| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 367326.287 | 339546.1217 | 27780.1653 | -157007.7268 | 508178.938 | -665186.6648 |
| Total P&L (%) | 367.3263 | 339.5461 | 27.7802 | -157.0077 | 508.1789 | -665.1867 |
| Avg Daily Profit (%) | 0.1562 | 0.1444 | 0.0118 | 0 | 0.0768 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149588 | -79296 | -168988 | -1260031 | -300727 | -1053668 |
| Profit Factor | 1.4507 | 1.9365 | 1.0614 | 0.9574 | 1.4205 | 0.7317 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 79 | 38 | 41 | 86 | 42 | 44 |
| Losing Trades | 60 | 32 | 28 | 53 | 28 | 25 |
| Profitability (%) | 56.8345 | 54.2857 | 59.4203 | 61.8705 | 60 | 63.7681 |
| Ratio Avg Win / Avg Loss | 1.1018 | 1.6308 | 0.7249 | 0.59 | 0.947 | 0.4157 |
| Largest Winning Trade | 113245 | 113245 | 51930 | 317787 | 317787 | 226431 |
| Largest Losing Trade | -110215 | -50694 | -110215 | -835911 | -99731 | -835911 |
| Avg Bars in Trades | 49 | 38 | 62 | 49 | 38 | 62 |
| Avg Bars in Winners | 48 | 33 | 63 | 50 | 35 | 66 |
| Avg Bars in Losers | 51 | 43 | 60 | 48 | 42 | 55 |
| Bars Traded | 6948 | 2662 | 4286 | 6948 | 2662 | 4286 |
| Profit Streak | 0 | 0 | 0 | 47.8368 | 56.5035 | 47.8368 |
| Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342212 | -90211 | -435466 | -577453 | -182729 | -680112 |
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7054,
"evaluation_days": 2351.33,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558627200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759637101132,
"expiration_time": 1765717056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.79201
}
}
} {
"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": [
[
367326.2870458666,
339546.1217460161,
27780.1652998502,
-157007.7267621966,
508178.9380476892,
-665186.664809886
],
[
367.326287,
339.546122,
27.780165,
-157.007727,
508.178938,
-665.186665
],
[
0.156221,
0.144406,
0.011815,
0,
0.076807,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-149588,
-79296,
-168988,
-1260031,
-300727,
-1053668
],
[
1.450735,
1.936544,
1.061407,
0.957424,
1.420511,
0.731693
],
[
139,
70,
69,
139,
70,
69
],
[
79,
38,
41,
86,
42,
44
],
[
60,
32,
28,
53,
28,
25
],
[
56.834532,
54.285714,
59.42029,
61.870504,
60,
63.768116
],
[
1.101824,
1.630774,
0.724863,
0.59004,
0.947007,
0.415735
],
[
113245,
113245,
51930,
317787,
317787,
226431
],
[
-110215,
-50694,
-110215,
-835911,
-99731,
-835911
],
[
49,
38,
62,
49,
38,
62
],
[
48,
33,
63,
50,
35,
66
],
[
51,
43,
60,
48,
42,
55
],
[
6948,
2662,
4286,
6948,
2662,
4286
],
[
0,
0,
0,
47.836819,
56.503485,
47.836819
],
[
0,
0,
0,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342212,
-90211,
-435466,
-577453,
-182729,
-680112
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7054,
"evaluation_days": 2351.33,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558627200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759637101132,
"expiration_time": 1765717056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 47,
"offset": 0,
"a": 0.79201
}
}
}
| # | 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) |
|---|