| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94567.7139 | 62262.9302 | 32304.7837 | 63990.7804 | 71667.4533 | -7676.6728 |
| Total P&L (%) | 94.5677 | 62.2629 | 32.3048 | 63.9908 | 71.6675 | -7.6767 |
| Avg Daily Profit (%) | 0.3551 | 0.2338 | 0.1213 | 0.1859 | 0.2031 | -0.03 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64331 | -36493 | -72816 | -112635 | -45830 | -125362 |
| Profit Factor | 1.3233 | 1.4644 | 1.2039 | 1.1621 | 1.4271 | 0.9662 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
| Ratio Avg Win / Avg Loss | 1.5124 | 1.6736 | 1.3759 | 1.3281 | 1.631 | 1.1042 |
| Largest Winning Trade | 27777 | 27777 | 23318 | 48700 | 48700 | 28629 |
| Largest Losing Trade | -21107 | -14226 | -21107 | -47284 | -19030 | -47284 |
| Avg Bars in Trades | 138 | 140 | 135 | 138 | 140 | 135 |
| Avg Bars in Winners | 175 | 179 | 170 | 175 | 179 | 170 |
| Avg Bars in Losers | 105 | 106 | 104 | 105 | 106 | 104 |
| Bars Traded | 12424 | 6343 | 6082 | 12424 | 6343 | 6082 |
| Profit Streak | 274.2755 | 274.2755 | 284.838 | 274.2755 | 274.2755 | 284.838 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331247 | 272726 | -35734 | -36216 | 273650 | -580369 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713933000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1758899201488,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 105,
"offset": 0,
"a": 0.72164
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 115,
"offset": 105,
"scalar": 1
}
}
}
{
"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": [
[
94567.7139130374,
62262.9302182219,
32304.7836948154,
63990.7804234095,
71667.4532523439,
-7676.6728289345
],
[
94.567714,
62.26293,
32.304784,
63.99078,
71.667453,
-7.676673
],
[
0.355104,
0.233799,
0.121305,
0.185911,
0.203123,
-0.029988
],
[
10,
10,
10,
10,
10,
10
],
[
-64331,
-36493,
-72816,
-112635,
-45830,
-125362
],
[
1.323349,
1.464441,
1.20394,
1.162085,
1.427135,
0.966184
],
[
90,
45,
45,
90,
45,
45
],
[
42,
21,
21,
42,
21,
21
],
[
48,
24,
24,
48,
24,
24
],
[
46.666667,
46.666667,
46.666667,
46.666667,
46.666667,
46.666667
],
[
1.512398,
1.673646,
1.375931,
1.328097,
1.631011,
1.10421
],
[
27777,
27777,
23318,
48700,
48700,
28629
],
[
-21107,
-14226,
-21107,
-47284,
-19030,
-47284
],
[
138,
140,
135,
138,
140,
135
],
[
175,
179,
170,
175,
179,
170
],
[
105,
106,
104,
105,
106,
104
],
[
12424,
6343,
6082,
12424,
6343,
6082
],
[
274.27548,
274.27548,
284.83798,
274.27548,
274.27548,
284.83798
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331247,
272726,
-35734,
-36216,
273650,
-580369
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713933000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1758899201488,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 105,
"offset": 0,
"a": 0.72164
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 115,
"offset": 105,
"scalar": 1
}
}
}
| # | 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) |
|---|