| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1731224.8978 | 104574.3621 | -1835799.2599 | -577910.57 | -41891590.2166 | 41313679.6467 |
| Total P&L (%) | -1731.2249 | 104.5744 | -1835.7993 | -577.9106 | -41891.5902 | 41313.6796 |
| Avg Daily Profit (%) | -0.8473 | 0.0512 | -0.8985 | 0 | 0 | 0.2954 |
| Buy And Hold Return (%) | 2665.52 | 2665.52 | 2665.52 | 2665.52 | 2665.52 | 2665.52 |
| Max Trade Drawdown | -1800479 | -129655 | -1897353 | -66725335 | -53695186 | -20071416 |
| Profit Factor | 0.3193 | 1.298 | 0.1626 | 0.994 | 0.3252 | 2.1805 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 56 | 26 | 30 | 34 | 14 | 20 |
| Losing Trades | 27 | 15 | 12 | 49 | 27 | 22 |
| Profitability (%) | 67.4699 | 63.4146 | 71.4286 | 40.9639 | 34.1463 | 47.619 |
| Ratio Avg Win / Avg Loss | 0.1539 | 0.7488 | 0.065 | 1.4326 | 0.6272 | 2.3985 |
| Largest Winning Trade | 54881 | 54881 | 24597 | 54028413 | 6917422 | 54028413 |
| Largest Losing Trade | -702121 | -82550 | -702121 | -51144921 | -51144921 | -18003335 |
| Avg Bars in Trades | 90 | 101 | 78 | 90 | 101 | 78 |
| Avg Bars in Winners | 39 | 42 | 36 | 111 | 129 | 98 |
| Avg Bars in Losers | 196 | 204 | 186 | 75 | 87 | 60 |
| Bars Traded | 7494 | 4179 | 3315 | 7494 | 4179 | 3315 |
| Profit Streak | 0 | 400.124 | 0 | 320.624 | 0 | 384.124 |
| Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579513 | -289201 | -577956 | -583315 | -586907 | 470960 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564358400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758812311643,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 193,
"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": [
[
-1731224.8977938672,
104574.3620960673,
-1835799.2598899347,
-577910.5699521557,
-41891590.2166167,
41313679.64666454
],
[
-1731.224898,
104.574362,
-1835.79926,
-577.91057,
-41891.590217,
41313.679647
],
[
-0.84729,
0.05118,
-0.89847,
0,
0,
0.295367
],
[
2665.519968,
2665.519968,
2665.519968,
2665.519968,
2665.519968,
2665.519968
],
[
-1800479,
-129655,
-1897353,
-66725335,
-53695186,
-20071416
],
[
0.319275,
1.29798,
0.162601,
0.994047,
0.325227,
2.180451
],
[
83,
41,
42,
83,
41,
42
],
[
56,
26,
30,
34,
14,
20
],
[
27,
15,
12,
49,
27,
22
],
[
67.46988,
63.414634,
71.428571,
40.963855,
34.146341,
47.619048
],
[
0.153936,
0.748835,
0.06504,
1.432597,
0.627223,
2.398497
],
[
54881,
54881,
24597,
54028413,
6917422,
54028413
],
[
-702121,
-82550,
-702121,
-51144921,
-51144921,
-18003335
],
[
90,
101,
78,
90,
101,
78
],
[
39,
42,
36,
111,
129,
98
],
[
196,
204,
186,
75,
87,
60
],
[
7494,
4179,
3315,
7494,
4179,
3315
],
[
0,
400.123977,
0,
320.623977,
0,
384.123977
],
[
0,
2,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579513,
-289201,
-577956,
-583315,
-586907,
470960
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564358400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758812311643,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 14,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 193,
"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) |
|---|