| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2976219.0193 | -101670.4477 | -2874548.5716 | -110491.4542 | 22677144.5014 | -22787635.9556 |
| Total P&L (%) | -2976.219 | -101.6704 | -2874.5486 | -110.4915 | 22677.1445 | -22787.636 |
| Avg Daily Profit (%) | -1.4566 | -0.0498 | -1.4069 | 0 | 0.266 | 0 |
| Buy And Hold Return (%) | 3646.1168 | 3646.1168 | 3646.1168 | 3646.1168 | 3646.1168 | 3646.1168 |
| Max Trade Drawdown | -3033094 | -156518 | -2924356 | -43090768 | -10572678 | -35865995 |
| Profit Factor | 0.1361 | 0.7027 | 0.0736 | 0.9979 | 2.6258 | 0.3986 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 61 | 30 | 31 | 31 | 16 | 15 |
| Losing Trades | 22 | 11 | 11 | 52 | 25 | 27 |
| Profitability (%) | 73.494 | 73.1707 | 73.8095 | 37.3494 | 39.0244 | 35.7143 |
| Ratio Avg Win / Avg Loss | 0.0491 | 0.2577 | 0.0261 | 1.6738 | 4.1028 | 0.7174 |
| Largest Winning Trade | 19116 | 17879 | 19116 | 22612438 | 22612438 | 7542457 |
| Largest Losing Trade | -1707528 | -76785 | -1707528 | -24506321 | -3886715 | -24506321 |
| Avg Bars in Trades | 90 | 98 | 82 | 90 | 98 | 82 |
| Avg Bars in Winners | 23 | 26 | 20 | 142 | 161 | 123 |
| Avg Bars in Losers | 275 | 295 | 255 | 59 | 59 | 59 |
| Bars Traded | 7511 | 4057 | 3454 | 7511 | 4057 | 3454 |
| Profit Streak | 292.0943 | 411.3443 | 292.0943 | 0 | 0 | 0 |
| Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577764 | -576398 | -577060 | -584197 | 318856 | -586290 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565524800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759911351081,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 247,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
-2976219.0193483485,
-101670.4477371766,
-2874548.571611171,
-110491.4542125658,
22677144.501361225,
-22787635.95557378
],
[
-2976.219019,
-101.670448,
-2874.548572,
-110.491454,
22677.144501,
-22787.635956
],
[
-1.45661,
-0.049759,
-1.406851,
0,
0.266025,
0
],
[
3646.116765,
3646.116765,
3646.116765,
3646.116765,
3646.116765,
3646.116765
],
[
-3033094,
-156518,
-2924356,
-43090768,
-10572678,
-35865995
],
[
0.136065,
0.702712,
0.073612,
0.997868,
2.625806,
0.39856
],
[
83,
41,
42,
83,
41,
42
],
[
61,
30,
31,
31,
16,
15
],
[
22,
11,
11,
52,
25,
27
],
[
73.493976,
73.170732,
73.809524,
37.349398,
39.02439,
35.714286
],
[
0.049073,
0.257661,
0.02612,
1.673844,
4.102821,
0.717407
],
[
19116,
17879,
19116,
22612438,
22612438,
7542457
],
[
-1707528,
-76785,
-1707528,
-24506321,
-3886715,
-24506321
],
[
90,
98,
82,
90,
98,
82
],
[
23,
26,
20,
142,
161,
123
],
[
275,
295,
255,
59,
59,
59
],
[
7511,
4057,
3454,
7511,
4057,
3454
],
[
292.094341,
411.344341,
292.094341,
0,
0,
0
],
[
2,
3,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577764,
-576398,
-577060,
-584197,
318856,
-586290
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565524800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759911351081,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 247,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|