| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187212.4505 | 114422.7826 | 72789.6679 | 309007.4316 | 128356.0838 | 180651.3479 |
| Total P&L (%) | 187.2125 | 114.4228 | 72.7897 | 309.0074 | 128.3561 | 180.6513 |
| Avg Daily Profit (%) | 0.703 | 0.4297 | 0.2733 | 0.5303 | 0.3105 | 0.3882 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -52981 | -44035 | -52460 | -52425 | -61560 | -49204 |
| Profit Factor | 1.6294 | 1.7058 | 1.5379 | 1.8587 | 1.617 | 2.1898 |
| Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
| Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Profitability (%) | 50.3497 | 49.2958 | 51.3889 | 50.3497 | 49.2958 | 51.3889 |
| Ratio Avg Win / Avg Loss | 1.6068 | 1.7545 | 1.4548 | 1.8329 | 1.6632 | 2.0714 |
| Largest Winning Trade | 45394 | 45394 | 17008 | 71293 | 71293 | 49594 |
| Largest Losing Trade | -16001 | -13161 | -16001 | -40284 | -40284 | -16353 |
| Avg Bars in Trades | 87 | 130 | 44 | 87 | 130 | 44 |
| Avg Bars in Winners | 112 | 171 | 57 | 112 | 171 | 57 |
| Avg Bars in Losers | 61 | 90 | 31 | 61 | 90 | 31 |
| Bars Traded | 12487 | 9268 | 3219 | 12487 | 9268 | 3219 |
| Profit Streak | 266.6508 | 0 | 273.0258 | 266.6508 | 0 | 273.0258 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 527087 | -75792 | -69519 | 489887 | -76981 | -65908 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713954600000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759329432503,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 200,
"offset": 0,
"std": 1.73658
}
}
} {
"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": [
[
187212.4505424893,
114422.7826184024,
72789.6679240869,
309007.4316373851,
128356.0837574312,
180651.3478799539
],
[
187.212451,
114.422783,
72.789668,
309.007432,
128.356084,
180.651348
],
[
0.702987,
0.42966,
0.273327,
0.53032,
0.310547,
0.388249
],
[
10,
10,
10,
10,
10,
10
],
[
-52981,
-44035,
-52460,
-52425,
-61560,
-49204
],
[
1.629418,
1.70576,
1.537946,
1.858681,
1.617004,
2.189813
],
[
143,
71,
72,
143,
71,
72
],
[
72,
35,
37,
72,
35,
37
],
[
71,
36,
35,
71,
36,
35
],
[
50.34965,
49.295775,
51.388889,
50.34965,
49.295775,
51.388889
],
[
1.606787,
1.754496,
1.454814,
1.832866,
1.663204,
2.071444
],
[
45394,
45394,
17008,
71293,
71293,
49594
],
[
-16001,
-13161,
-16001,
-40284,
-40284,
-16353
],
[
87,
130,
44,
87,
130,
44
],
[
112,
171,
57,
112,
171,
57
],
[
61,
90,
31,
61,
90,
31
],
[
12487,
9268,
3219,
12487,
9268,
3219
],
[
266.650839,
0,
273.025839,
266.650839,
0,
273.025839
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
527087,
-75792,
-69519,
489887,
-76981,
-65908
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713954600000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759329432503,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 200,
"offset": 0,
"std": 1.73658
}
}
}
| # | 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) |
|---|