| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3450337.8105 | -42427.263 | -3407910.5475 | -185676.3504 | -19247011.4396 | 19061335.0892 |
| Total P&L (%) | -3450.3378 | -42.4273 | -3407.9105 | -185.6764 | -19247.0114 | 19061.3351 |
| Avg Daily Profit (%) | -1.6887 | -0.0208 | -1.6679 | 0 | 0 | 0.2575 |
| Buy And Hold Return (%) | 3308.3821 | 3308.3821 | 3308.3821 | 3308.3821 | 3308.3821 | 3308.3821 |
| Max Trade Drawdown | -3583999 | -100267 | -3536136 | -40523352 | -26386087 | -22839065 |
| Profit Factor | 0.2201 | 0.8971 | 0.1505 | 0.9974 | 0.4743 | 1.5405 |
| Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
| Winning Trades | 163 | 75 | 88 | 104 | 48 | 56 |
| Losing Trades | 47 | 30 | 17 | 106 | 57 | 49 |
| Profitability (%) | 77.619 | 71.4286 | 83.8095 | 49.5238 | 45.7143 | 53.3333 |
| Ratio Avg Win / Avg Loss | 0.0635 | 0.3589 | 0.0291 | 1.0166 | 0.5633 | 1.3479 |
| Largest Winning Trade | 29251 | 25011 | 29251 | 14307973 | 3009442 | 14307973 |
| Largest Losing Trade | -1982410 | -67650 | -1982410 | -21720219 | -21720219 | -16966720 |
| Avg Bars in Trades | 38 | 20 | 55 | 38 | 20 | 55 |
| Avg Bars in Winners | 16 | 10 | 22 | 38 | 19 | 55 |
| Avg Bars in Losers | 111 | 45 | 227 | 37 | 22 | 55 |
| Bars Traded | 8006 | 2183 | 5823 | 8006 | 2183 | 5823 |
| Profit Streak | 0 | 0 | 292.8617 | 274.6117 | 278.3617 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576098 | -577719 | -575927 | -577608 | -581852 | 338944 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563148800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759977646789,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 201,
"offset": 0,
"std": 1.04602
}
}
} {
"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": [
[
-3450337.810476659,
-42427.2629972022,
-3407910.5474794577,
-185676.3503512606,
-19247011.439550176,
19061335.089198917
],
[
-3450.33781,
-42.427263,
-3407.910547,
-185.67635,
-19247.01144,
19061.335089
],
[
-1.688652,
-0.020765,
-1.667887,
0,
0,
0.257543
],
[
3308.382066,
3308.382066,
3308.382066,
3308.382066,
3308.382066,
3308.382066
],
[
-3583999,
-100267,
-3536136,
-40523352,
-26386087,
-22839065
],
[
0.220095,
0.897146,
0.150475,
0.997417,
0.474321,
1.540507
],
[
210,
105,
105,
210,
105,
105
],
[
163,
75,
88,
104,
48,
56
],
[
47,
30,
17,
106,
57,
49
],
[
77.619048,
71.428571,
83.809524,
49.52381,
45.714286,
53.333333
],
[
0.063463,
0.358858,
0.029069,
1.016598,
0.563256,
1.347944
],
[
29251,
25011,
29251,
14307973,
3009442,
14307973
],
[
-1982410,
-67650,
-1982410,
-21720219,
-21720219,
-16966720
],
[
38,
20,
55,
38,
20,
55
],
[
16,
10,
22,
38,
19,
55
],
[
111,
45,
227,
37,
22,
55
],
[
8006,
2183,
5823,
8006,
2183,
5823
],
[
0,
0,
292.861653,
274.611653,
278.361653,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576098,
-577719,
-575927,
-577608,
-581852,
338944
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563148800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759977646789,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 201,
"offset": 0,
"std": 1.04602
}
}
}
| # | 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) |
|---|