| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 180063.7659 | 111790.3911 | 68273.3748 | 293372.2448 | 221060.7556 | 72311.4892 |
| Total P&L (%) | 180.0638 | 111.7904 | 68.2734 | 293.3722 | 221.0608 | 72.3115 |
| Avg Daily Profit (%) | 0.6761 | 0.4198 | 0.2564 | 0.5156 | 0.439 | 0.2045 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -38583 | -18891 | -60061 | -124224 | -45889 | -178083 |
| Profit Factor | 1.8029 | 2.2013 | 1.5204 | 1.6043 | 2.1434 | 1.2475 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Profitability (%) | 52.809 | 50 | 55.5556 | 52.809 | 50 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.6111 | 2.2013 | 1.2163 | 1.4336 | 2.1434 | 0.998 |
| Largest Winning Trade | 45717 | 45717 | 24369 | 112561 | 112561 | 58069 |
| Largest Losing Trade | -20056 | -8320 | -20056 | -62787 | -23475 | -62787 |
| Avg Bars in Trades | 140 | 143 | 137 | 140 | 143 | 137 |
| Avg Bars in Winners | 178 | 197 | 161 | 178 | 197 | 161 |
| Avg Bars in Losers | 97 | 88 | 107 | 97 | 88 | 107 |
| Bars Traded | 12476 | 6295 | 6181 | 12476 | 6295 | 6181 |
| Profit Streak | 263.2312 | 0 | 288.6896 | 263.2312 | 0 | 288.6896 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 537290 | 445311 | 367112 | 434092 | 447195 | 235273 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714149000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1758906177097,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 144,
"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": [
[
180063.765889705,
111790.3910748904,
68273.3748148146,
293372.2448206778,
221060.7555756415,
72311.4892450365
],
[
180.063766,
111.790391,
68.273375,
293.372245,
221.060756,
72.311489
],
[
0.676143,
0.419775,
0.256368,
0.515607,
0.438969,
0.204532
],
[
10,
10,
10,
10,
10,
10
],
[
-38583,
-18891,
-60061,
-124224,
-45889,
-178083
],
[
1.802921,
2.20126,
1.520377,
1.604259,
2.143365,
1.247502
],
[
89,
44,
45,
89,
44,
45
],
[
47,
22,
25,
47,
22,
25
],
[
42,
22,
20,
42,
22,
20
],
[
52.808989,
50,
55.555556,
52.808989,
50,
55.555556
],
[
1.611121,
2.20126,
1.216302,
1.433593,
2.143365,
0.998002
],
[
45717,
45717,
24369,
112561,
112561,
58069
],
[
-20056,
-8320,
-20056,
-62787,
-23475,
-62787
],
[
140,
143,
137,
140,
143,
137
],
[
178,
197,
161,
178,
197,
161
],
[
97,
88,
107,
97,
88,
107
],
[
12476,
6295,
6181,
12476,
6295,
6181
],
[
263.231216,
0,
288.68955,
263.231216,
0,
288.68955
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
537290,
445311,
367112,
434092,
447195,
235273
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714149000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1758906177097,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 144,
"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) |
|---|