| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 148344.7833 | 92062.475 | 56282.3082 | 196808.3916 | 121435.5796 | 75372.812 |
| Total P&L (%) | 148.3448 | 92.0625 | 56.2823 | 196.8084 | 121.4356 | 75.3728 |
| Avg Daily Profit (%) | 0.557 | 0.3457 | 0.2113 | 0.4094 | 0.299 | 0.2112 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36400 | -27620 | -35732 | -59230 | -43730 | -64646 |
| Profit Factor | 1.652 | 1.8873 | 1.4547 | 1.6973 | 1.9434 | 1.4909 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Profitability (%) | 36 | 36 | 36 | 36 | 36 | 36 |
| Ratio Avg Win / Avg Loss | 2.9369 | 3.3551 | 2.5862 | 3.0174 | 3.4549 | 2.6505 |
| Largest Winning Trade | 41247 | 41247 | 27078 | 58356 | 58356 | 46579 |
| Largest Losing Trade | -11952 | -10592 | -11952 | -20376 | -12391 | -20376 |
| Avg Bars in Trades | 124 | 123 | 126 | 124 | 123 | 126 |
| Avg Bars in Winners | 222 | 217 | 228 | 222 | 217 | 228 |
| Avg Bars in Losers | 69 | 70 | 68 | 69 | 70 | 68 |
| Bars Traded | 12472 | 6162 | 6310 | 12472 | 6162 | 6310 |
| Profit Streak | 277.0555 | 277.0555 | 278.2639 | 277.0555 | 277.0555 | 278.2639 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309450 | -173838 | -176583 | 267153 | -174130 | -175449 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714050000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759132198668,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 180,
"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": [
[
148344.7832503662,
92062.475027281,
56282.3082230852,
196808.3916057124,
121435.5795840597,
75372.8120216527
],
[
148.344783,
92.062475,
56.282308,
196.808392,
121.43558,
75.372812
],
[
0.557038,
0.345697,
0.211341,
0.409351,
0.298956,
0.211159
],
[
10,
10,
10,
10,
10,
10
],
[
-36400,
-27620,
-35732,
-59230,
-43730,
-64646
],
[
1.651986,
1.88726,
1.454744,
1.697262,
1.943395,
1.49091
],
[
100,
50,
50,
100,
50,
50
],
[
36,
18,
18,
36,
18,
18
],
[
64,
32,
32,
64,
32,
32
],
[
36,
36,
36,
36,
36,
36
],
[
2.936864,
3.355129,
2.586211,
3.017355,
3.454924,
2.650507
],
[
41247,
41247,
27078,
58356,
58356,
46579
],
[
-11952,
-10592,
-11952,
-20376,
-12391,
-20376
],
[
124,
123,
126,
124,
123,
126
],
[
222,
217,
228,
222,
217,
228
],
[
69,
70,
68,
69,
70,
68
],
[
12472,
6162,
6310,
12472,
6162,
6310
],
[
277.05554,
277.05554,
278.263873,
277.05554,
277.05554,
278.263873
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309450,
-173838,
-176583,
267153,
-174130,
-175449
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714050000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759132198668,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 180,
"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) |
|---|