| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 203088.7891 | 130159.0099 | 72929.7791 | 324549.134 | 179643.6612 | 144905.4728 |
| Total P&L (%) | 203.0888 | 130.159 | 72.9298 | 324.5491 | 179.6437 | 144.9055 |
| Avg Daily Profit (%) | 0.7626 | 0.4888 | 0.2739 | 0.5444 | 0.3869 | 0.3369 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34156 | -42901 | -25774 | -35251 | -33114 | -25380 |
| Profit Factor | 2.2747 | 2.6199 | 1.9235 | 2.9076 | 3.1693 | 2.6595 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 37.7049 | 38.7097 | 36.6667 | 37.7049 | 38.7097 | 36.6667 |
| Ratio Avg Win / Avg Loss | 3.7582 | 4.1481 | 3.3224 | 4.8039 | 5.018 | 4.5937 |
| Largest Winning Trade | 72973 | 72973 | 38173 | 112528 | 112528 | 102544 |
| Largest Losing Trade | -13007 | -7967 | -13007 | -13802 | -10021 | -13802 |
| Avg Bars in Trades | 206 | 204 | 208 | 206 | 204 | 208 |
| Avg Bars in Winners | 401 | 399 | 403 | 401 | 399 | 403 |
| Avg Bars in Losers | 88 | 80 | 95 | 88 | 80 | 95 |
| Bars Traded | 12572 | 6325 | 6247 | 12572 | 6325 | 6247 |
| Profit Streak | 288.5671 | 312.5671 | 288.5671 | 288.5671 | 312.5671 | 288.5671 |
| Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -154284 | 383219 | 225494 | -154927 | 390045 | 296027 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713945600000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1758899200406,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 110,
"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": [
[
203088.7890612361,
130159.0099239549,
72929.7791372811,
324549.1340051055,
179643.6612397635,
144905.472765342
],
[
203.088789,
130.15901,
72.929779,
324.549134,
179.643661,
144.905473
],
[
0.762603,
0.48875,
0.273853,
0.544399,
0.386893,
0.336904
],
[
10,
10,
10,
10,
10,
10
],
[
-34156,
-42901,
-25774,
-35251,
-33114,
-25380
],
[
2.274706,
2.619883,
1.923499,
2.907632,
3.16926,
2.659504
],
[
61,
31,
30,
61,
31,
30
],
[
23,
12,
11,
23,
12,
11
],
[
38,
19,
19,
38,
19,
19
],
[
37.704918,
38.709677,
36.666667,
37.704918,
38.709677,
36.666667
],
[
3.75821,
4.148148,
3.322407,
4.803914,
5.017995,
4.593688
],
[
72973,
72973,
38173,
112528,
112528,
102544
],
[
-13007,
-7967,
-13007,
-13802,
-10021,
-13802
],
[
206,
204,
208,
206,
204,
208
],
[
401,
399,
403,
401,
399,
403
],
[
88,
80,
95,
88,
80,
95
],
[
12572,
6325,
6247,
12572,
6325,
6247
],
[
288.567134,
312.567134,
288.567134,
288.567134,
312.567134,
288.567134
],
[
5,
4,
2,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-154284,
383219,
225494,
-154927,
390045,
296027
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713945600000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1758899200406,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 122,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 110,
"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) |
|---|