| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1406950.4119 | 123116.514 | -1530066.9258 | 3766134.248 | 52754527.357 | -48988393.109 |
| Total P&L (%) | -1406.9504 | 123.1165 | -1530.0669 | 3766.1342 | 52754.5274 | -48988.3931 |
| Avg Daily Profit (%) | -0.6886 | 0.0603 | -0.7488 | 0.179 | 0.3073 | 0 |
| Buy And Hold Return (%) | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 |
| Max Trade Drawdown | -1749406 | -118041 | -1721618 | -93867994 | -20021498 | -94071215 |
| Profit Factor | 0.3105 | 1.7616 | 0.1857 | 1.0283 | 3.13 | 0.5472 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 36 | 15 | 21 | 36 | 20 | 16 |
| Losing Trades | 27 | 17 | 10 | 27 | 12 | 15 |
| Profitability (%) | 57.1429 | 46.875 | 67.7419 | 57.1429 | 62.5 | 51.6129 |
| Ratio Avg Win / Avg Loss | 0.2329 | 1.9965 | 0.0884 | 0.7712 | 1.878 | 0.513 |
| Largest Winning Trade | 71878 | 71878 | 53023 | 56463518 | 56463518 | 29423584 |
| Largest Losing Trade | -841315 | -67511 | -841315 | -55545701 | -9788286 | -55545701 |
| Avg Bars in Trades | 116 | 47 | 187 | 116 | 47 | 187 |
| Avg Bars in Winners | 53 | 39 | 64 | 137 | 62 | 231 |
| Avg Bars in Losers | 198 | 54 | 445 | 87 | 21 | 140 |
| Bars Traded | 7308 | 1506 | 5802 | 7308 | 1506 | 5802 |
| Profit Streak | 425.5393 | 425.5393 | 465.2893 | 425.5393 | 425.5393 | 716.7893 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -729889 | -275566 | -577162 | -421498 | 615935 | -579230 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565049600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759236994924,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
-1406950.4118826508,
123116.5139500538,
-1530066.9258327046,
3766134.2479725797,
52754527.3570146,
-48988393.10904199
],
[
-1406.950412,
123.116514,
-1530.066926,
3766.134248,
52754.527357,
-48988.393109
],
[
-0.688585,
0.060255,
-0.74884,
0.179034,
0.307342,
0
],
[
3022.321429,
3022.321429,
3022.321429,
3022.321429,
3022.321429,
3022.321429
],
[
-1749406,
-118041,
-1721618,
-93867994,
-20021498,
-94071215
],
[
0.310527,
1.761578,
0.185683,
1.028327,
3.129988,
0.547168
],
[
63,
32,
31,
63,
32,
31
],
[
36,
15,
21,
36,
20,
16
],
[
27,
17,
10,
27,
12,
15
],
[
57.142857,
46.875,
67.741935,
57.142857,
62.5,
51.612903
],
[
0.232895,
1.996455,
0.088421,
0.771246,
1.877993,
0.51297
],
[
71878,
71878,
53023,
56463518,
56463518,
29423584
],
[
-841315,
-67511,
-841315,
-55545701,
-9788286,
-55545701
],
[
116,
47,
187,
116,
47,
187
],
[
53,
39,
64,
137,
62,
231
],
[
198,
54,
445,
87,
21,
140
],
[
7308,
1506,
5802,
7308,
1506,
5802
],
[
425.539293,
425.539293,
465.289293,
425.539293,
425.539293,
716.789293
],
[
2,
1,
4,
2,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-729889,
-275566,
-577162,
-421498,
615935,
-579230
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565049600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759236994924,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|