| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2741869.6462 | 2661672.9936 | 80196.6525 | 96181185.448 | 89888174.3529 | 6293011.0951 |
| Total P&L (%) | 2741.8696 | 2661.673 | 80.1967 | 96181.1854 | 89888.1744 | 6293.0111 |
| Avg Daily Profit (%) | 1.3419 | 1.3027 | 0.0393 | 0.3368 | 0.3335 | 0.2037 |
| Buy And Hold Return (%) | 2695.3637 | 2695.3637 | 2695.3637 | 2695.3637 | 2695.3637 | 2695.3637 |
| Max Trade Drawdown | -115363 | -87330 | -49052 | -59939552 | -40615572 | -28270164 |
| Profit Factor | 10.1432 | 14.842 | 1.7454 | 1.7403 | 2.1218 | 1.1264 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
| Profitability (%) | 64.1791 | 66.6667 | 61.7647 | 64.1791 | 66.6667 | 61.7647 |
| Ratio Avg Win / Avg Loss | 5.6613 | 7.421 | 1.0805 | 0.9713 | 1.0609 | 0.6973 |
| Largest Winning Trade | 1225050 | 1225050 | 25680 | 61888341 | 61888341 | 17101210 |
| Largest Losing Trade | -84769 | -84769 | -14434 | -38965418 | -38965418 | -8043932 |
| Avg Bars in Trades | 99 | 192 | 9 | 99 | 192 | 9 |
| Avg Bars in Winners | 88 | 162 | 11 | 88 | 162 | 11 |
| Avg Bars in Losers | 118 | 251 | 5 | 118 | 251 | 5 |
| Bars Traded | 6650 | 6342 | 308 | 6650 | 6342 | 308 |
| Profit Streak | 284.8873 | 0 | 285.1373 | 284.8873 | 0 | 285.1373 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -256818 | -141511 | -301678 | -108845 | 512577 | -77395 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564272000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758921458644,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 28,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 189,
"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": [
[
2741869.6461744066,
2661672.9936408456,
80196.6525335595,
96181185.44804251,
89888174.35291934,
6293011.095123149
],
[
2741.869646,
2661.672994,
80.196653,
96181.185448,
89888.174353,
6293.011095
],
[
1.341916,
1.302666,
0.03925,
0.336788,
0.333469,
0.203696
],
[
2695.363709,
2695.363709,
2695.363709,
2695.363709,
2695.363709,
2695.363709
],
[
-115363,
-87330,
-49052,
-59939552,
-40615572,
-28270164
],
[
10.143206,
14.841974,
1.745387,
1.740266,
2.121757,
1.126375
],
[
67,
33,
34,
67,
33,
34
],
[
43,
22,
21,
43,
22,
21
],
[
24,
11,
13,
24,
11,
13
],
[
64.179104,
66.666667,
61.764706,
64.179104,
66.666667,
61.764706
],
[
5.661324,
7.420987,
1.080478,
0.971311,
1.060878,
0.69728
],
[
1225050,
1225050,
25680,
61888341,
61888341,
17101210
],
[
-84769,
-84769,
-14434,
-38965418,
-38965418,
-8043932
],
[
99,
192,
9,
99,
192,
9
],
[
88,
162,
11,
88,
162,
11
],
[
118,
251,
5,
118,
251,
5
],
[
6650,
6342,
308,
6650,
6342,
308
],
[
284.887253,
0,
285.137253,
284.887253,
0,
285.137253
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-256818,
-141511,
-301678,
-108845,
512577,
-77395
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564272000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758921458644,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 28,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 189,
"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) |
|---|