| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 435457.4116 | 360249.0015 | 75208.4101 | 408559.564 | 89211.2419 | 319348.3221 |
| Total P&L (%) | 435.4574 | 360.249 | 75.2084 | 408.5596 | 89.2112 | 319.3483 |
| Avg Daily Profit (%) | 0.1861 | 0.1539 | 0.0321 | 0.0695 | 0.0273 | 0.0613 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100567 | -45912 | -136568 | -593103 | -387761 | -328402 |
| Profit Factor | 1.4744 | 1.8295 | 1.1555 | 1.1348 | 1.0551 | 1.2264 |
| Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
| Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
| Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
| Profitability (%) | 53.6232 | 54.8077 | 52.4272 | 53.6232 | 54.8077 | 52.4272 |
| Ratio Avg Win / Avg Loss | 1.2752 | 1.5086 | 1.0485 | 0.9815 | 0.87 | 1.1129 |
| Largest Winning Trade | 158895 | 158895 | 71698 | 269112 | 269112 | 224686 |
| Largest Losing Trade | -29638 | -25916 | -29638 | -206994 | -190062 | -206994 |
| Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
| Avg Bars in Winners | 50 | 39 | 63 | 50 | 39 | 63 |
| Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
| Bars Traded | 9206 | 3828 | 5378 | 9206 | 3828 | 5378 |
| 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 | 367369 | 397604 | -199404 | -172454 | -317743 | -111446 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1559239200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758787488639,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
435457.4116221061,
360249.0015364571,
75208.4100856486,
408559.5639835044,
89211.2418672175,
319348.3221162868
],
[
435.457412,
360.249002,
75.20841,
408.559564,
89.211242,
319.348322
],
[
0.186053,
0.15392,
0.032133,
0.069514,
0.02725,
0.061268
],
[
10,
10,
10,
10,
10,
10
],
[
-100567,
-45912,
-136568,
-593103,
-387761,
-328402
],
[
1.474392,
1.829546,
1.1555,
1.134825,
1.05507,
1.226435
],
[
207,
104,
103,
207,
104,
103
],
[
111,
57,
54,
111,
57,
54
],
[
96,
47,
49,
96,
47,
49
],
[
53.623188,
54.807692,
52.427184,
53.623188,
54.807692,
52.427184
],
[
1.27515,
1.508573,
1.048509,
0.98147,
0.86997,
1.112876
],
[
158895,
158895,
71698,
269112,
269112,
224686
],
[
-29638,
-25916,
-29638,
-206994,
-190062,
-206994
],
[
44,
36,
52,
44,
36,
52
],
[
50,
39,
63,
50,
39,
63
],
[
37,
34,
40,
37,
34,
40
],
[
9206,
3828,
5378,
9206,
3828,
5378
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367369,
397604,
-199404,
-172454,
-317743,
-111446
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1559239200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758787488639,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|