| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -634185.6778 | 34183.089 | -668368.7668 | 3406348.3192 | 124756.5037 | 3281591.8155 |
| Total P&L (%) | -634.1857 | 34.1831 | -668.3688 | 3406.3483 | 124.7565 | 3281.5918 |
| Avg Daily Profit (%) | -0.271 | 0.0146 | -0.2856 | 0.1521 | 0.0346 | 0.1505 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -897148 | -33491 | -889187 | -2686547 | -1031737 | -2379461 |
| Profit Factor | 0.4535 | 1.4534 | 0.3841 | 1.3946 | 1.071 | 1.4773 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
| Profitability (%) | 68.3333 | 66.6667 | 70 | 68.3333 | 66.6667 | 70 |
| Ratio Avg Win / Avg Loss | 0.2102 | 0.7267 | 0.1646 | 0.6463 | 0.5355 | 0.6331 |
| Largest Winning Trade | 56091 | 16721 | 56091 | 3871398 | 261268 | 3871398 |
| Largest Losing Trade | -729976 | -15059 | -729976 | -1904344 | -429700 | -1904344 |
| Avg Bars in Trades | 151 | 7 | 295 | 151 | 7 | 295 |
| Avg Bars in Winners | 58 | 5 | 109 | 70 | 5 | 131 |
| Avg Bars in Losers | 352 | 12 | 730 | 327 | 11 | 678 |
| Bars Traded | 9098 | 226 | 8872 | 9098 | 226 | 8872 |
| Profit Streak | 0 | 382.6071 | 0 | 0 | 382.6071 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -751901 | -172947 | -578232 | -164499 | -286938 | 347786 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558915200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854051926,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 170,
"offset": 0,
"std": 2.33797
}
}
}
{
"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": [
[
-634185.6778324529,
34183.0889618729,
-668368.7667943256,
3406348.31924674,
124756.5037460214,
3281591.81550072
],
[
-634.185678,
34.183089,
-668.368767,
3406.348319,
124.756504,
3281.591816
],
[
-0.270962,
0.014605,
-0.285567,
0.152098,
0.034607,
0.150548
],
[
10,
10,
10,
10,
10,
10
],
[
-897148,
-33491,
-889187,
-2686547,
-1031737,
-2379461
],
[
0.453526,
1.453352,
0.384051,
1.394637,
1.071044,
1.477283
],
[
60,
30,
30,
60,
30,
30
],
[
41,
20,
21,
41,
20,
21
],
[
19,
10,
9,
19,
10,
9
],
[
68.333333,
66.666667,
70,
68.333333,
66.666667,
70
],
[
0.210171,
0.726676,
0.164593,
0.646295,
0.535522,
0.633121
],
[
56091,
16721,
56091,
3871398,
261268,
3871398
],
[
-729976,
-15059,
-729976,
-1904344,
-429700,
-1904344
],
[
151,
7,
295,
151,
7,
295
],
[
58,
5,
109,
70,
5,
131
],
[
352,
12,
730,
327,
11,
678
],
[
9098,
226,
8872,
9098,
226,
8872
],
[
0,
382.607082,
0,
0,
382.607082,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-751901,
-172947,
-578232,
-164499,
-286938,
347786
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558915200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854051926,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 13,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 170,
"offset": 0,
"std": 2.33797
}
}
}
| # | 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) |
|---|