| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 551287.2501 | 437741.6418 | 113545.6083 | 1441278.8645 | 172170.3138 | 1269108.5507 |
| Total P&L (%) | 551.2873 | 437.7416 | 113.5456 | 1441.2789 | 172.1703 | 1269.1086 |
| Avg Daily Profit (%) | 0.2647 | 0.2101 | 0.0545 | 0.1314 | 0.0481 | 0.1257 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94610 | -64077 | -84978 | -2791973 | -1975677 | -1334265 |
| Profit Factor | 1.8818 | 2.4008 | 1.3631 | 1.1343 | 1.028 | 1.2768 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
| Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
| Profitability (%) | 39.3939 | 36.3636 | 42.4242 | 39.3939 | 36.3636 | 42.4242 |
| Ratio Avg Win / Avg Loss | 2.8951 | 4.2014 | 1.85 | 1.7451 | 1.799 | 1.7328 |
| Largest Winning Trade | 196090 | 196090 | 70080 | 1562253 | 1562253 | 890790 |
| Largest Losing Trade | -33710 | -20518 | -33710 | -590195 | -534265 | -590195 |
| Avg Bars in Trades | 187 | 168 | 205 | 187 | 168 | 205 |
| Avg Bars in Winners | 345 | 336 | 353 | 345 | 336 | 353 |
| Avg Bars in Losers | 84 | 73 | 96 | 84 | 73 | 96 |
| Bars Traded | 24700 | 11148 | 13552 | 24700 | 11148 | 13552 |
| Profit Streak | 0 | 0 | 29.2397 | 0 | 0 | 29.2397 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301955 | -117479 | -245410 | -92612 | -447050 | -150603 |
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579953600000,
"first_datapoint_time": 1581595200000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760003111865,
"expiration_time": 1766476022400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 162,
"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": [
[
551287.2500570415,
437741.6417967133,
113545.6082603281,
1441278.8645481996,
172170.3138135892,
1269108.5507346091
],
[
551.28725,
437.741642,
113.545608,
1441.278865,
172.170314,
1269.108551
],
[
0.26465,
0.210142,
0.054509,
0.131392,
0.048078,
0.125698
],
[
10,
10,
10,
10,
10,
10
],
[
-94610,
-64077,
-84978,
-2791973,
-1975677,
-1334265
],
[
1.8818,
2.400795,
1.363126,
1.134344,
1.028026,
1.276799
],
[
132,
66,
66,
132,
66,
66
],
[
52,
24,
28,
52,
24,
28
],
[
80,
42,
38,
80,
42,
38
],
[
39.393939,
36.363636,
42.424242,
39.393939,
36.363636,
42.424242
],
[
2.895076,
4.201392,
1.849957,
1.745145,
1.799045,
1.732798
],
[
196090,
196090,
70080,
1562253,
1562253,
890790
],
[
-33710,
-20518,
-33710,
-590195,
-534265,
-590195
],
[
187,
168,
205,
187,
168,
205
],
[
345,
336,
353,
345,
336,
353
],
[
84,
73,
96,
84,
73,
96
],
[
24700,
11148,
13552,
24700,
11148,
13552
],
[
0,
0,
29.239721,
0,
0,
29.239721
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301955,
-117479,
-245410,
-92612,
-447050,
-150603
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24997,
"evaluation_days": 2083.08,
"actual_first_datapoint_time": 1579953600000,
"first_datapoint_time": 1581595200000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760003111865,
"expiration_time": 1766476022400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 162,
"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) |
|---|