| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3170289.6825 | 3115881.0699 | 54408.6126 | 19507595.832 | 23561557.3447 | -4053961.5127 |
| Total P&L (%) | 3170.2897 | 3115.8811 | 54.4086 | 19507.5958 | 23561.5573 | -4053.9615 |
| Avg Daily Profit (%) | 1.5514 | 1.5248 | 0.0266 | 0.2586 | 0.2679 | 0 |
| Buy And Hold Return (%) | 2923.7786 | 2923.7786 | 2923.7786 | 2923.7786 | 2923.7786 | 2923.7786 |
| Max Trade Drawdown | -154233 | -76806 | -232896 | -15662016 | -11487404 | -9837457 |
| Profit Factor | 5.5527 | 10.7652 | 1.1442 | 1.5528 | 2.381 | 0.7776 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 44.7917 | 43.75 | 45.8333 | 44.7917 | 43.75 | 45.8333 |
| Ratio Avg Win / Avg Loss | 6.844 | 13.8409 | 1.3523 | 1.9139 | 3.0612 | 0.919 |
| Largest Winning Trade | 1896682 | 1896682 | 73765 | 17502732 | 17502732 | 5764715 |
| Largest Losing Trade | -60460 | -34188 | -60460 | -7464773 | -7464773 | -5708077 |
| Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
| Avg Bars in Winners | 70 | 63 | 76 | 70 | 63 | 76 |
| Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
| Bars Traded | 3989 | 1870 | 2119 | 3989 | 1870 | 2119 |
| Profit Streak | 335.1818 | 343.1818 | 0 | 335.1818 | 343.1818 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -118711 | -124768 | -386508 | 355585 | 410331 | -582309 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562587200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760199711002,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 12,
"offset": 0
}
}
} {
"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": [
[
3170289.68247813,
3115881.069887314,
54408.6125908156,
19507595.832037628,
23561557.344740514,
-4053961.5127028786
],
[
3170.289682,
3115.88107,
54.408613,
19507.595832,
23561.557345,
-4053.961513
],
[
1.551402,
1.524777,
0.026625,
0.258641,
0.267862,
0
],
[
2923.778642,
2923.778642,
2923.778642,
2923.778642,
2923.778642,
2923.778642
],
[
-154233,
-76806,
-232896,
-15662016,
-11487404,
-9837457
],
[
5.552659,
10.765156,
1.144213,
1.552775,
2.38096,
0.777604
],
[
96,
48,
48,
96,
48,
48
],
[
43,
21,
22,
43,
21,
22
],
[
53,
27,
26,
53,
27,
26
],
[
44.791667,
43.75,
45.833333,
44.791667,
43.75,
45.833333
],
[
6.843975,
13.840915,
1.352252,
1.913885,
3.061234,
0.918987
],
[
1896682,
1896682,
73765,
17502732,
17502732,
5764715
],
[
-60460,
-34188,
-60460,
-7464773,
-7464773,
-5708077
],
[
41,
38,
44,
41,
38,
44
],
[
70,
63,
76,
70,
63,
76
],
[
18,
19,
16,
18,
19,
16
],
[
3989,
1870,
2119,
3989,
1870,
2119
],
[
335.18184,
343.18184,
0,
335.18184,
343.18184,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-118711,
-124768,
-386508,
355585,
410331,
-582309
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562587200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760199711002,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 12,
"offset": 0
}
}
}
| # | 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) |
|---|