| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3092977.414 | -113029.5454 | -2979947.8687 | -192784.7288 | 14536013.2404 | -14728797.9693 |
| Total P&L (%) | -3092.9774 | -113.0295 | -2979.9479 | -192.7847 | 14536.0132 | -14728.798 |
| Avg Daily Profit (%) | -1.5138 | -0.0553 | -1.4584 | 0 | 0.2443 | 0 |
| Buy And Hold Return (%) | 2666.6139 | 2666.6139 | 2666.6139 | 2666.6139 | 2666.6139 | 2666.6139 |
| Max Trade Drawdown | -3190291 | -206964 | -3042757 | -25161775 | -2915689 | -25552061 |
| Profit Factor | 0.2018 | 0.7666 | 0.1211 | 0.9948 | 3.0514 | 0.5124 |
| Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Winning Trades | 93 | 43 | 50 | 79 | 45 | 34 |
| Losing Trades | 82 | 44 | 38 | 96 | 42 | 54 |
| Profitability (%) | 53.1429 | 49.4253 | 56.8182 | 45.1429 | 51.7241 | 38.6364 |
| Ratio Avg Win / Avg Loss | 0.1779 | 0.7844 | 0.0921 | 1.2089 | 2.848 | 0.8138 |
| Largest Winning Trade | 57834 | 57834 | 47754 | 9940143 | 9940143 | 6371795 |
| Largest Losing Trade | -1184497 | -77315 | -1184497 | -20197299 | -1796718 | -20197299 |
| Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
| Avg Bars in Winners | 25 | 26 | 24 | 54 | 55 | 53 |
| Avg Bars in Losers | 67 | 67 | 67 | 37 | 37 | 37 |
| Bars Traded | 7920 | 4093 | 3826 | 7920 | 4093 | 3826 |
| Profit Streak | 277.0042 | 0 | 328.7542 | 0 | 310.7542 | 0 |
| Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578865 | -581323 | -578827 | -580083 | 493306 | -585516 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563062400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759298761865,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 70,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 132
}
}
} {
"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": [
[
-3092977.4140476133,
-113029.5453626219,
-2979947.868684991,
-192784.7288148094,
14536013.240444466,
-14728797.96925927
],
[
-3092.977414,
-113.029545,
-2979.947869,
-192.784729,
14536.01324,
-14728.797969
],
[
-1.513754,
-0.055319,
-1.458435,
0,
0.244324,
0
],
[
2666.613924,
2666.613924,
2666.613924,
2666.613924,
2666.613924,
2666.613924
],
[
-3190291,
-206964,
-3042757,
-25161775,
-2915689,
-25552061
],
[
0.201798,
0.766566,
0.121148,
0.994831,
3.051447,
0.512406
],
[
175,
87,
88,
175,
87,
88
],
[
93,
43,
50,
79,
45,
34
],
[
82,
44,
38,
96,
42,
54
],
[
53.142857,
49.425287,
56.818182,
45.142857,
51.724138,
38.636364
],
[
0.177929,
0.784394,
0.092072,
1.208908,
2.848017,
0.813821
],
[
57834,
57834,
47754,
9940143,
9940143,
6371795
],
[
-1184497,
-77315,
-1184497,
-20197299,
-1796718,
-20197299
],
[
45,
47,
43,
45,
47,
43
],
[
25,
26,
24,
54,
55,
53
],
[
67,
67,
67,
37,
37,
37
],
[
7920,
4093,
3826,
7920,
4093,
3826
],
[
277.004188,
0,
328.754188,
0,
310.754188,
0
],
[
1,
0,
5,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578865,
-581323,
-578827,
-580083,
493306,
-585516
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563062400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759298761865,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 70,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 132
}
}
}
| # | 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) |
|---|