| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745899.0356 | 573703.5195 | 172195.5161 | 6716940.56 | 2018073.1178 | 4698867.4422 |
| Total P&L (%) | 745.899 | 573.7035 | 172.1955 | 6716.9406 | 2018.0731 | 4698.8674 |
| Avg Daily Profit (%) | 0.3167 | 0.2436 | 0.0731 | 0.1794 | 0.1297 | 0.1645 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85580 | -52894 | -105778 | -1413257 | -1498819 | -581602 |
| Profit Factor | 2.9192 | 3.8622 | 1.9149 | 2.0004 | 1.3707 | 4.7003 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 64.1791 | 67.6471 | 60.6061 | 64.1791 | 67.6471 | 60.6061 |
| Ratio Avg Win / Avg Loss | 1.6293 | 1.8471 | 1.2447 | 1.1165 | 0.6555 | 3.0552 |
| Largest Winning Trade | 232124 | 232124 | 61729 | 1918949 | 1918949 | 1138649 |
| Largest Losing Trade | -50106 | -50106 | -38672 | -1413257 | -1413257 | -463293 |
| Avg Bars in Trades | 65 | 78 | 51 | 65 | 78 | 51 |
| Avg Bars in Winners | 73 | 94 | 49 | 73 | 94 | 49 |
| Avg Bars in Losers | 49 | 43 | 54 | 49 | 43 | 54 |
| Bars Traded | 4356 | 2662 | 1694 | 4356 | 2662 | 1694 |
| Profit Streak | 244.8666 | 244.8666 | 586.3666 | 244.8666 | 244.8666 | 586.3666 |
| Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -103175 | 670073 | -90055 | -107233 | -17328 | 649554 |
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4710,
"evaluation_days": 2355,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563235200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759956474684,
"expiration_time": 1766028960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 124,
"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": [
[
745899.0356248593,
573703.5195350886,
172195.5160897705,
6716940.560036314,
2018073.1177922217,
4698867.442244091
],
[
745.899036,
573.70352,
172.195516,
6716.94056,
2018.073118,
4698.867442
],
[
0.31673,
0.243611,
0.073119,
0.179439,
0.129727,
0.164507
],
[
10,
10,
10,
10,
10,
10
],
[
-85580,
-52894,
-105778,
-1413257,
-1498819,
-581602
],
[
2.919213,
3.862169,
1.914938,
2.000441,
1.37069,
4.700258
],
[
67,
34,
33,
67,
34,
33
],
[
43,
23,
20,
43,
23,
20
],
[
24,
11,
13,
24,
11,
13
],
[
64.179104,
67.647059,
60.606061,
64.179104,
67.647059,
60.606061
],
[
1.629328,
1.847124,
1.244709,
1.116525,
0.655547,
3.055168
],
[
232124,
232124,
61729,
1918949,
1918949,
1138649
],
[
-50106,
-50106,
-38672,
-1413257,
-1413257,
-463293
],
[
65,
78,
51,
65,
78,
51
],
[
73,
94,
49,
73,
94,
49
],
[
49,
43,
54,
49,
43,
54
],
[
4356,
2662,
1694,
4356,
2662,
1694
],
[
244.866605,
244.866605,
586.366605,
244.866605,
244.866605,
586.366605
],
[
4,
2,
6,
4,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-103175,
670073,
-90055,
-107233,
-17328,
649554
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4710,
"evaluation_days": 2355,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1563235200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759956474684,
"expiration_time": 1766028960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 124,
"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) |
|---|