| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3059511.9988 | 3632.0094 | -3063144.0082 | 7081500.4294 | 590123643.3316 | -583042142.9022 |
| Total P&L (%) | -3059.512 | 3.632 | -3063.144 | 7081.5004 | 590123.6433 | -583042.1429 |
| Avg Daily Profit (%) | -1.4972 | 0.0018 | -1.499 | 0.2094 | 0.4258 | 0 |
| Buy And Hold Return (%) | 3573.3193 | 3573.3193 | 3573.3193 | 3573.3193 | 3573.3193 | 3573.3193 |
| Max Trade Drawdown | -3218588 | -101964 | -3180590 | -1204079738 | -137817694 | -1416109686 |
| Profit Factor | 0.2673 | 1.0099 | 0.1954 | 1.0028 | 2.1158 | 0.7124 |
| Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
| Winning Trades | 202 | 95 | 107 | 150 | 75 | 75 |
| Losing Trades | 128 | 70 | 58 | 180 | 90 | 90 |
| Profitability (%) | 61.2121 | 57.5758 | 64.8485 | 45.4545 | 45.4545 | 45.4545 |
| Ratio Avg Win / Avg Loss | 0.1694 | 0.7441 | 0.1059 | 1.2033 | 2.539 | 0.8549 |
| Largest Winning Trade | 38568 | 30632 | 38568 | 589938221 | 589938221 | 325204971 |
| Largest Losing Trade | -1721794 | -62753 | -1721794 | -792113885 | -108093772 | -792113885 |
| Avg Bars in Trades | 11 | 4 | 19 | 11 | 4 | 19 |
| Avg Bars in Winners | 7 | 3 | 10 | 11 | 5 | 18 |
| Avg Bars in Losers | 19 | 6 | 35 | 11 | 3 | 19 |
| Bars Traded | 3925 | 778 | 3147 | 3925 | 778 | 3147 |
| Profit Streak | 261.4044 | 261.4044 | 267.9044 | 261.4044 | 261.4044 | 267.9044 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576350 | -565410 | -577296 | -215166 | 482396 | -580989 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565481600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758879743614,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 159,
"offset": 0,
"std": 3.74487
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 123,
"offset": 0,
"std": 1.47041
}
}
}
{
"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": [
[
-3059511.9988080594,
3632.0093806389,
-3063144.008188699,
7081500.429415187,
590123643.3315812,
-583042142.9021664
],
[
-3059.511999,
3.632009,
-3063.144008,
7081.500429,
590123.643332,
-583042.142902
],
[
-1.497192,
0.001777,
-1.498969,
0.209374,
0.425817,
0
],
[
3573.319328,
3573.319328,
3573.319328,
3573.319328,
3573.319328,
3573.319328
],
[
-3218588,
-101964,
-3180590,
-1204079738,
-137817694,
-1416109686
],
[
0.26729,
1.009855,
0.195404,
1.00277,
2.115844,
0.712429
],
[
330,
165,
165,
330,
165,
165
],
[
202,
95,
107,
150,
75,
75
],
[
128,
70,
58,
180,
90,
90
],
[
61.212121,
57.575758,
64.848485,
45.454545,
45.454545,
45.454545
],
[
0.169372,
0.744104,
0.10592,
1.203324,
2.539013,
0.854915
],
[
38568,
30632,
38568,
589938221,
589938221,
325204971
],
[
-1721794,
-62753,
-1721794,
-792113885,
-108093772,
-792113885
],
[
11,
4,
19,
11,
4,
19
],
[
7,
3,
10,
11,
5,
18
],
[
19,
6,
35,
11,
3,
19
],
[
3925,
778,
3147,
3925,
778,
3147
],
[
261.40444,
261.40444,
267.90444,
261.40444,
261.40444,
267.90444
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576350,
-565410,
-577296,
-215166,
482396,
-580989
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565481600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758879743614,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 159,
"offset": 0,
"std": 3.74487
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 123,
"offset": 0,
"std": 1.47041
}
}
}
| # | 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) |
|---|