| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2362082.0126 | 2272409.0168 | 89672.9958 | 34482705.6882 | 39134998.2083 | -4652292.5201 |
| Total P&L (%) | 2362.082 | 2272.409 | 89.673 | 34482.7057 | 39134.9982 | -4652.2925 |
| Avg Daily Profit (%) | 1.1564 | 1.1125 | 0.0439 | 0.2866 | 0.2928 | 0 |
| Buy And Hold Return (%) | 3660.2151 | 3660.2151 | 3660.2151 | 3660.2151 | 3660.2151 | 3660.2151 |
| Max Trade Drawdown | -106321 | -92314 | -39661 | -28552422 | -19467859 | -13767685 |
| Profit Factor | 6.2851 | 8.6392 | 1.6 | 1.5686 | 2.1152 | 0.818 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
| Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
| Profitability (%) | 55.1724 | 44.8276 | 65.5172 | 55.1724 | 44.8276 | 65.5172 |
| Ratio Avg Win / Avg Loss | 5.1066 | 10.6329 | 0.8421 | 1.2745 | 2.6034 | 0.4305 |
| Largest Winning Trade | 946017 | 946017 | 41315 | 29330773 | 29330773 | 6000974 |
| Largest Losing Trade | -74031 | -74031 | -38942 | -15652918 | -15652918 | -13257012 |
| Avg Bars in Trades | 198 | 360 | 36 | 198 | 360 | 36 |
| Avg Bars in Winners | 218 | 486 | 35 | 218 | 486 | 35 |
| Avg Bars in Losers | 173 | 259 | 36 | 173 | 259 | 36 |
| Bars Traded | 11515 | 10468 | 1047 | 11515 | 10468 | 1047 |
| Profit Streak | 450.8468 | 450.8468 | 498.3468 | 450.8468 | 450.8468 | 498.3468 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -321642 | -145294 | -297259 | -167364 | 409383 | -578237 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563336000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758917960657,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 113,
"offset": 0,
"std": 2.7
}
}
} {
"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": [
[
2362082.012633772,
2272409.016833487,
89672.9958002854,
34482705.688165605,
39134998.20826554,
-4652292.520099947
],
[
2362.082013,
2272.409017,
89.672996,
34482.705688,
39134.998208,
-4652.29252
],
[
1.15637,
1.11247,
0.0439,
0.286601,
0.292798,
0
],
[
3660.215054,
3660.215054,
3660.215054,
3660.215054,
3660.215054,
3660.215054
],
[
-106321,
-92314,
-39661,
-28552422,
-19467859,
-13767685
],
[
6.285092,
8.639192,
1.599957,
1.568574,
2.115227,
0.817958
],
[
58,
29,
29,
58,
29,
29
],
[
32,
13,
19,
32,
13,
19
],
[
26,
16,
10,
26,
16,
10
],
[
55.172414,
44.827586,
65.517241,
55.172414,
44.827586,
65.517241
],
[
5.106638,
10.632851,
0.842083,
1.274466,
2.603356,
0.430504
],
[
946017,
946017,
41315,
29330773,
29330773,
6000974
],
[
-74031,
-74031,
-38942,
-15652918,
-15652918,
-13257012
],
[
198,
360,
36,
198,
360,
36
],
[
218,
486,
35,
218,
486,
35
],
[
173,
259,
36,
173,
259,
36
],
[
11515,
10468,
1047,
11515,
10468,
1047
],
[
450.846767,
450.846767,
498.346767,
450.846767,
450.846767,
498.346767
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-321642,
-145294,
-297259,
-167364,
409383,
-578237
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563336000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758917960657,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 113,
"offset": 0,
"std": 2.7
}
}
}
| # | 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) |
|---|