| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2849075.9089 | 2816585.5472 | 32490.3617 | 16157192.1274 | 47459559.6284 | -31302367.5009 |
| Total P&L (%) | 2849.0759 | 2816.5855 | 32.4904 | 16157.1921 | 47459.5596 | -31302.3675 |
| Avg Daily Profit (%) | 1.3944 | 1.3785 | 0.0159 | 0.2495 | 0.3022 | 0 |
| Buy And Hold Return (%) | 3802.9018 | 3802.9018 | 3802.9018 | 3802.9018 | 3802.9018 | 3802.9018 |
| Max Trade Drawdown | -122752 | -50408 | -113054 | -61450795 | -19595320 | -49409919 |
| Profit Factor | 5.9923 | 12.0916 | 1.1026 | 1.1438 | 2.2054 | 0.5711 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 46.3768 | 45.7143 | 47.0588 | 46.3768 | 45.7143 | 47.0588 |
| Ratio Avg Win / Avg Loss | 6.9286 | 14.3587 | 1.2404 | 1.3225 | 2.6189 | 0.6425 |
| Largest Winning Trade | 1545511 | 1545511 | 78714 | 29335860 | 29335860 | 8254755 |
| Largest Losing Trade | -62406 | -50408 | -62406 | -32145717 | -11567013 | -32145717 |
| Avg Bars in Trades | 108 | 97 | 120 | 108 | 97 | 120 |
| Avg Bars in Winners | 179 | 163 | 195 | 179 | 163 | 195 |
| Avg Bars in Losers | 47 | 42 | 53 | 47 | 42 | 53 |
| Bars Traded | 7509 | 3429 | 4080 | 7509 | 3429 | 4080 |
| 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 | -251259 | -145257 | -446240 | -163576 | 411519 | -581939 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565438400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759236990689,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
2849075.9089141893,
2816585.5471752607,
32490.3617389281,
16157192.127447525,
47459559.62837208,
-31302367.500924554
],
[
2849.075909,
2816.585547,
32.490362,
16157.192127,
47459.559628,
-31302.367501
],
[
1.394384,
1.378483,
0.015901,
0.249478,
0.30216,
0
],
[
3802.901786,
3802.901786,
3802.901786,
3802.901786,
3802.901786,
3802.901786
],
[
-122752,
-50408,
-113054,
-61450795,
-19595320,
-49409919
],
[
5.992302,
12.09155,
1.102573,
1.143798,
2.205359,
0.571123
],
[
69,
35,
34,
69,
35,
34
],
[
32,
16,
16,
32,
16,
16
],
[
37,
19,
18,
37,
19,
18
],
[
46.376812,
45.714286,
47.058824,
46.376812,
45.714286,
47.058824
],
[
6.928599,
14.358715,
1.240394,
1.322516,
2.618864,
0.642513
],
[
1545511,
1545511,
78714,
29335860,
29335860,
8254755
],
[
-62406,
-50408,
-62406,
-32145717,
-11567013,
-32145717
],
[
108,
97,
120,
108,
97,
120
],
[
179,
163,
195,
179,
163,
195
],
[
47,
42,
53,
47,
42,
53
],
[
7509,
3429,
4080,
7509,
3429,
4080
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-251259,
-145257,
-446240,
-163576,
411519,
-581939
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565438400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759236990689,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|