| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3260922.1497 | 51.2168 | -3260973.3665 | -81543.6982 | 128146540.4908 | -128228084.189 |
| Total P&L (%) | -3260.9222 | 0.0512 | -3260.9734 | -81.5437 | 128146.5405 | -128228.0842 |
| Avg Daily Profit (%) | -1.5964 | 0 | -1.5964 | -0.0827 | 0.351 | 0 |
| Buy And Hold Return (%) | 2863.5593 | 2863.5593 | 2863.5593 | 2863.5593 | 2863.5593 | 2863.5593 |
| Max Trade Drawdown | -3477811 | -116132 | -3451151 | -175115593 | -34410038 | -239423893 |
| Profit Factor | 0.2334 | 1.0002 | 0.174 | 0.9998 | 2.9899 | 0.615 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 114 | 52 | 62 | 94 | 45 | 49 |
| Losing Trades | 49 | 30 | 19 | 69 | 37 | 32 |
| Profitability (%) | 69.9387 | 63.4146 | 76.5432 | 57.6687 | 54.878 | 60.4938 |
| Ratio Avg Win / Avg Loss | 0.1003 | 0.577 | 0.0533 | 0.7339 | 2.4583 | 0.4016 |
| Largest Winning Trade | 48679 | 25968 | 48679 | 97268434 | 79624560 | 97268434 |
| Largest Losing Trade | -1842810 | -52062 | -1842810 | -121631348 | -22746224 | -121631348 |
| Avg Bars in Trades | 73 | 24 | 123 | 73 | 24 | 123 |
| Avg Bars in Winners | 41 | 16 | 63 | 65 | 21 | 105 |
| Avg Bars in Losers | 148 | 38 | 321 | 85 | 27 | 152 |
| Bars Traded | 12036 | 1997 | 10039 | 12036 | 1997 | 10039 |
| Profit Streak | 266.1698 | 266.1698 | 279.0032 | 266.1698 | 266.1698 | 279.0032 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576369 | -582135 | -587668 | -577960 | 434869 | -589748 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562054400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758787473520,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 165,
"offset": 0,
"std": 4.72183
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 154,
"offset": 0,
"std": 1.35748
}
}
}
{
"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": [
[
-3260922.1497418266,
51.2167824739,
-3260973.3665243005,
-81543.6981836881,
128146540.49079342,
-128228084.18897709
],
[
-3260.92215,
0.051217,
-3260.973367,
-81.543698,
128146.540491,
-128228.084189
],
[
-1.596402,
2.5e-5,
-1.596427,
-0.082689,
0.350967,
0
],
[
2863.559322,
2863.559322,
2863.559322,
2863.559322,
2863.559322,
2863.559322
],
[
-3477811,
-116132,
-3451151,
-175115593,
-34410038,
-239423893
],
[
0.233425,
1.000167,
0.173993,
0.999795,
2.989872,
0.61495
],
[
163,
82,
81,
163,
82,
81
],
[
114,
52,
62,
94,
45,
49
],
[
49,
30,
19,
69,
37,
32
],
[
69.93865,
63.414634,
76.54321,
57.668712,
54.878049,
60.493827
],
[
0.100332,
0.57702,
0.05332,
0.733892,
2.458339,
0.4016
],
[
48679,
25968,
48679,
97268434,
79624560,
97268434
],
[
-1842810,
-52062,
-1842810,
-121631348,
-22746224,
-121631348
],
[
73,
24,
123,
73,
24,
123
],
[
41,
16,
63,
65,
21,
105
],
[
148,
38,
321,
85,
27,
152
],
[
12036,
1997,
10039,
12036,
1997,
10039
],
[
266.169832,
266.169832,
279.003166,
266.169832,
266.169832,
279.003166
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576369,
-582135,
-587668,
-577960,
434869,
-589748
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562054400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758787473520,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 165,
"offset": 0,
"std": 4.72183
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 154,
"offset": 0,
"std": 1.35748
}
}
}
| # | 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) |
|---|