| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1338300.3356 | 1322470.2711 | 15830.0645 | 6146739.7869 | 6650272.9569 | -503533.17 |
| Total P&L (%) | 1338.3003 | 1322.4703 | 15.8301 | 6146.7398 | 6650.273 | -503.5332 |
| Avg Daily Profit (%) | 0.6552 | 0.6474 | 0.0078 | 0.2026 | 0.2064 | 0 |
| Buy And Hold Return (%) | 2580.7206 | 2580.7206 | 2580.7206 | 2580.7206 | 2580.7206 | 2580.7206 |
| Max Trade Drawdown | -120526 | -72314 | -179766 | -1731295 | -1465180 | -2142882 |
| Profit Factor | 3.044 | 5.7596 | 1.042 | 1.6252 | 2.753 | 0.9166 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Profitability (%) | 46.6667 | 44.7368 | 48.6486 | 46.6667 | 44.7368 | 48.6486 |
| Ratio Avg Win / Avg Loss | 3.4789 | 7.1148 | 1.0999 | 1.8574 | 3.4008 | 0.9675 |
| Largest Winning Trade | 454073 | 454073 | 71943 | 2887120 | 2887120 | 1507993 |
| Largest Losing Trade | -68180 | -51128 | -68180 | -1223403 | -811816 | -1223403 |
| Avg Bars in Trades | 159 | 135 | 184 | 159 | 135 | 184 |
| Avg Bars in Winners | 257 | 222 | 290 | 257 | 222 | 290 |
| Avg Bars in Losers | 73 | 64 | 84 | 73 | 64 | 84 |
| Bars Traded | 11962 | 5133 | 6829 | 11962 | 5133 | 6829 |
| Profit Streak | 335.3189 | 402.4856 | 0 | 335.3189 | 402.4856 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -210021 | -146634 | -523095 | -55193 | 316369 | -581298 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562457600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760225951664,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 91,
"offset": 65
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 151,
"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": [
[
1338300.3355573597,
1322470.2710804166,
15830.0644769435,
6146739.786905974,
6650272.956889136,
-503533.1699831628
],
[
1338.300336,
1322.470271,
15.830064,
6146.739787,
6650.272957,
-503.53317
],
[
0.655172,
0.647422,
0.00775,
0.202619,
0.206422,
0
],
[
2580.720583,
2580.720583,
2580.720583,
2580.720583,
2580.720583,
2580.720583
],
[
-120526,
-72314,
-179766,
-1731295,
-1465180,
-2142882
],
[
3.044009,
5.75963,
1.042002,
1.625217,
2.753036,
0.916603
],
[
75,
38,
37,
75,
38,
37
],
[
35,
17,
18,
35,
17,
18
],
[
40,
21,
19,
40,
21,
19
],
[
46.666667,
44.736842,
48.648649,
46.666667,
44.736842,
48.648649
],
[
3.478868,
7.114837,
1.099891,
1.857391,
3.400809,
0.967525
],
[
454073,
454073,
71943,
2887120,
2887120,
1507993
],
[
-68180,
-51128,
-68180,
-1223403,
-811816,
-1223403
],
[
159,
135,
184,
159,
135,
184
],
[
257,
222,
290,
257,
222,
290
],
[
73,
64,
84,
73,
64,
84
],
[
11962,
5133,
6829,
11962,
5133,
6829
],
[
335.318885,
402.485552,
0,
335.318885,
402.485552,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-210021,
-146634,
-523095,
-55193,
316369,
-581298
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562457600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760225951664,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 91,
"offset": 65
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 151,
"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) |
|---|