| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376276.261 | 363943.1371 | 12333.1239 | 9868.0986 | 74043.1897 | -64175.0911 |
| Total P&L (%) | 376.2763 | 363.9431 | 12.3331 | 9.8681 | 74.0432 | -64.1751 |
| Avg Daily Profit (%) | 0.1608 | 0.1555 | 0.0053 | 0.004 | 0.0237 | -0.0439 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143584 | -65579 | -172666 | -206115 | -96059 | -119471 |
| Profit Factor | 1.4374 | 1.8546 | 1.0284 | 1.0095 | 1.1389 | 0.872 |
| Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
| Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
| Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
| Profitability (%) | 47.4074 | 45.5882 | 49.2537 | 47.4074 | 45.5882 | 49.2537 |
| Ratio Avg Win / Avg Loss | 1.5946 | 2.2135 | 1.0596 | 1.12 | 1.3593 | 0.8984 |
| Largest Winning Trade | 154378 | 154378 | 59368 | 86880 | 86880 | 73385 |
| Largest Losing Trade | -50191 | -50191 | -49859 | -70962 | -65418 | -70962 |
| Avg Bars in Trades | 101 | 87 | 115 | 101 | 87 | 115 |
| Avg Bars in Winners | 131 | 124 | 137 | 131 | 124 | 137 |
| Avg Bars in Losers | 74 | 57 | 93 | 74 | 57 | 93 |
| Bars Traded | 13688 | 5963 | 7725 | 13688 | 5963 | 7725 |
| 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 | 312130 | -100413 | -585233 | -563904 | -340131 | -697748 |
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14039,
"evaluation_days": 2339.83,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559937600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758977058209,
"expiration_time": 1764780048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 237,
"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": [
[
376276.2610020491,
363943.137086776,
12333.1239152734,
9868.0985857391,
74043.1896842028,
-64175.0910984637
],
[
376.276261,
363.943137,
12.333124,
9.868099,
74.04319,
-64.175091
],
[
0.160814,
0.155543,
0.005271,
0.004022,
0.023685,
-0.043862
],
[
10,
10,
10,
10,
10,
10
],
[
-143584,
-65579,
-172666,
-206115,
-96059,
-119471
],
[
1.437424,
1.85458,
1.028395,
1.009541,
1.138905,
0.871975
],
[
135,
68,
67,
135,
68,
67
],
[
64,
31,
33,
64,
31,
33
],
[
71,
37,
34,
71,
37,
34
],
[
47.407407,
45.588235,
49.253731,
47.407407,
45.588235,
49.253731
],
[
1.594642,
2.21353,
1.059559,
1.119959,
1.359338,
0.898398
],
[
154378,
154378,
59368,
86880,
86880,
73385
],
[
-50191,
-50191,
-49859,
-70962,
-65418,
-70962
],
[
101,
87,
115,
101,
87,
115
],
[
131,
124,
137,
131,
124,
137
],
[
74,
57,
93,
74,
57,
93
],
[
13688,
5963,
7725,
13688,
5963,
7725
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312130,
-100413,
-585233,
-563904,
-340131,
-697748
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14039,
"evaluation_days": 2339.83,
"actual_first_datapoint_time": 1556510400000,
"first_datapoint_time": 1559937600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758977058209,
"expiration_time": 1764780048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 237,
"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) |
|---|