| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 546286.149 | 491533.6663 | 54752.4827 | 408158.1226 | 119739.1434 | 288418.9792 |
| Total P&L (%) | 546.2861 | 491.5337 | 54.7525 | 408.1581 | 119.7391 | 288.419 |
| Avg Daily Profit (%) | 0.2329 | 0.2096 | 0.0233 | 0.0693 | 0.0336 | 0.0579 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137505 | -81949 | -147021 | -505974 | -281748 | -287376 |
| Profit Factor | 1.8178 | 2.5216 | 1.1587 | 1.2076 | 1.1208 | 1.2959 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
| Profitability (%) | 44.2308 | 40.3846 | 48.0769 | 44.2308 | 40.3846 | 48.0769 |
| Ratio Avg Win / Avg Loss | 2.292 | 3.7224 | 1.2514 | 1.5226 | 1.6545 | 1.3996 |
| Largest Winning Trade | 250745 | 250745 | 70651 | 258526 | 258526 | 196033 |
| Largest Losing Trade | -33483 | -29798 | -33483 | -255908 | -102071 | -255908 |
| Avg Bars in Trades | 134 | 125 | 142 | 134 | 125 | 142 |
| Avg Bars in Winners | 207 | 211 | 204 | 207 | 211 | 204 |
| Avg Bars in Losers | 75 | 68 | 84 | 75 | 68 | 84 |
| Bars Traded | 13940 | 6541 | 7399 | 13940 | 6541 | 7399 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 352837 | -171284 | -389428 | -101686 | -418377 | -296381 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14071,
"evaluation_days": 2345.17,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759188743865,
"expiration_time": 1765254672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 177,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 57,
"offset": 0,
"a": 0.76484
}
}
} {
"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": [
[
546286.1490226017,
491533.6663458508,
54752.4826767509,
408158.1225618254,
119739.1433935993,
288418.9791682261
],
[
546.286149,
491.533666,
54.752483,
408.158123,
119.739143,
288.418979
],
[
0.232941,
0.209594,
0.023347,
0.069342,
0.033576,
0.057877
],
[
10,
10,
10,
10,
10,
10
],
[
-137505,
-81949,
-147021,
-505974,
-281748,
-287376
],
[
1.817806,
2.521613,
1.158723,
1.207617,
1.120792,
1.295925
],
[
104,
52,
52,
104,
52,
52
],
[
46,
21,
25,
46,
21,
25
],
[
58,
31,
27,
58,
31,
27
],
[
44.230769,
40.384615,
48.076923,
44.230769,
40.384615,
48.076923
],
[
2.292016,
3.722382,
1.251421,
1.522647,
1.654502,
1.399599
],
[
250745,
250745,
70651,
258526,
258526,
196033
],
[
-33483,
-29798,
-33483,
-255908,
-102071,
-255908
],
[
134,
125,
142,
134,
125,
142
],
[
207,
211,
204,
207,
211,
204
],
[
75,
68,
84,
75,
68,
84
],
[
13940,
6541,
7399,
13940,
6541,
7399
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352837,
-171284,
-389428,
-101686,
-418377,
-296381
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14071,
"evaluation_days": 2345.17,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759188743865,
"expiration_time": 1765254672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 177,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 57,
"offset": 0,
"a": 0.76484
}
}
}
| # | 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) |
|---|