| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3352775.2327 | 96592.9519 | -3449368.1846 | 458061.4505 | 109560975.4872 | -109102914.0367 |
| Total P&L (%) | -3352.7752 | 96.593 | -3449.3682 | 458.0615 | 109560.9755 | -109102.914 |
| Avg Daily Profit (%) | -1.6408 | 0.0473 | -1.6881 | 0.0842 | 0.3432 | 0 |
| Buy And Hold Return (%) | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 |
| Max Trade Drawdown | -3532896 | -116771 | -3611756 | -176930279 | -24910742 | -191233412 |
| Profit Factor | 0.2723 | 1.2175 | 0.1715 | 1.0012 | 2.6842 | 0.6507 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 105 | 50 | 55 | 93 | 46 | 47 |
| Losing Trades | 67 | 36 | 31 | 79 | 40 | 39 |
| Profitability (%) | 61.0465 | 58.1395 | 63.9535 | 54.0698 | 53.4884 | 54.6512 |
| Ratio Avg Win / Avg Loss | 0.1738 | 0.8766 | 0.0967 | 0.8505 | 2.3341 | 0.54 |
| Largest Winning Trade | 46224 | 44628 | 46224 | 76845262 | 62061359 | 76845262 |
| Largest Losing Trade | -2189397 | -60212 | -2189397 | -142780016 | -14159601 | -142780016 |
| Avg Bars in Trades | 34 | 19 | 50 | 34 | 19 | 50 |
| Avg Bars in Winners | 25 | 17 | 33 | 33 | 21 | 46 |
| Avg Bars in Losers | 49 | 23 | 79 | 36 | 17 | 54 |
| Bars Traded | 6008 | 1689 | 4319 | 6008 | 1689 | 4319 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578445 | -296633 | -579015 | -465778 | 532362 | -580499 |
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563148800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758797071831,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 2.42128
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 103,
"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": [
[
-3352775.2326692096,
96592.9519157274,
-3449368.1845849366,
458061.4505121711,
109560975.48720175,
-109102914.03668955
],
[
-3352.775233,
96.592952,
-3449.368185,
458.061451,
109560.975487,
-109102.914037
],
[
-1.640839,
0.047272,
-1.688111,
0.084177,
0.343164,
0
],
[
3252.82838,
3252.82838,
3252.82838,
3252.82838,
3252.82838,
3252.82838
],
[
-3532896,
-116771,
-3611756,
-176930279,
-24910742,
-191233412
],
[
0.272311,
1.217479,
0.171479,
1.001214,
2.684214,
0.650725
],
[
172,
86,
86,
172,
86,
86
],
[
105,
50,
55,
93,
46,
47
],
[
67,
36,
31,
79,
40,
39
],
[
61.046512,
58.139535,
63.953488,
54.069767,
53.488372,
54.651163
],
[
0.17376,
0.876585,
0.096652,
0.850493,
2.334099,
0.539963
],
[
46224,
44628,
46224,
76845262,
62061359,
76845262
],
[
-2189397,
-60212,
-2189397,
-142780016,
-14159601,
-142780016
],
[
34,
19,
50,
34,
19,
50
],
[
25,
17,
33,
33,
21,
46
],
[
49,
23,
79,
36,
17,
54
],
[
6008,
1689,
4319,
6008,
1689,
4319
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578445,
-296633,
-579015,
-465778,
532362,
-580499
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563148800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758797071831,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 2.42128
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 103,
"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) |
|---|