| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3878196.7185 | 73428.4267 | -3951625.1451 | 623291.5058 | 737095819.5514 | -736472528.0456 |
| Total P&L (%) | -3878.1967 | 73.4284 | -3951.6251 | 623.2915 | 737095.8196 | -736472.528 |
| Avg Daily Profit (%) | -2.1216 | 0.0402 | -2.1617 | 0.1083 | 0.4884 | 0 |
| Buy And Hold Return (%) | 7380.2139 | 7380.2139 | 7380.2139 | 7380.2139 | 7380.2139 | 7380.2139 |
| Max Trade Drawdown | -3960775 | -65354 | -4020291 | -4608427015 | -1002547742 | -4803053563 |
| Profit Factor | 0.2214 | 1.2183 | 0.1492 | 1.0001 | 1.2992 | 0.8872 |
| Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
| Winning Trades | 107 | 50 | 57 | 103 | 51 | 52 |
| Losing Trades | 92 | 50 | 42 | 96 | 49 | 47 |
| Profitability (%) | 53.7688 | 50 | 57.5758 | 51.7588 | 51 | 52.5253 |
| Ratio Avg Win / Avg Loss | 0.1904 | 1.2183 | 0.1099 | 0.9321 | 1.2482 | 0.8019 |
| Largest Winning Trade | 59493 | 59493 | 56646 | 3252359796 | 1103146178 | 3252359796 |
| Largest Losing Trade | -2277577 | -49012 | -2277577 | -1193534578 | -488800637 | -1193534578 |
| Avg Bars in Trades | 107 | 30 | 184 | 107 | 30 | 184 |
| Avg Bars in Winners | 64 | 25 | 97 | 98 | 29 | 165 |
| Avg Bars in Losers | 157 | 35 | 303 | 116 | 31 | 206 |
| Bars Traded | 21356 | 3046 | 18310 | 21356 | 3046 | 18310 |
| 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 | -579247 | -305728 | -580086 | -434616 | 375235 | -580740 |
{
"trading_pair": "FTM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21936,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579946400000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1758869024657,
"expiration_time": 1742419411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 170,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
-3878196.7184576793,
73428.4266897199,
-3951625.1451473986,
623291.5057762545,
737095819.5513536,
-736472528.0455769
],
[
-3878.196718,
73.428427,
-3951.625145,
623.291506,
737095.819551,
-736472.528046
],
[
-2.121552,
0.040169,
-2.161721,
0.108299,
0.488357,
0
],
[
7380.213904,
7380.213904,
7380.213904,
7380.213904,
7380.213904,
7380.213904
],
[
-3960775,
-65354,
-4020291,
-4608427015,
-1002547742,
-4803053563
],
[
0.22139,
1.218325,
0.1492,
1.000069,
1.299176,
0.887175
],
[
199,
100,
99,
199,
100,
99
],
[
107,
50,
57,
103,
51,
52
],
[
92,
50,
42,
96,
49,
47
],
[
53.768844,
50,
57.575758,
51.758794,
51,
52.525253
],
[
0.190354,
1.218325,
0.109937,
0.932103,
1.248228,
0.80187
],
[
59493,
59493,
56646,
3252359796,
1103146178,
3252359796
],
[
-2277577,
-49012,
-2277577,
-1193534578,
-488800637,
-1193534578
],
[
107,
30,
184,
107,
30,
184
],
[
64,
25,
97,
98,
29,
165
],
[
157,
35,
303,
116,
31,
206
],
[
21356,
3046,
18310,
21356,
3046,
18310
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579247,
-305728,
-580086,
-434616,
375235,
-580740
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21936,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579946400000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1758869024657,
"expiration_time": 1742419411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 170,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|