| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512325.5375 | 403608.6284 | 108716.909 | 896367.5914 | -138362.6183 | 1034730.2097 |
| Total P&L (%) | 512.3255 | 403.6086 | 108.7169 | 896.3676 | -138.3626 | 1034.7302 |
| Avg Daily Profit (%) | 0.2189 | 0.1724 | 0.0465 | 0.0983 | 0 | 0.1038 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104213 | -72593 | -64483 | -1802240 | -1668434 | -641923 |
| Profit Factor | 2.2714 | 2.6308 | 1.6992 | 1.1582 | 0.9639 | 1.5648 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 52.7473 | 46.6667 | 58.6957 | 52.7473 | 46.6667 | 58.6957 |
| Ratio Avg Win / Avg Loss | 2.0348 | 3.0067 | 1.1958 | 1.0376 | 1.1016 | 1.1012 |
| Largest Winning Trade | 174825 | 174825 | 49786 | 777783 | 777783 | 639203 |
| Largest Losing Trade | -40215 | -40215 | -26968 | -584364 | -584364 | -538998 |
| Avg Bars in Trades | 95 | 167 | 25 | 95 | 167 | 25 |
| Avg Bars in Winners | 119 | 244 | 22 | 119 | 244 | 22 |
| Avg Bars in Losers | 68 | 99 | 29 | 68 | 99 | 29 |
| Bars Traded | 8680 | 7526 | 1154 | 8680 | 7526 | 1154 |
| Profit Streak | 96.058 | 96.058 | 252.058 | 96.058 | 96.058 | 252.058 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 521288 | 422366 | -125887 | -105869 | -579782 | -49365 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1559584800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849811079,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 52,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
512325.5374743112,
403608.6284448147,
108716.9090294969,
896367.5914235631,
-138362.6182844263,
1034730.2097079894
],
[
512.325537,
403.608628,
108.716909,
896.367591,
-138.362618,
1034.73021
],
[
0.218896,
0.172445,
0.04645,
0.098273,
0,
0.103834
],
[
10,
10,
10,
10,
10,
10
],
[
-104213,
-72593,
-64483,
-1802240,
-1668434,
-641923
],
[
2.271389,
2.630847,
1.699229,
1.158236,
0.963899,
1.564797
],
[
91,
45,
46,
91,
45,
46
],
[
48,
21,
27,
48,
21,
27
],
[
43,
24,
19,
43,
24,
19
],
[
52.747253,
46.666667,
58.695652,
52.747253,
46.666667,
58.695652
],
[
2.034786,
3.006682,
1.195754,
1.037587,
1.101599,
1.101154
],
[
174825,
174825,
49786,
777783,
777783,
639203
],
[
-40215,
-40215,
-26968,
-584364,
-584364,
-538998
],
[
95,
167,
25,
95,
167,
25
],
[
119,
244,
22,
119,
244,
22
],
[
68,
99,
29,
68,
99,
29
],
[
8680,
7526,
1154,
8680,
7526,
1154
],
[
96.057999,
96.057999,
252.057999,
96.057999,
96.057999,
252.057999
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
521288,
422366,
-125887,
-105869,
-579782,
-49365
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9362,
"evaluation_days": 2340.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1559584800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758849811079,
"expiration_time": 1764781776000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 52,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|