| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 455945.5289 | 459675.9191 | -3730.3901 | 35456.088 | 234897.9364 | -199441.8484 |
| Total P&L (%) | 455.9455 | 459.6759 | -3.7304 | 35.4561 | 234.8979 | -199.4418 |
| Avg Daily Profit (%) | 0.1943 | 0.1959 | -0.0016 | 0.0129 | 0.0515 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156178 | -110493 | -71809 | -1759034 | -1476548 | -484113 |
| Profit Factor | 1.7487 | 2.082 | 0.9797 | 1.0114 | 1.0994 | 0.7346 |
| Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
| Winning Trades | 103 | 54 | 49 | 103 | 54 | 49 |
| Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Profitability (%) | 60.2339 | 63.5294 | 56.9767 | 60.2339 | 63.5294 | 56.9767 |
| Ratio Avg Win / Avg Loss | 1.1544 | 1.1952 | 0.7398 | 0.6677 | 0.6312 | 0.5547 |
| Largest Winning Trade | 278873 | 278873 | 11062 | 505128 | 505128 | 111151 |
| Largest Losing Trade | -83591 | -83591 | -24400 | -1365876 | -1365876 | -171085 |
| Avg Bars in Trades | 24 | 46 | 3 | 24 | 46 | 3 |
| Avg Bars in Winners | 16 | 29 | 2 | 16 | 29 | 2 |
| Avg Bars in Losers | 37 | 76 | 4 | 37 | 76 | 4 |
| Bars Traded | 4273 | 3981 | 291 | 4273 | 3981 | 291 |
| Profit Streak | 78.4228 | 79.4228 | 78.4228 | 78.4228 | 79.4228 | 78.4228 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 476648 | 457059 | -579362 | -384392 | -234661 | -579362 |
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4693,
"evaluation_days": 2346.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563494400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759226930670,
"expiration_time": 1765272528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 2,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 163,
"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": [
[
455945.5289329258,
459675.9190502996,
-3730.3901173738,
35456.0880121934,
234897.9363682594,
-199441.8483560654
],
[
455.945529,
459.675919,
-3.73039,
35.456088,
234.897936,
-199.441848
],
[
0.194309,
0.195899,
-0.00159,
0.012934,
0.051522,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-156178,
-110493,
-71809,
-1759034,
-1476548,
-484113
],
[
1.74865,
2.082016,
0.979747,
1.011386,
1.099436,
0.734644
],
[
171,
85,
86,
171,
85,
86
],
[
103,
54,
49,
103,
54,
49
],
[
68,
31,
37,
68,
31,
37
],
[
60.233918,
63.529412,
56.976744,
60.233918,
63.529412,
56.976744
],
[
1.154448,
1.195231,
0.739809,
0.667711,
0.631158,
0.554731
],
[
278873,
278873,
11062,
505128,
505128,
111151
],
[
-83591,
-83591,
-24400,
-1365876,
-1365876,
-171085
],
[
24,
46,
3,
24,
46,
3
],
[
16,
29,
2,
16,
29,
2
],
[
37,
76,
4,
37,
76,
4
],
[
4273,
3981,
291,
4273,
3981,
291
],
[
78.422809,
79.422809,
78.422809,
78.422809,
79.422809,
78.422809
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476648,
457059,
-579362,
-384392,
-234661,
-579362
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4693,
"evaluation_days": 2346.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563494400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759226930670,
"expiration_time": 1765272528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 2,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 163,
"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) |
|---|