| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -4219803.1494 | 79517.6485 | -4299320.7979 | -59596.4324 | 1873717428.8924 | -1873777025.3248 |
| Total P&L (%) | -4219.8031 | 79.5176 | -4299.3208 | -59.5964 | 1873717.4289 | -1873777.0253 |
| Avg Daily Profit (%) | -2.0652 | 0.0389 | -2.1041 | -0.0443 | 0.4826 | 0 |
| Buy And Hold Return (%) | 2414.9227 | 2414.9227 | 2414.9227 | 2414.9227 | 2414.9227 | 2414.9227 |
| Max Trade Drawdown | -4363001 | -38160 | -4439160 | -9758841558 | -699772631 | -11505779536 |
| Profit Factor | 0.1609 | 1.916 | 0.1301 | 1 | 2.3768 | 0.8867 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 51 | 23 | 28 | 43 | 20 | 23 |
| Losing Trades | 28 | 17 | 11 | 36 | 20 | 16 |
| Profitability (%) | 64.557 | 57.5 | 71.7949 | 54.4304 | 50 | 58.9744 |
| Ratio Avg Win / Avg Loss | 0.0883 | 1.4162 | 0.0511 | 0.8372 | 2.3768 | 0.6168 |
| Largest Winning Trade | 76389 | 62844 | 76389 | 9190282840 | 1092727456 | 9190282840 |
| Largest Losing Trade | -2247582 | -14203 | -2247582 | -6216068132 | -699772631 | -6216068132 |
| Avg Bars in Trades | 73 | 4 | 144 | 73 | 4 | 144 |
| Avg Bars in Winners | 48 | 5 | 83 | 65 | 5 | 118 |
| Avg Bars in Losers | 120 | 4 | 298 | 82 | 4 | 180 |
| Bars Traded | 5817 | 199 | 5618 | 5817 | 199 | 5618 |
| Profit Streak | 322.6054 | 466.9388 | 0 | 322.6054 | 466.9388 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -609303 | -301535 | -577932 | -610893 | 599115 | -579594 |
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562313600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758810709863,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 194,
"offset": 0,
"std": 1.5156
}
}
}
{
"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": [
[
-4219803.149423786,
79517.6485211361,
-4299320.797944923,
-59596.4324086976,
1873717428.892371,
-1873777025.3247793
],
[
-4219.803149,
79.517649,
-4299.320798,
-59.596432,
1873717.428892,
-1873777.025325
],
[
-2.06516,
0.038916,
-2.104076,
-0.044342,
0.482646,
0
],
[
2414.92269,
2414.92269,
2414.92269,
2414.92269,
2414.92269,
2414.92269
],
[
-4363001,
-38160,
-4439160,
-9758841558,
-699772631,
-11505779536
],
[
0.160909,
1.916029,
0.130081,
0.999997,
2.376847,
0.886698
],
[
79,
40,
39,
79,
40,
39
],
[
51,
23,
28,
43,
20,
23
],
[
28,
17,
11,
36,
20,
16
],
[
64.556962,
57.5,
71.794872,
54.43038,
50,
58.974359
],
[
0.088342,
1.416196,
0.051103,
0.837207,
2.376847,
0.616833
],
[
76389,
62844,
76389,
9190282840,
1092727456,
9190282840
],
[
-2247582,
-14203,
-2247582,
-6216068132,
-699772631,
-6216068132
],
[
73,
4,
144,
73,
4,
144
],
[
48,
5,
83,
65,
5,
118
],
[
120,
4,
298,
82,
4,
180
],
[
5817,
199,
5618,
5817,
199,
5618
],
[
322.605438,
466.938771,
0,
322.605438,
466.938772,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-609303,
-301535,
-577932,
-610893,
599115,
-579594
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562313600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1758810709863,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 194,
"offset": 0,
"std": 1.5156
}
}
}
| # | 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) |
|---|