| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2124427.8116 | 2172770.8012 | -48342.9896 | 3478779.9853 | 30507532.9997 | -27028753.0144 |
| Total P&L (%) | 2124.4278 | 2172.7708 | -48.343 | 3478.78 | 30507.533 | -27028.753 |
| Avg Daily Profit (%) | 1.1622 | 1.1886 | -0.0264 | 0.1959 | 0.3136 | 0 |
| Buy And Hold Return (%) | 7117.7503 | 7117.7503 | 7117.7503 | 7117.7503 | 7117.7503 | 7117.7503 |
| Max Trade Drawdown | -137296 | -118414 | -216366 | -38986260 | -15746444 | -34963137 |
| Profit Factor | 2.3749 | 3.8476 | 0.9382 | 1.0314 | 1.559 | 0.5205 |
| Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
| Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
| Losing Trades | 169 | 86 | 83 | 169 | 86 | 83 |
| Profitability (%) | 46.519 | 45.5696 | 47.4684 | 46.519 | 45.5696 | 47.4684 |
| Ratio Avg Win / Avg Loss | 2.7303 | 4.5957 | 1.0383 | 1.1857 | 1.8621 | 0.576 |
| Largest Winning Trade | 1298947 | 1298947 | 69896 | 32435381 | 32435381 | 5302420 |
| Largest Losing Trade | -66510 | -49673 | -66510 | -18326828 | -9988541 | -18326828 |
| Avg Bars in Trades | 68 | 77 | 58 | 68 | 77 | 58 |
| Avg Bars in Winners | 91 | 117 | 66 | 91 | 117 | 66 |
| Avg Bars in Losers | 48 | 44 | 52 | 48 | 44 | 52 |
| Bars Traded | 21572 | 12261 | 9312 | 21572 | 12261 | 9312 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147474 | -146775 | -579823 | -343513 | 301237 | -581490 |
{
"trading_pair": "FTM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21936,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580068800000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1759790219182,
"expiration_time": 1742419411200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 142,
"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": [
[
2124427.8115733736,
2172770.801192726,
-48342.9896193535,
3478779.9852544074,
30507532.9997014,
-27028753.01444698
],
[
2124.427812,
2172.770801,
-48.34299,
3478.779985,
30507.533,
-27028.753014
],
[
1.16216,
1.188605,
-0.026446,
0.195903,
0.313611,
0
],
[
7117.750258,
7117.750258,
7117.750258,
7117.750258,
7117.750258,
7117.750258
],
[
-137296,
-118414,
-216366,
-38986260,
-15746444,
-34963137
],
[
2.374905,
3.847586,
0.93819,
1.031355,
1.55895,
0.520485
],
[
316,
158,
158,
316,
158,
158
],
[
147,
72,
75,
147,
72,
75
],
[
169,
86,
83,
169,
86,
83
],
[
46.518987,
45.56962,
47.468354,
46.518987,
45.56962,
47.468354
],
[
2.730334,
4.595728,
1.038264,
1.185708,
1.862079,
0.576003
],
[
1298947,
1298947,
69896,
32435381,
32435381,
5302420
],
[
-66510,
-49673,
-66510,
-18326828,
-9988541,
-18326828
],
[
68,
77,
58,
68,
77,
58
],
[
91,
117,
66,
91,
117,
66
],
[
48,
44,
52,
48,
44,
52
],
[
21572,
12261,
9312,
21572,
12261,
9312
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147474,
-146775,
-579823,
-343513,
301237,
-581490
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 21936,
"evaluation_days": 1828,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580068800000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1759790219182,
"expiration_time": 1742419411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 187,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 142,
"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) |
|---|