| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 357341.6641 | 324559.3448 | 32782.3193 | -9946.1024 | 834255.9112 | -844202.0135 |
| Total P&L (%) | 357.3417 | 324.5593 | 32.7823 | -9.9461 | 834.2559 | -844.202 |
| Avg Daily Profit (%) | 0.1522 | 0.1382 | 0.014 | -0.0045 | 0.0952 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158389 | -83314 | -151368 | -1267822 | -360934 | -1188304 |
| Profit Factor | 1.298 | 1.6057 | 1.0494 | 0.9967 | 1.8499 | 0.5886 |
| Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
| Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
| Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
| Profitability (%) | 53.3835 | 52.6316 | 54.1353 | 53.3835 | 52.6316 | 54.1353 |
| Ratio Avg Win / Avg Loss | 1.1335 | 1.4451 | 0.8891 | 0.8704 | 1.6649 | 0.4987 |
| Largest Winning Trade | 52052 | 45634 | 52052 | 381667 | 381667 | 200863 |
| Largest Losing Trade | -71955 | -61495 | -71955 | -706059 | -220495 | -706059 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
| Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
| Bars Traded | 4622 | 2339 | 2283 | 4622 | 2339 | 2283 |
| Profit Streak | 11.8347 | 0 | 26.8347 | 11.8347 | 0 | 26.8347 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 360652 | -6156 | -343257 | -578043 | -61508 | -579150 |
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4696,
"evaluation_days": 2348,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558569600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759348920715,
"expiration_time": 1765406016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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": [
[
357341.6641252793,
324559.3447844251,
32782.3193408541,
-9946.1023552306,
834255.911159618,
-844202.0135148489
],
[
357.341664,
324.559345,
32.782319,
-9.946102,
834.255911,
-844.202014
],
[
0.15219,
0.138228,
0.013962,
-0.004462,
0.095215,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-158389,
-83314,
-151368,
-1267822,
-360934,
-1188304
],
[
1.297995,
1.605709,
1.049421,
0.996722,
1.849891,
0.588649
],
[
266,
133,
133,
266,
133,
133
],
[
142,
70,
72,
142,
70,
72
],
[
124,
63,
61,
124,
63,
61
],
[
53.383459,
52.631579,
54.135338,
53.383459,
52.631579,
54.135338
],
[
1.13346,
1.445138,
0.889093,
0.870377,
1.664902,
0.498716
],
[
52052,
45634,
52052,
381667,
381667,
200863
],
[
-71955,
-61495,
-71955,
-706059,
-220495,
-706059
],
[
17,
17,
17,
17,
17,
17
],
[
16,
15,
17,
16,
15,
17
],
[
18,
20,
17,
18,
20,
17
],
[
4622,
2339,
2283,
4622,
2339,
2283
],
[
11.83473,
0,
26.83473,
11.83473,
0,
26.83473
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
360652,
-6156,
-343257,
-578043,
-61508,
-579150
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4696,
"evaluation_days": 2348,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1558569600000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759348920715,
"expiration_time": 1765406016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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) |
|---|