| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2959461.3191 | -118234.3798 | -2841226.9393 | -172626.9163 | 86533922.5908 | -86706549.5072 |
| Total P&L (%) | -2959.4613 | -118.2344 | -2841.2269 | -172.6269 | 86533.9226 | -86706.5495 |
| Avg Daily Profit (%) | -1.4484 | -0.0579 | -1.3905 | 0 | 0.3316 | 0 |
| Buy And Hold Return (%) | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 |
| Max Trade Drawdown | -2973348 | -107315 | -2890832 | -139350420 | -32017062 | -129414433 |
| Profit Factor | 0.1454 | 0.6323 | 0.0955 | 0.999 | 3.187 | 0.3483 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 36 | 16 | 20 | 22 | 10 | 12 |
| Losing Trades | 25 | 14 | 11 | 39 | 20 | 19 |
| Profitability (%) | 59.0164 | 53.3333 | 64.5161 | 36.0656 | 33.3333 | 38.7097 |
| Ratio Avg Win / Avg Loss | 0.101 | 0.5533 | 0.0526 | 1.771 | 6.3739 | 0.5515 |
| Largest Winning Trade | 58627 | 58627 | 33366 | 97600954 | 97600954 | 30621231 |
| Largest Losing Trade | -1464650 | -76351 | -1464650 | -60647479 | -11180772 | -60647479 |
| Avg Bars in Trades | 130 | 105 | 154 | 130 | 105 | 154 |
| Avg Bars in Winners | 60 | 30 | 84 | 185 | 174 | 195 |
| Avg Bars in Losers | 230 | 190 | 280 | 98 | 70 | 128 |
| Bars Traded | 7938 | 3155 | 4783 | 7938 | 3155 | 4783 |
| Profit Streak | 0 | 0 | 0 | 470.9162 | 498.4162 | 470.9162 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -745608 | -580393 | -578936 | -748735 | 335113 | -584624 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563688800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758988757546,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 162,
"offset": 0,
"a": 0.54115
}
}
} {
"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": [
[
-2959461.3191080983,
-118234.3797774272,
-2841226.9393306714,
-172626.9163427793,
86533922.59081618,
-86706549.50715898
],
[
-2959.461319,
-118.23438,
-2841.226939,
-172.626916,
86533.922591,
-86706.549507
],
[
-1.448409,
-0.057866,
-1.390543,
0,
0.331603,
0
],
[
3246.411483,
3246.411483,
3246.411483,
3246.411483,
3246.411483,
3246.411483
],
[
-2973348,
-107315,
-2890832,
-139350420,
-32017062,
-129414433
],
[
0.145386,
0.632285,
0.095549,
0.999,
3.18696,
0.34831
],
[
61,
30,
31,
61,
30,
31
],
[
36,
16,
20,
22,
10,
12
],
[
25,
14,
11,
39,
20,
19
],
[
59.016393,
53.333333,
64.516129,
36.065574,
33.333333,
38.709677
],
[
0.100962,
0.55325,
0.052552,
1.770954,
6.373921,
0.551491
],
[
58627,
58627,
33366,
97600954,
97600954,
30621231
],
[
-1464650,
-76351,
-1464650,
-60647479,
-11180772,
-60647479
],
[
130,
105,
154,
130,
105,
154
],
[
60,
30,
84,
185,
174,
195
],
[
230,
190,
280,
98,
70,
128
],
[
7938,
3155,
4783,
7938,
3155,
4783
],
[
0,
0,
0,
470.916175,
498.416175,
470.916175
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-745608,
-580393,
-578936,
-748735,
335113,
-584624
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563688800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758988757546,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 162,
"offset": 0,
"a": 0.54115
}
}
}
| # | 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) |
|---|