| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 566067.169 | 443700.2347 | 122366.9343 | 1388795.5588 | -181667.1908 | 1570462.7496 |
| Total P&L (%) | 566.0672 | 443.7002 | 122.3669 | 1388.7956 | -181.6672 | 1570.4628 |
| Avg Daily Profit (%) | 0.2406 | 0.1886 | 0.052 | 0.1149 | 0 | 0.1198 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118949 | -72264 | -68919 | -5093167 | -3267339 | -3459970 |
| Profit Factor | 1.7569 | 2.1336 | 1.3432 | 1.0756 | 0.982 | 1.1899 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Losing Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Profitability (%) | 38.5057 | 39.0805 | 37.931 | 38.5057 | 39.0805 | 37.931 |
| Ratio Avg Win / Avg Loss | 2.8057 | 3.3258 | 2.198 | 1.7178 | 1.5308 | 1.9472 |
| Largest Winning Trade | 186472 | 186472 | 59422 | 2399787 | 1691369 | 2399787 |
| Largest Losing Trade | -24554 | -24554 | -24141 | -1250577 | -970384 | -1250577 |
| Avg Bars in Trades | 53 | 50 | 56 | 53 | 50 | 56 |
| Avg Bars in Winners | 90 | 89 | 91 | 90 | 89 | 91 |
| Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
| Bars Traded | 9322 | 4431 | 4891 | 9322 | 4431 | 4891 |
| Profit Streak | 26.621 | 37.121 | 26.621 | 26.621 | 37.121 | 26.621 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330245 | 272087 | -126465 | -178014 | -582023 | -47661 |
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9410,
"evaluation_days": 2352.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558029600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759762450537,
"expiration_time": 1765849680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 51,
"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": [
[
566067.1689948572,
443700.2347299941,
122366.9342648629,
1388795.558757045,
-181667.1907931534,
1570462.749550197
],
[
566.067169,
443.700235,
122.366934,
1388.795559,
-181.667191,
1570.46275
],
[
0.240624,
0.188608,
0.052016,
0.114861,
0,
0.119761
],
[
10,
10,
10,
10,
10,
10
],
[
-118949,
-72264,
-68919,
-5093167,
-3267339,
-3459970
],
[
1.756852,
2.133551,
1.343247,
1.075623,
0.982007,
1.189942
],
[
174,
87,
87,
174,
87,
87
],
[
67,
34,
33,
67,
34,
33
],
[
107,
53,
54,
107,
53,
54
],
[
38.505747,
39.08046,
37.931034,
38.505747,
39.08046,
37.931034
],
[
2.805718,
3.325829,
2.19804,
1.717787,
1.530776,
1.947178
],
[
186472,
186472,
59422,
2399787,
1691369,
2399787
],
[
-24554,
-24554,
-24141,
-1250577,
-970384,
-1250577
],
[
53,
50,
56,
53,
50,
56
],
[
90,
89,
91,
90,
89,
91
],
[
30,
26,
34,
30,
26,
34
],
[
9322,
4431,
4891,
9322,
4431,
4891
],
[
26.620955,
37.120955,
26.620955,
26.620955,
37.120955,
26.620955
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330245,
272087,
-126465,
-178014,
-582023,
-47661
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9410,
"evaluation_days": 2352.5,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558029600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759762450537,
"expiration_time": 1765849680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 51,
"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) |
|---|