.9351 | 0 | 0 | 18.9351 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323252 | -63163 | -428110 | -335834 | -389483 | -544053 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14109,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559822400000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759731994039,
"expiration_time": 1765818288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 77,
"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": [
[
370315.0856788297,
349229.7470765908,
21085.338602239,
48953.2348632986,
36686.9892307802,
12266.2456325184
],
[
370.315086,
349.229747,
21.085339,
48.953235,
36.686989,
12.266246
],
[
0.15748,
0.148514,
0.008967,
0.016946,
0.013291,
0.004921
],
[
10,
10,
10,
10,
10,
10
],
[
-174033,
-83225,
-246321,
-204275,
-104311,
-219405
],
[
1.403072,
1.749259,
1.046584,
1.051809,
1.074549,
1.027092
],
[
146,
73,
73,
146,
73,
73
],
[
80,
38,
42,
80,
38,
42
],
[
66,
35,
31,
66,
35,
31
],
[
54.794521,
52.054795,
57.534247,
54.794521,
52.054795,
57.534247
],
[
1.157535,
1.61116,
0.772479,
0.867742,
0.989716,
0.758091
],
[
75482,
75482,
63183,
74836,
56296,
74836
],
[
-50986,
-50986,
-50520,
-95129,
-51749,
-95129
],
[
93,
75,
110,
93,
75,
110
],
[
82,
58,
104,
82,
58,
104
],
[
106,
95,
119,
106,
95,
119
],
[
13634,
5546,
8088,
13634,
5546,
8088
],
[
0,
0,
18.935116,
0,
0,
18.935116
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323252,
-63163,
-428110,
-335834,
-389483,
-544053
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14109,
"evaluation_days": 2351.5,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559822400000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759731994039,
"expiration_time": 1765818288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 77,
"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) |
|---|