| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2742677.4871 | -36910.6444 | -2705766.8428 | 2889853.7587 | 20897956.6716 | -18008102.9128 |
| Total P&L (%) | -2742.6775 | -36.9106 | -2705.7668 | 2889.8538 | 20897.9567 | -18008.1029 |
| Avg Daily Profit (%) | -1.3421 | -0.0181 | -1.3241 | 0.1664 | 0.262 | 0 |
| Buy And Hold Return (%) | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 | 4374.7281 |
| Max Trade Drawdown | -2796171 | -102055 | -2763708 | -40992308 | -6391833 | -42327055 |
| Profit Factor | 0.1377 | 0.8359 | 0.0846 | 1.0434 | 2.4937 | 0.6578 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 38 | 18 | 20 | 26 | 12 | 14 |
| Losing Trades | 20 | 11 | 9 | 32 | 17 | 15 |
| Profitability (%) | 65.5172 | 62.069 | 68.9655 | 44.8276 | 41.3793 | 48.2759 |
| Ratio Avg Win / Avg Loss | 0.0725 | 0.5108 | 0.0381 | 1.2842 | 3.5328 | 0.7048 |
| Largest Winning Trade | 35879 | 27710 | 35879 | 24547899 | 24547899 | 13214413 |
| Largest Losing Trade | -1873836 | -69782 | -1873836 | -30118678 | -3704213 | -30118678 |
| Avg Bars in Trades | 65 | 49 | 81 | 65 | 49 | 81 |
| Avg Bars in Winners | 20 | 20 | 20 | 83 | 75 | 90 |
| Avg Bars in Losers | 149 | 95 | 214 | 50 | 30 | 72 |
| Bars Traded | 3773 | 1424 | 2349 | 3773 | 1424 | 2349 |
| Profit Streak | 281.0564 | 411.5564 | 0 | 281.0564 | 411.5564 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -757677 | -578306 | -578374 | -511762 | 336388 | -581503 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1568332800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759756874137,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 189,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-2742677.487147035,
-36910.6443931375,
-2705766.842753898,
2889853.7587411366,
20897956.67158166,
-18008102.912840523
],
[
-2742.677487,
-36.910644,
-2705.766843,
2889.853759,
20897.956672,
-18008.102913
],
[
-1.342147,
-0.018062,
-1.324085,
0.166412,
0.262002,
0
],
[
4374.728087,
4374.728087,
4374.728087,
4374.728087,
4374.728087,
4374.728087
],
[
-2796171,
-102055,
-2763708,
-40992308,
-6391833,
-42327055
],
[
0.137744,
0.835866,
0.084633,
1.043377,
2.49374,
0.657849
],
[
58,
29,
29,
58,
29,
29
],
[
38,
18,
20,
26,
12,
14
],
[
20,
11,
9,
32,
17,
15
],
[
65.517241,
62.068966,
68.965517,
44.827586,
41.37931,
48.275862
],
[
0.072497,
0.510807,
0.038085,
1.284156,
3.532798,
0.704838
],
[
35879,
27710,
35879,
24547899,
24547899,
13214413
],
[
-1873836,
-69782,
-1873836,
-30118678,
-3704213,
-30118678
],
[
65,
49,
81,
65,
49,
81
],
[
20,
20,
20,
83,
75,
90
],
[
149,
95,
214,
50,
30,
72
],
[
3773,
1424,
2349,
3773,
1424,
2349
],
[
281.056414,
411.556414,
0,
281.056414,
411.556414,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-757677,
-578306,
-578374,
-511762,
336388,
-581503
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1568332800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759756874137,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 189,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|