| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1890001.4134 | 1901688.1637 | -11686.7503 | 2694893.4149 | 19879555.7096 | -17184662.2947 |
| Total P&L (%) | 1890.0014 | 1901.6882 | -11.6868 | 2694.8934 | 19879.5557 | -17184.6623 |
| Avg Daily Profit (%) | 0.9253 | 0.931 | -0.0057 | 0.1632 | 0.2597 | 0 |
| Buy And Hold Return (%) | 2423.088 | 2423.088 | 2423.088 | 2423.088 | 2423.088 | 2423.088 |
| Max Trade Drawdown | -148007 | -72845 | -205559 | -13370539 | -5151475 | -18836681 |
| Profit Factor | 3.2905 | 6.3686 | 0.9752 | 1.061 | 2.1969 | 0.3761 |
| Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 52.8736 | 50 | 55.814 | 52.8736 | 50 | 55.814 |
| Ratio Avg Win / Avg Loss | 2.9328 | 6.3686 | 0.772 | 0.9457 | 2.1969 | 0.2978 |
| Largest Winning Trade | 999443 | 999443 | 79274 | 11818843 | 11818843 | 3453477 |
| Largest Losing Trade | -71831 | -66321 | -71831 | -6277552 | -5151475 | -6277552 |
| Avg Bars in Trades | 137 | 130 | 144 | 137 | 130 | 144 |
| Avg Bars in Winners | 174 | 181 | 168 | 174 | 181 | 168 |
| Avg Bars in Losers | 95 | 79 | 113 | 95 | 79 | 113 |
| Bars Traded | 11954 | 5743 | 6210 | 11954 | 5743 | 6210 |
| Profit Streak | 326.4023 | 417.7356 | 326.4023 | 326.4023 | 417.7356 | 326.4023 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144262 | -142553 | -579386 | -276264 | 509197 | -579386 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562284800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759325958299,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 114,
"offset": 143,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 41,
"offset": 66
}
}
} {
"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": [
[
1890001.4133553505,
1901688.1637003382,
-11686.7503449879,
2694893.414922626,
19879555.709600627,
-17184662.29467801
],
[
1890.001413,
1901.688164,
-11.68675,
2694.893415,
19879.55571,
-17184.662295
],
[
0.92526,
0.930982,
-0.005721,
0.163173,
0.259668,
0
],
[
2423.088023,
2423.088023,
2423.088023,
2423.088023,
2423.088023,
2423.088023
],
[
-148007,
-72845,
-205559,
-13370539,
-5151475,
-18836681
],
[
3.290477,
6.368648,
0.975184,
1.061033,
2.196917,
0.376132
],
[
87,
44,
43,
87,
44,
43
],
[
46,
22,
24,
46,
22,
24
],
[
41,
22,
19,
41,
22,
19
],
[
52.873563,
50,
55.813953,
52.873563,
50,
55.813953
],
[
2.932817,
6.368648,
0.772021,
0.945704,
2.196917,
0.297771
],
[
999443,
999443,
79274,
11818843,
11818843,
3453477
],
[
-71831,
-66321,
-71831,
-6277552,
-5151475,
-6277552
],
[
137,
130,
144,
137,
130,
144
],
[
174,
181,
168,
174,
181,
168
],
[
95,
79,
113,
95,
79,
113
],
[
11954,
5743,
6210,
11954,
5743,
6210
],
[
326.402295,
417.735628,
326.402295,
326.402295,
417.735628,
326.402295
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144262,
-142553,
-579386,
-276264,
509197,
-579386
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562284800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759325958299,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 114,
"offset": 143,
"poles": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 41,
"offset": 66
}
}
}
| # | 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) |
|---|