| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 112041.9195 | 37641.3659 | 74400.5536 | 120442.9048 | 44400.5599 | 76042.3449 |
| Total P&L (%) | 112.0419 | 37.6414 | 74.4006 | 120.4429 | 44.4006 | 76.0423 |
| Avg Daily Profit (%) | 0.2151 | 0.0723 | 0.1429 | 0.1519 | 0.0706 | 0.1086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46665 | -32260 | -54739 | -65467 | -42411 | -76904 |
| Profit Factor | 1.4207 | 1.2403 | 1.6781 | 1.3059 | 1.1922 | 1.4674 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
| Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
| Profitability (%) | 52.7273 | 43.6364 | 61.8182 | 52.7273 | 43.6364 | 61.8182 |
| Ratio Avg Win / Avg Loss | 1.2737 | 1.6021 | 1.0364 | 1.1708 | 1.5399 | 0.9064 |
| Largest Winning Trade | 31090 | 31090 | 18299 | 47566 | 47566 | 23860 |
| Largest Losing Trade | -23841 | -15119 | -23841 | -32706 | -25335 | -32706 |
| Avg Bars in Trades | 223 | 256 | 191 | 223 | 256 | 191 |
| Avg Bars in Winners | 245 | 295 | 210 | 245 | 295 | 210 |
| Avg Bars in Losers | 199 | 225 | 161 | 199 | 225 | 161 |
| Bars Traded | 24637 | 14089 | 10548 | 24637 | 14089 | 10548 |
| Profit Streak | 5.743 | 0 | 23.0346 | 5.743 | 0 | 23.0346 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336619 | -281144 | -178326 | 291919 | -291654 | -226559 |
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714147200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758865793360,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 100,
"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": [
[
112041.9195180904,
37641.3659213863,
74400.5535967043,
120442.9048181772,
44400.5599415909,
76042.3448765863
],
[
112.04192,
37.641366,
74.400554,
120.442905,
44.40056,
76.042345
],
[
0.215122,
0.072272,
0.14285,
0.151886,
0.07057,
0.108646
],
[
10,
10,
10,
10,
10,
10
],
[
-46665,
-32260,
-54739,
-65467,
-42411,
-76904
],
[
1.420653,
1.240327,
1.678055,
1.305918,
1.192186,
1.467434
],
[
110,
55,
55,
110,
55,
55
],
[
58,
24,
34,
58,
24,
34
],
[
52,
31,
21,
52,
31,
21
],
[
52.727273,
43.636364,
61.818182,
52.727273,
43.636364,
61.818182
],
[
1.273689,
1.602089,
1.036445,
1.170823,
1.539907,
0.906356
],
[
31090,
31090,
18299,
47566,
47566,
23860
],
[
-23841,
-15119,
-23841,
-32706,
-25335,
-32706
],
[
223,
256,
191,
223,
256,
191
],
[
245,
295,
210,
245,
295,
210
],
[
199,
225,
161,
199,
225,
161
],
[
24637,
14089,
10548,
24637,
14089,
10548
],
[
5.742979,
0,
23.034645,
5.742979,
0,
23.034645
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336619,
-281144,
-178326,
291919,
-291654,
-226559
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714147200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758865793360,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 100,
"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) |
|---|