| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 489334.7522 | 394633.0019 | 94701.7503 | 725509.4653 | 236733.9929 | 488775.4724 |
| Total P&L (%) | 489.3348 | 394.633 | 94.7018 | 725.5095 | 236.734 | 488.7755 |
| Avg Daily Profit (%) | 0.2087 | 0.1683 | 0.0404 | 0.0901 | 0.0518 | 0.0757 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118230 | -55038 | -142977 | -1464977 | -658700 | -806277 |
| Profit Factor | 1.5477 | 1.9194 | 1.204 | 1.1753 | 1.1042 | 1.2619 |
| Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
| Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
| Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
| Profitability (%) | 49.2228 | 46.3918 | 52.0833 | 49.2228 | 46.3918 | 52.0833 |
| Ratio Avg Win / Avg Loss | 1.5966 | 2.218 | 1.1077 | 1.2125 | 1.276 | 1.1609 |
| Largest Winning Trade | 77754 | 77754 | 72240 | 543131 | 486420 | 543131 |
| Largest Losing Trade | -35014 | -28595 | -35014 | -411108 | -227885 | -411108 |
| Avg Bars in Trades | 71 | 64 | 79 | 71 | 64 | 79 |
| Avg Bars in Winners | 82 | 67 | 95 | 82 | 67 | 95 |
| Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
| Bars Traded | 13830 | 6210 | 7620 | 13830 | 6210 | 7620 |
| Profit Streak | 11.012 | 11.012 | 11.1787 | 11.012 | 11.012 | 11.1787 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 439434 | 357759 | -138837 | -98135 | -230677 | -91474 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14066,
"evaluation_days": 2344.33,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1558872000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119437635,
"expiration_time": 1765180512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 44,
"offset": 0,
"std": 1.66466
}
}
} {
"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": [
[
489334.7522066027,
394633.0018675076,
94701.7503390951,
725509.4652743877,
236733.9929020897,
488775.4723722987
],
[
489.334752,
394.633002,
94.70175,
725.509465,
236.733993,
488.775472
],
[
0.208731,
0.168335,
0.040396,
0.09008,
0.051803,
0.075653
],
[
10,
10,
10,
10,
10,
10
],
[
-118230,
-55038,
-142977,
-1464977,
-658700,
-806277
],
[
1.547714,
1.919427,
1.204012,
1.175339,
1.104221,
1.261897
],
[
193,
97,
96,
193,
97,
96
],
[
95,
45,
50,
95,
45,
50
],
[
98,
52,
46,
98,
52,
46
],
[
49.222798,
46.391753,
52.083333,
49.222798,
46.391753,
52.083333
],
[
1.596589,
2.218005,
1.107691,
1.212455,
1.275988,
1.160946
],
[
77754,
77754,
72240,
543131,
486420,
543131
],
[
-35014,
-28595,
-35014,
-411108,
-227885,
-411108
],
[
71,
64,
79,
71,
64,
79
],
[
82,
67,
95,
82,
67,
95
],
[
61,
61,
61,
61,
61,
61
],
[
13830,
6210,
7620,
13830,
6210,
7620
],
[
11.012009,
11.01201,
11.178676,
11.01201,
11.01201,
11.178676
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439434,
357759,
-138837,
-98135,
-230677,
-91474
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14066,
"evaluation_days": 2344.33,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1558872000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119437635,
"expiration_time": 1765180512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 44,
"offset": 0,
"std": 1.66466
}
}
}
| # | 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) |
|---|