| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3294967.7092 | -68841.6545 | -3226126.0547 | -471797.2568 | 210801971.7916 | -211273769.0484 |
| Total P&L (%) | -3294.9677 | -68.8417 | -3226.1261 | -471.7973 | 210801.9718 | -211273.769 |
| Avg Daily Profit (%) | -1.6131 | -0.0337 | -1.5794 | 0 | 0.3754 | 0 |
| Buy And Hold Return (%) | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 |
| Max Trade Drawdown | -3377401 | -168192 | -3288019 | -314528496 | -41782839 | -272745657 |
| Profit Factor | 0.1698 | 0.8398 | 0.0884 | 0.9987 | 5.0205 | 0.294 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 46 | 21 | 25 | 42 | 20 | 22 |
| Losing Trades | 32 | 18 | 14 | 36 | 19 | 17 |
| Profitability (%) | 58.9744 | 53.8462 | 64.1026 | 53.8462 | 51.2821 | 56.4103 |
| Ratio Avg Win / Avg Loss | 0.1181 | 0.7198 | 0.0495 | 0.856 | 4.7695 | 0.2272 |
| Largest Winning Trade | 64705 | 64705 | 46477 | 102432858 | 102432858 | 23504515 |
| Largest Losing Trade | -1826295 | -75410 | -1826295 | -249786211 | -19918670 | -249786211 |
| Avg Bars in Trades | 153 | 149 | 156 | 153 | 149 | 156 |
| Avg Bars in Winners | 75 | 75 | 76 | 164 | 191 | 139 |
| Avg Bars in Losers | 264 | 236 | 300 | 140 | 106 | 177 |
| Bars Traded | 11941 | 5840 | 6101 | 11941 | 5840 | 6101 |
| Profit Streak | 326.7443 | 383.0776 | 326.7443 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -616749 | -579295 | -577963 | -619056 | 631215 | -579926 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563566400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758851503704,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 25,
"offset": 0,
"std": 1.13526
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 61,
"offset": 172
}
}
}
{
"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": [
[
-3294967.709196667,
-68841.6545171811,
-3226126.054679486,
-471797.2567869957,
210801971.79157236,
-211273769.04835933
],
[
-3294.967709,
-68.841655,
-3226.126055,
-471.797257,
210801.971792,
-211273.769048
],
[
-1.613069,
-0.033702,
-1.579367,
0,
0.375407,
0
],
[
3243.212237,
3243.212237,
3243.212237,
3243.212237,
3243.212237,
3243.212237
],
[
-3377401,
-168192,
-3288019,
-314528496,
-41782839,
-272745657
],
[
0.169763,
0.839776,
0.088421,
0.998658,
5.020527,
0.294011
],
[
78,
39,
39,
78,
39,
39
],
[
46,
21,
25,
42,
20,
22
],
[
32,
18,
14,
36,
19,
17
],
[
58.974359,
53.846154,
64.102564,
53.846154,
51.282051,
56.410256
],
[
0.118096,
0.719808,
0.049516,
0.855993,
4.769501,
0.22719
],
[
64705,
64705,
46477,
102432858,
102432858,
23504515
],
[
-1826295,
-75410,
-1826295,
-249786211,
-19918670,
-249786211
],
[
153,
149,
156,
153,
149,
156
],
[
75,
75,
76,
164,
191,
139
],
[
264,
236,
300,
140,
106,
177
],
[
11941,
5840,
6101,
11941,
5840,
6101
],
[
326.744256,
383.077589,
326.744256,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-616749,
-579295,
-577963,
-619056,
631215,
-579926
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563566400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758851503704,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 25,
"offset": 0,
"std": 1.13526
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 61,
"offset": 172
}
}
}
| # | 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) |
|---|