| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 121046.7728 | 44921.3834 | 76125.3894 | 110525.8988 | 24516.0848 | 86009.814 |
| Total P&L (%) | 121.0468 | 44.9214 | 76.1254 | 110.5259 | 24.5161 | 86.0098 |
| Avg Daily Profit (%) | 0.2324 | 0.0863 | 0.1462 | 0.143 | 0.0421 | 0.1192 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61476 | -57408 | -51952 | -67644 | -61696 | -41936 |
| Profit Factor | 1.2941 | 1.2174 | 1.3714 | 1.2303 | 1.1014 | 1.3613 |
| Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
| Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
| Profitability (%) | 52.1951 | 51.4563 | 52.9412 | 52.1951 | 51.4563 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.1852 | 1.1485 | 1.219 | 1.1268 | 1.039 | 1.21 |
| Largest Winning Trade | 24271 | 24271 | 20869 | 21885 | 21885 | 21054 |
| Largest Losing Trade | -31684 | -31684 | -25718 | -33694 | -33694 | -31172 |
| Avg Bars in Trades | 119 | 120 | 118 | 119 | 120 | 118 |
| Avg Bars in Winners | 122 | 119 | 125 | 122 | 119 | 125 |
| Avg Bars in Losers | 115 | 121 | 109 | 115 | 121 | 109 |
| Bars Traded | 24498 | 12434 | 12064 | 24498 | 12434 | 12064 |
| 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 | 314449 | -80671 | 76553 | -1646 | -250200 | -33840 |
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714492800000,
"first_datapoint_time": 1714930200000,
"last_datapoint_time": 1759491000000,
"evaluation_time": 1759491483099,
"expiration_time": 1765971000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 165,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 244,
"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": [
[
121046.772791624,
44921.383350041,
76125.3894415831,
110525.8987668331,
24516.0847513637,
86009.8140154694
],
[
121.046773,
44.921383,
76.125389,
110.525899,
24.516085,
86.009814
],
[
0.232411,
0.08625,
0.146162,
0.143035,
0.042108,
0.119233
],
[
10,
10,
10,
10,
10,
10
],
[
-61476,
-57408,
-51952,
-67644,
-61696,
-41936
],
[
1.294086,
1.21741,
1.371374,
1.230315,
1.101388,
1.361257
],
[
205,
103,
102,
205,
103,
102
],
[
107,
53,
54,
107,
53,
54
],
[
98,
50,
48,
98,
50,
48
],
[
52.195122,
51.456311,
52.941176,
52.195122,
51.456311,
52.941176
],
[
1.185237,
1.1485,
1.218999,
1.126831,
1.039045,
1.210006
],
[
24271,
24271,
20869,
21885,
21885,
21054
],
[
-31684,
-31684,
-25718,
-33694,
-33694,
-31172
],
[
119,
120,
118,
119,
120,
118
],
[
122,
119,
125,
122,
119,
125
],
[
115,
121,
109,
115,
121,
109
],
[
24498,
12434,
12064,
24498,
12434,
12064
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314449,
-80671,
76553,
-1646,
-250200,
-33840
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714492800000,
"first_datapoint_time": 1714930200000,
"last_datapoint_time": 1759491000000,
"evaluation_time": 1759491483099,
"expiration_time": 1765971000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 165,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 244,
"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) |
|---|