| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1990424.4413 | -16011.7619 | -1974412.6794 | -592184.8515 | 26354006.2634 | -26946191.115 |
| Total P&L (%) | -1990.4244 | -16.0118 | -1974.4127 | -592.1849 | 26354.0063 | -26946.1911 |
| Avg Daily Profit (%) | -0.9744 | -0.0078 | -0.9666 | 0 | 0.2734 | 0 |
| Buy And Hold Return (%) | 3905.7274 | 3905.7274 | 3905.7274 | 3905.7274 | 3905.7274 | 3905.7274 |
| Max Trade Drawdown | -2120045 | -109283 | -2085321 | -41007673 | -1688056 | -43534632 |
| Profit Factor | 0.201 | 0.9213 | 0.1369 | 0.99 | 6.919 | 0.5078 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 45 | 23 | 22 | 44 | 22 | 22 |
| Losing Trades | 46 | 23 | 23 | 47 | 24 | 23 |
| Profitability (%) | 49.4505 | 50 | 48.8889 | 48.3516 | 47.8261 | 48.8889 |
| Ratio Avg Win / Avg Loss | 0.2055 | 0.9213 | 0.1431 | 1.0575 | 7.548 | 0.5309 |
| Largest Winning Trade | 65450 | 46621 | 65450 | 18126320 | 18126320 | 5687643 |
| Largest Losing Trade | -994122 | -71496 | -994122 | -34585020 | -1226458 | -34585020 |
| Avg Bars in Trades | 118 | 41 | 197 | 118 | 41 | 197 |
| Avg Bars in Winners | 66 | 17 | 117 | 144 | 60 | 228 |
| Avg Bars in Losers | 169 | 65 | 273 | 94 | 24 | 167 |
| Bars Traded | 10790 | 1919 | 8871 | 10790 | 1919 | 8871 |
| Profit Streak | 0 | 0 | 0 | 410.2889 | 410.2889 | 430.2889 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -580748 | -580704 | -581144 | -578546 | 606208 | -580182 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563350400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759877758503,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 218,
"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": [
[
-1990424.4412584894,
-16011.7618734939,
-1974412.679384996,
-592184.8515402466,
26354006.263438858,
-26946191.11497912
],
[
-1990.424441,
-16.011762,
-1974.412679,
-592.184852,
26354.006263,
-26946.191115
],
[
-0.974423,
-0.007839,
-0.966584,
0,
0.273447,
0
],
[
3905.727377,
3905.727377,
3905.727377,
3905.727377,
3905.727377,
3905.727377
],
[
-2120045,
-109283,
-2085321,
-41007673,
-1688056,
-43534632
],
[
0.20101,
0.921332,
0.136922,
0.989997,
6.918966,
0.5078
],
[
91,
46,
45,
91,
46,
45
],
[
45,
23,
22,
44,
22,
22
],
[
46,
23,
23,
47,
24,
23
],
[
49.450549,
50,
48.888889,
48.351648,
47.826087,
48.888889
],
[
0.205477,
0.921332,
0.143145,
1.057496,
7.547963,
0.530882
],
[
65450,
46621,
65450,
18126320,
18126320,
5687643
],
[
-994122,
-71496,
-994122,
-34585020,
-1226458,
-34585020
],
[
118,
41,
197,
118,
41,
197
],
[
66,
17,
117,
144,
60,
228
],
[
169,
65,
273,
94,
24,
167
],
[
10790,
1919,
8871,
10790,
1919,
8871
],
[
0,
0,
0,
410.288872,
410.288872,
430.288872
],
[
0,
0,
0,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-580748,
-580704,
-581144,
-578546,
606208,
-580182
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563350400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759877758503,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 132,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 218,
"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) |
|---|