| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2545458.9496 | 56833.2049 | -2602292.1545 | -139160.5196 | 12866397.602 | -13005558.1216 |
| Total P&L (%) | -2545.459 | 56.8332 | -2602.2922 | -139.1605 | 12866.3976 | -13005.5581 |
| Avg Daily Profit (%) | -1.2461 | 0.0278 | -1.274 | 0 | 0.2385 | 0 |
| Buy And Hold Return (%) | 2693.131 | 2693.131 | 2693.131 | 2693.131 | 2693.131 | 2693.131 |
| Max Trade Drawdown | -2668511 | -125988 | -2697980 | -34334944 | -8263806 | -28386698 |
| Profit Factor | 0.3617 | 1.0791 | 0.2039 | 0.9978 | 1.5449 | 0.6721 |
| Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
| Winning Trades | 166 | 78 | 88 | 188 | 89 | 99 |
| Losing Trades | 183 | 96 | 87 | 161 | 85 | 76 |
| Profitability (%) | 47.5645 | 44.8276 | 50.2857 | 53.8682 | 51.1494 | 56.5714 |
| Ratio Avg Win / Avg Loss | 0.3987 | 1.3281 | 0.2016 | 0.8545 | 1.4754 | 0.5159 |
| Largest Winning Trade | 53377 | 49362 | 53377 | 10028450 | 10028450 | 6689214 |
| Largest Losing Trade | -1516958 | -68811 | -1516958 | -28263167 | -8263806 | -28263167 |
| Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
| Avg Bars in Winners | 25 | 27 | 24 | 36 | 36 | 36 |
| Avg Bars in Losers | 42 | 34 | 50 | 31 | 25 | 37 |
| Bars Traded | 11988 | 5455 | 6533 | 11988 | 5455 | 6533 |
| Profit Streak | 0 | 0 | 0 | 325.7988 | 325.9654 | 325.7988 |
| Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -579900 | -456694 | -580379 | -577086 | 355914 | -578598 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562529600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759302614255,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 160
}
}
} {
"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": [
[
-2545458.9495757963,
56833.2048917809,
-2602292.1544675766,
-139160.5195758131,
12866397.60202141,
-13005558.121597238
],
[
-2545.45895,
56.833205,
-2602.292154,
-139.16052,
12866.397602,
-13005.558122
],
[
-1.246143,
0.027823,
-1.273966,
0,
0.23845,
0
],
[
2693.13099,
2693.13099,
2693.13099,
2693.13099,
2693.13099,
2693.13099
],
[
-2668511,
-125988,
-2697980,
-34334944,
-8263806,
-28386698
],
[
0.361671,
1.079068,
0.203925,
0.997801,
1.544873,
0.672085
],
[
349,
174,
175,
349,
174,
175
],
[
166,
78,
88,
188,
89,
99
],
[
183,
96,
87,
161,
85,
76
],
[
47.56447,
44.827586,
50.285714,
53.868195,
51.149425,
56.571429
],
[
0.398709,
1.328084,
0.201607,
0.8545,
1.475441,
0.515944
],
[
53377,
49362,
53377,
10028450,
10028450,
6689214
],
[
-1516958,
-68811,
-1516958,
-28263167,
-8263806,
-28263167
],
[
34,
31,
37,
34,
31,
37
],
[
25,
27,
24,
36,
36,
36
],
[
42,
34,
50,
31,
25,
37
],
[
11988,
5455,
6533,
11988,
5455,
6533
],
[
0,
0,
0,
325.798776,
325.965443,
325.798776
],
[
0,
0,
0,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-579900,
-456694,
-580379,
-577086,
355914,
-578598
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562529600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759302614255,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 152,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 160
}
}
}
| # | 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) |
|---|