| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2038623.8728 | 54872.7141 | -2093496.5869 | -638799.5436 | 63035275.3955 | -63674074.9391 |
| Total P&L (%) | -2038.6239 | 54.8727 | -2093.4966 | -638.7995 | 63035.2754 | -63674.0749 |
| Avg Daily Profit (%) | -0.9977 | 0.0269 | -1.0246 | 0 | 0.3161 | 0 |
| Buy And Hold Return (%) | 3037.7299 | 3037.7299 | 3037.7299 | 3037.7299 | 3037.7299 | 3037.7299 |
| Max Trade Drawdown | -2245503 | -89517 | -2232245 | -126617001 | -29231827 | -120461525 |
| Profit Factor | 0.2304 | 1.3245 | 0.1558 | 0.9964 | 2.5825 | 0.5437 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 44 | 20 | 24 | 35 | 21 | 14 |
| Losing Trades | 29 | 17 | 12 | 38 | 16 | 22 |
| Profitability (%) | 60.274 | 54.0541 | 66.6667 | 47.9452 | 56.7568 | 38.8889 |
| Ratio Avg Win / Avg Loss | 0.1519 | 1.1258 | 0.0779 | 1.0818 | 1.9676 | 0.8544 |
| Largest Winning Trade | 45357 | 36203 | 45357 | 81006150 | 81006150 | 44274378 |
| Largest Losing Trade | -1215407 | -71663 | -1215407 | -60686507 | -19630868 | -60686507 |
| Avg Bars in Trades | 81 | 38 | 124 | 81 | 38 | 124 |
| Avg Bars in Winners | 39 | 26 | 49 | 95 | 41 | 176 |
| Avg Bars in Losers | 144 | 52 | 275 | 68 | 35 | 91 |
| Bars Traded | 5927 | 1430 | 4497 | 5927 | 1430 | 4497 |
| Profit Streak | 0 | 0 | 281.4503 | 273.117 | 280.7836 | 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 | -655445 | -322012 | -578031 | -655599 | 555260 | -585101 |
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564646400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760208507107,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 155,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-2038623.8728065393,
54872.7140521305,
-2093496.5868586693,
-638799.5435743419,
63035275.3954926,
-63674074.93906693
],
[
-2038.623873,
54.872714,
-2093.496587,
-638.799544,
63035.275395,
-63674.074939
],
[
-0.997697,
0.026855,
-1.024551,
0,
0.316055,
0
],
[
3037.729924,
3037.729924,
3037.729924,
3037.729924,
3037.729924,
3037.729924
],
[
-2245503,
-89517,
-2232245,
-126617001,
-29231827,
-120461525
],
[
0.23041,
1.324525,
0.15581,
0.996439,
2.58247,
0.543732
],
[
73,
37,
36,
73,
37,
36
],
[
44,
20,
24,
35,
21,
14
],
[
29,
17,
12,
38,
16,
22
],
[
60.273973,
54.054054,
66.666667,
47.945205,
56.756757,
38.888889
],
[
0.151861,
1.125846,
0.077905,
1.081848,
1.967596,
0.854435
],
[
45357,
36203,
45357,
81006150,
81006150,
44274378
],
[
-1215407,
-71663,
-1215407,
-60686507,
-19630868,
-60686507
],
[
81,
38,
124,
81,
38,
124
],
[
39,
26,
49,
95,
41,
176
],
[
144,
52,
275,
68,
35,
91
],
[
5927,
1430,
4497,
5927,
1430,
4497
],
[
0,
0,
281.450314,
273.11698,
280.783647,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-655445,
-322012,
-578031,
-655599,
555260,
-585101
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564646400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760208507107,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 155,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|