| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 13335840.6389 | 13346690.0572 | -10849.4184 | 7927751.5522 | 5438895.9913 | 2488855.5609 |
| Total P&L (%) | 13335.8406 | 13346.6901 | -10.8494 | 7927.7516 | 5438.896 | 2488.8556 |
| Avg Daily Profit (%) | 6.5268 | 6.5321 | -0.0053 | 0.2149 | 0.1967 | 0.1594 |
| Buy And Hold Return (%) | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 |
| Max Trade Drawdown | -145994 | -95215 | -98500 | -40010214 | -28511053 | -15612081 |
| Profit Factor | 20.6565 | 34.1667 | 0.9607 | 1.0908 | 1.0936 | 1.0852 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Profitability (%) | 41.5584 | 42.1053 | 41.0256 | 41.5584 | 42.1053 | 41.0256 |
| Ratio Avg Win / Avg Loss | 29.0482 | 46.9793 | 1.381 | 1.5339 | 1.5036 | 1.5599 |
| Largest Winning Trade | 13038975 | 13038975 | 56006 | 16607236 | 16607236 | 6851165 |
| Largest Losing Trade | -58524 | -58524 | -32633 | -12060668 | -12060668 | -4854374 |
| Avg Bars in Trades | 94 | 153 | 38 | 94 | 153 | 38 |
| Avg Bars in Winners | 142 | 238 | 46 | 142 | 238 | 46 |
| Avg Bars in Losers | 60 | 91 | 32 | 60 | 91 | 32 |
| Bars Traded | 7311 | 5829 | 1482 | 7311 | 5829 | 1482 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -27003 | 702099 | -582580 | -164465 | -119955 | -287288 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565006400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758921465188,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 223,
"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": [
[
13335840.638856841,
13346690.057214359,
-10849.418357517,
7927751.552163504,
5438895.991267463,
2488855.5608960316
],
[
13335.840639,
13346.690057,
-10.849418,
7927.751552,
5438.895991,
2488.855561
],
[
6.526779,
6.532089,
-0.00531,
0.214864,
0.196663,
0.159373
],
[
3069.007703,
3069.007703,
3069.007703,
3069.007703,
3069.007703,
3069.007703
],
[
-145994,
-95215,
-98500,
-40010214,
-28511053,
-15612081
],
[
20.656484,
34.166731,
0.960695,
1.090753,
1.09356,
1.085168
],
[
77,
38,
39,
77,
38,
39
],
[
32,
16,
16,
32,
16,
16
],
[
45,
22,
23,
45,
22,
23
],
[
41.558442,
42.105263,
41.025641,
41.558442,
42.105263,
41.025641
],
[
29.04818,
46.979255,
1.380999,
1.533871,
1.503646,
1.559929
],
[
13038975,
13038975,
56006,
16607236,
16607236,
6851165
],
[
-58524,
-58524,
-32633,
-12060668,
-12060668,
-4854374
],
[
94,
153,
38,
94,
153,
38
],
[
142,
238,
46,
142,
238,
46
],
[
60,
91,
32,
60,
91,
32
],
[
7311,
5829,
1482,
7311,
5829,
1482
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-27003,
702099,
-582580,
-164465,
-119955,
-287288
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565006400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758921465188,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 223,
"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) |
|---|