| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2604789.548 | -7468.2513 | -2597321.2967 | 5867589.9377 | 81712036.6262 | -75844446.6885 |
| Total P&L (%) | -2604.7895 | -7.4683 | -2597.3213 | 5867.5899 | 81712.0366 | -75844.4467 |
| Avg Daily Profit (%) | -1.2748 | -0.0037 | -1.2711 | 0.2003 | 0.3288 | 0 |
| Buy And Hold Return (%) | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 | 3121.5569 |
| Max Trade Drawdown | -2779007 | -100935 | -2709722 | -193080750 | -52913963 | -158800416 |
| Profit Factor | 0.1658 | 0.9693 | 0.0978 | 1.0228 | 1.9216 | 0.5501 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 32 | 15 | 17 | 30 | 17 | 13 |
| Losing Trades | 26 | 14 | 12 | 28 | 12 | 16 |
| Profitability (%) | 55.1724 | 51.7241 | 58.6207 | 51.7241 | 58.6207 | 44.8276 |
| Ratio Avg Win / Avg Loss | 0.1347 | 0.9047 | 0.0691 | 0.9546 | 1.3564 | 0.677 |
| Largest Winning Trade | 46314 | 46314 | 32723 | 130183752 | 130183752 | 50595775 |
| Largest Losing Trade | -1737375 | -72045 | -1737375 | -65394895 | -43095126 | -65394895 |
| Avg Bars in Trades | 102 | 62 | 141 | 102 | 62 | 141 |
| Avg Bars in Winners | 38 | 19 | 54 | 111 | 65 | 171 |
| Avg Bars in Losers | 180 | 107 | 266 | 92 | 58 | 117 |
| Bars Traded | 5919 | 1807 | 4112 | 5919 | 1807 | 4112 |
| 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 | -759607 | -580609 | -579715 | -376029 | 458592 | -582844 |
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565020800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759386603758,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 168,
"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": [
[
-2604789.5479625226,
-7468.2512755941,
-2597321.2966869287,
5867589.937724235,
81712036.62623748,
-75844446.68851325
],
[
-2604.789548,
-7.468251,
-2597.321297,
5867.589938,
81712.036626,
-75844.446689
],
[
-1.274777,
-0.003655,
-1.271122,
0.200311,
0.328778,
0
],
[
3121.556886,
3121.556886,
3121.556886,
3121.556886,
3121.556886,
3121.556886
],
[
-2779007,
-100935,
-2709722,
-193080750,
-52913963,
-158800416
],
[
0.165811,
0.96934,
0.097826,
1.02281,
1.92162,
0.55008
],
[
58,
29,
29,
58,
29,
29
],
[
32,
15,
17,
30,
17,
13
],
[
26,
14,
12,
28,
12,
16
],
[
55.172414,
51.724138,
58.62069,
51.724138,
58.62069,
44.827586
],
[
0.134722,
0.904718,
0.069053,
0.954623,
1.356438,
0.677022
],
[
46314,
46314,
32723,
130183752,
130183752,
50595775
],
[
-1737375,
-72045,
-1737375,
-65394895,
-43095126,
-65394895
],
[
102,
62,
141,
102,
62,
141
],
[
38,
19,
54,
111,
65,
171
],
[
180,
107,
266,
92,
58,
117
],
[
5919,
1807,
4112,
5919,
1807,
4112
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-759607,
-580609,
-579715,
-376029,
458592,
-582844
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565020800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759386603758,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 37,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 168,
"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) |
|---|