| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3116061.5694 | -65302.7726 | -3050758.7968 | -103731.9964 | 87791663.051 | -87895395.0475 |
| Total P&L (%) | -3116.0616 | -65.3028 | -3050.7588 | -103.732 | 87791.6631 | -87895.395 |
| Avg Daily Profit (%) | -1.5255 | -0.032 | -1.4935 | 0 | 0.3324 | 0 |
| Buy And Hold Return (%) | 3377.8717 | 3377.8717 | 3377.8717 | 3377.8717 | 3377.8717 | 3377.8717 |
| Max Trade Drawdown | -3206473 | -122185 | -3145326 | -153390008 | -26427104 | -131429879 |
| Profit Factor | 0.1723 | 0.8103 | 0.1081 | 0.9995 | 3.0296 | 0.4082 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 64 | 29 | 35 | 48 | 21 | 27 |
| Losing Trades | 27 | 16 | 11 | 43 | 24 | 19 |
| Profitability (%) | 70.3297 | 64.4444 | 76.087 | 52.7473 | 46.6667 | 58.6957 |
| Ratio Avg Win / Avg Loss | 0.0727 | 0.447 | 0.034 | 0.8953 | 3.4624 | 0.2872 |
| Largest Winning Trade | 37168 | 24189 | 37168 | 111001177 | 111001177 | 37213016 |
| Largest Losing Trade | -1858068 | -77093 | -1858068 | -65026202 | -11873210 | -65026202 |
| Avg Bars in Trades | 130 | 121 | 139 | 130 | 121 | 139 |
| Avg Bars in Winners | 57 | 42 | 69 | 119 | 112 | 125 |
| Avg Bars in Losers | 302 | 263 | 359 | 142 | 128 | 159 |
| Bars Traded | 11855 | 5453 | 6402 | 11855 | 5453 | 6402 |
| Profit Streak | 0 | 410.9589 | 0 | 333.9589 | 0 | 399.2923 |
| Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577622 | -577876 | -577322 | -579592 | 494148 | -578614 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563408000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759762851820,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 222,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
-3116061.569384702,
-65302.7726083776,
-3050758.796776324,
-103731.9964188457,
87791663.05104381,
-87895395.04746263
],
[
-3116.061569,
-65.302773,
-3050.758797,
-103.731996,
87791.663051,
-87895.395047
],
[
-1.525485,
-0.031969,
-1.493515,
0,
0.332406,
0
],
[
3377.871706,
3377.871706,
3377.871706,
3377.871706,
3377.871706,
3377.871706
],
[
-3206473,
-122185,
-3145326,
-153390008,
-26427104,
-131429879
],
[
0.172269,
0.810261,
0.108073,
0.999459,
3.02964,
0.40818
],
[
91,
45,
46,
91,
45,
46
],
[
64,
29,
35,
48,
21,
27
],
[
27,
16,
11,
43,
24,
19
],
[
70.32967,
64.444444,
76.086957,
52.747253,
46.666667,
58.695652
],
[
0.072676,
0.447041,
0.033966,
0.895349,
3.462445,
0.287238
],
[
37168,
24189,
37168,
111001177,
111001177,
37213016
],
[
-1858068,
-77093,
-1858068,
-65026202,
-11873210,
-65026202
],
[
130,
121,
139,
130,
121,
139
],
[
57,
42,
69,
119,
112,
125
],
[
302,
263,
359,
142,
128,
159
],
[
11855,
5453,
6402,
11855,
5453,
6402
],
[
0,
410.958933,
0,
333.958933,
0,
399.292266
],
[
0,
2,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577622,
-577876,
-577322,
-579592,
494148,
-578614
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1563408000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759762851820,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 222,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|