| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462671.8458 | 403511.3668 | 59160.479 | 324921.2622 | 59375.7461 | 265545.5161 |
| Total P&L (%) | 462.6718 | 403.5114 | 59.1605 | 324.9213 | 59.3757 | 265.5455 |
| Avg Daily Profit (%) | 0.1968 | 0.1716 | 0.0252 | 0.0616 | 0.0198 | 0.0552 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126595 | -65022 | -160589 | -453351 | -300135 | -244006 |
| Profit Factor | 1.5811 | 2.0533 | 1.1432 | 1.1556 | 1.0565 | 1.2563 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
| Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
| Profitability (%) | 48.1481 | 45.679 | 50.6173 | 48.1481 | 45.679 | 50.6173 |
| Ratio Avg Win / Avg Loss | 1.7027 | 2.4418 | 1.1153 | 1.2445 | 1.2563 | 1.2256 |
| Largest Winning Trade | 191349 | 191349 | 69910 | 141895 | 141895 | 125542 |
| Largest Losing Trade | -58611 | -52718 | -58611 | -142815 | -83539 | -142815 |
| Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
| Avg Bars in Winners | 32 | 30 | 33 | 32 | 30 | 33 |
| Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
| Bars Traded | 4652 | 2168 | 2484 | 4652 | 2168 | 2484 |
| 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 | 392867 | -2079 | -234840 | -159641 | -338849 | -131334 |
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4702,
"evaluation_days": 2351,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1557403200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759601783851,
"expiration_time": 1765672992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 22,
"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": [
[
462671.8457635846,
403511.3667989144,
59160.4789646704,
324921.2621920954,
59375.7460922552,
265545.5160998403
],
[
462.671846,
403.511367,
59.160479,
324.921262,
59.375746,
265.545516
],
[
0.196798,
0.171634,
0.025164,
0.061556,
0.019827,
0.05515
],
[
10,
10,
10,
10,
10,
10
],
[
-126595,
-65022,
-160589,
-453351,
-300135,
-244006
],
[
1.581123,
2.053293,
1.14322,
1.155646,
1.05647,
1.25629
],
[
162,
81,
81,
162,
81,
81
],
[
78,
37,
41,
78,
37,
41
],
[
84,
44,
40,
84,
44,
40
],
[
48.148148,
45.679012,
50.617284,
48.148148,
45.679012,
50.617284
],
[
1.702748,
2.441754,
1.115337,
1.244541,
1.256343,
1.225649
],
[
191349,
191349,
69910,
141895,
141895,
125542
],
[
-58611,
-52718,
-58611,
-142815,
-83539,
-142815
],
[
28,
26,
30,
28,
26,
30
],
[
32,
30,
33,
32,
30,
33
],
[
25,
23,
27,
25,
23,
27
],
[
4652,
2168,
2484,
4652,
2168,
2484
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392867,
-2079,
-234840,
-159641,
-338849,
-131334
]
]
}
{
"trading_pair": "ATOM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4702,
"evaluation_days": 2351,
"actual_first_datapoint_time": 1556496000000,
"first_datapoint_time": 1557403200000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759601783851,
"expiration_time": 1765672992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 19,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 22,
"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) |
|---|