| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 80533.253 | 58771.0198 | 21762.2332 | 60592.7536 | 69227.1354 | -8634.3818 |
| Total P&L (%) | 80.5333 | 58.771 | 21.7622 | 60.5928 | 69.2271 | -8.6344 |
| Avg Daily Profit (%) | 0.3024 | 0.2207 | 0.0817 | 0.178 | 0.1977 | -0.0339 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -55880 | -35704 | -61506 | -77410 | -37373 | -88156 |
| Profit Factor | 1.3159 | 1.4999 | 1.1584 | 1.2118 | 1.5375 | 0.9451 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
| Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Profitability (%) | 50 | 54.3478 | 45.6522 | 50 | 54.3478 | 45.6522 |
| Ratio Avg Win / Avg Loss | 1.3159 | 1.2599 | 1.379 | 1.2118 | 1.2915 | 1.1251 |
| Largest Winning Trade | 31283 | 31283 | 25454 | 41397 | 41397 | 19333 |
| Largest Losing Trade | -15435 | -15276 | -15435 | -17064 | -17064 | -14549 |
| Avg Bars in Trades | 132 | 138 | 126 | 132 | 138 | 126 |
| Avg Bars in Winners | 151 | 143 | 160 | 151 | 143 | 160 |
| Avg Bars in Losers | 113 | 131 | 98 | 113 | 131 | 98 |
| Bars Traded | 12174 | 6356 | 5817 | 12174 | 6356 | 5817 |
| Profit Streak | 278.9771 | 0 | 300.6646 | 278.9771 | 0 | 300.6646 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 292840 | 274152 | -137487 | 209107 | 300447 | -580737 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714183200000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1760291824217,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 240,
"offset": 0
}
}
} {
"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": [
[
80533.2529647963,
58771.0197875554,
21762.2331772411,
60592.7536321272,
69227.135402817,
-8634.3817706896
],
[
80.533253,
58.77102,
21.762233,
60.592754,
69.227135,
-8.634382
],
[
0.302404,
0.220686,
0.081718,
0.178034,
0.197736,
-0.033902
],
[
10,
10,
10,
10,
10,
10
],
[
-55880,
-35704,
-61506,
-77410,
-37373,
-88156
],
[
1.315875,
1.499936,
1.15839,
1.21184,
1.537491,
0.945086
],
[
92,
46,
46,
92,
46,
46
],
[
46,
25,
21,
46,
25,
21
],
[
46,
21,
25,
46,
21,
25
],
[
50,
54.347826,
45.652174,
50,
54.347826,
45.652174
],
[
1.315875,
1.259947,
1.379036,
1.21184,
1.291493,
1.125102
],
[
31283,
31283,
25454,
41397,
41397,
19333
],
[
-15435,
-15276,
-15435,
-17064,
-17064,
-14549
],
[
132,
138,
126,
132,
138,
126
],
[
151,
143,
160,
151,
143,
160
],
[
113,
131,
98,
113,
131,
98
],
[
12174,
6356,
5817,
12174,
6356,
5817
],
[
278.977132,
0,
300.664632,
278.977132,
0,
300.664632
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
292840,
274152,
-137487,
209107,
300447,
-580737
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714183200000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1760291824217,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 240,
"offset": 0
}
}
}
| # | 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) |
|---|