| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2271487.3352 | 2279605.1041 | -8117.7689 | 4768467.8016 | 20850071.1628 | -16081603.3612 |
| Total P&L (%) | 2271.4873 | 2279.6051 | -8.1178 | 4768.4678 | 20850.0712 | -16081.6034 |
| Avg Daily Profit (%) | 1.1117 | 1.1157 | -0.004 | 0.1903 | 0.2619 | 0 |
| Buy And Hold Return (%) | 2693.131 | 2693.131 | 2693.131 | 2693.131 | 2693.131 | 2693.131 |
| Max Trade Drawdown | -191724 | -128923 | -100520 | -36733181 | -17451558 | -21391746 |
| Profit Factor | 5.2358 | 11.1644 | 0.974 | 1.1006 | 2.081 | 0.4282 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
| Ratio Avg Win / Avg Loss | 5.2358 | 11.1644 | 0.974 | 1.1006 | 2.081 | 0.4282 |
| Largest Winning Trade | 1386521 | 1386521 | 80871 | 27101197 | 27101197 | 4900782 |
| Largest Losing Trade | -69667 | -42026 | -69667 | -20517243 | -8922927 | -20517243 |
| Avg Bars in Trades | 132 | 123 | 142 | 132 | 123 | 142 |
| Avg Bars in Winners | 219 | 199 | 238 | 219 | 199 | 238 |
| Avg Bars in Losers | 46 | 48 | 45 | 46 | 48 | 45 |
| Bars Traded | 7978 | 3719 | 4260 | 7978 | 3719 | 4260 |
| Profit Streak | 321.0046 | 475.5046 | 0 | 321.0046 | 475.5046 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -317285 | -142520 | -580825 | -283276 | 497265 | -580825 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562522400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758866799318,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 67,
"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": [
[
2271487.335225317,
2279605.1041405294,
-8117.7689152123,
4768467.801648956,
20850071.16280945,
-16081603.3611605
],
[
2271.487335,
2279.605104,
-8.117769,
4768.467802,
20850.071163,
-16081.603361
],
[
1.111703,
1.115676,
-0.003973,
0.190337,
0.261922,
0
],
[
2693.13099,
2693.13099,
2693.13099,
2693.13099,
2693.13099,
2693.13099
],
[
-191724,
-128923,
-100520,
-36733181,
-17451558,
-21391746
],
[
5.235766,
11.164404,
0.973981,
1.100569,
2.080965,
0.428244
],
[
60,
30,
30,
60,
30,
30
],
[
30,
15,
15,
30,
15,
15
],
[
30,
15,
15,
30,
15,
15
],
[
50,
50,
50,
50,
50,
50
],
[
5.235766,
11.164404,
0.973981,
1.100569,
2.080965,
0.428244
],
[
1386521,
1386521,
80871,
27101197,
27101197,
4900782
],
[
-69667,
-42026,
-69667,
-20517243,
-8922927,
-20517243
],
[
132,
123,
142,
132,
123,
142
],
[
219,
199,
238,
219,
199,
238
],
[
46,
48,
45,
46,
48,
45
],
[
7978,
3719,
4260,
7978,
3719,
4260
],
[
321.004622,
475.504622,
0,
321.004622,
475.504622,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-317285,
-142520,
-580825,
-283276,
497265,
-580825
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562522400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758866799318,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 67,
"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) |
|---|