| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 102680.9974 | 75673.1253 | 27007.8721 | 91035.4525 | 63054.6635 | 27980.789 |
| Total P&L (%) | 102.681 | 75.6731 | 27.0079 | 91.0355 | 63.0547 | 27.9808 |
| Avg Daily Profit (%) | 0.3856 | 0.2842 | 0.1014 | 0.2434 | 0.1838 | 0.0927 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -65421 | -36782 | -69883 | -148014 | -84510 | -150569 |
| Profit Factor | 1.4459 | 1.7444 | 1.21 | 1.1931 | 1.281 | 1.1133 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Profitability (%) | 60.9375 | 65.625 | 56.25 | 60.9375 | 65.625 | 56.25 |
| Ratio Avg Win / Avg Loss | 0.9269 | 0.9137 | 0.9411 | 0.7648 | 0.671 | 0.8659 |
| Largest Winning Trade | 24981 | 24981 | 19268 | 47292 | 47292 | 40578 |
| Largest Losing Trade | -24771 | -19934 | -24771 | -54142 | -54142 | -50330 |
| Avg Bars in Trades | 191 | 183 | 200 | 191 | 183 | 200 |
| Avg Bars in Winners | 163 | 163 | 164 | 163 | 163 | 164 |
| Avg Bars in Losers | 234 | 220 | 246 | 234 | 220 | 246 |
| Bars Traded | 12264 | 5859 | 6405 | 12264 | 5859 | 6405 |
| Profit Streak | 262.9792 | 269.5208 | 0 | 262.9792 | 269.5208 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -134353 | 362693 | -63695 | -144620 | 234917 | -170671 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714149000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759001399430,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 225,
"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": [
[
102680.9973562712,
75673.1252999978,
27007.8720562733,
91035.4525133797,
63054.6635363677,
27980.7889770121
],
[
102.680997,
75.673125,
27.007872,
91.035453,
63.054664,
27.980789
],
[
0.385569,
0.284154,
0.101415,
0.243354,
0.183757,
0.092683
],
[
10,
10,
10,
10,
10,
10
],
[
-65421,
-36782,
-69883,
-148014,
-84510,
-150569
],
[
1.445935,
1.744397,
1.210009,
1.193138,
1.28098,
1.11331
],
[
64,
32,
32,
64,
32,
32
],
[
39,
21,
18,
39,
21,
18
],
[
25,
11,
14,
25,
11,
14
],
[
60.9375,
65.625,
56.25,
60.9375,
65.625,
56.25
],
[
0.926881,
0.913732,
0.941118,
0.764832,
0.67099,
0.865908
],
[
24981,
24981,
19268,
47292,
47292,
40578
],
[
-24771,
-19934,
-24771,
-54142,
-54142,
-50330
],
[
191,
183,
200,
191,
183,
200
],
[
163,
163,
164,
163,
163,
164
],
[
234,
220,
246,
234,
220,
246
],
[
12264,
5859,
6405,
12264,
5859,
6405
],
[
262.97916,
269.520827,
0,
262.97916,
269.520827,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-134353,
362693,
-63695,
-144620,
234917,
-170671
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714149000000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759001399430,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 225,
"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) |
|---|