| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 130602.3175 | 86193.2317 | 44409.0858 | 134813.2806 | 123969.1837 | 10844.0969 |
| Total P&L (%) | 130.6023 | 86.1932 | 44.4091 | 134.8133 | 123.9692 | 10.8441 |
| Avg Daily Profit (%) | 0.4904 | 0.3237 | 0.1668 | 0.3211 | 0.3032 | 0.0387 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -61761 | -44118 | -46622 | -135595 | -41500 | -103962 |
| Profit Factor | 1.3812 | 1.6584 | 1.2098 | 1.2883 | 1.7436 | 1.036 |
| Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
| Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
| Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
| Profitability (%) | 47.561 | 45.122 | 50 | 47.561 | 45.122 | 50 |
| Ratio Avg Win / Avg Loss | 1.5229 | 2.017 | 1.2098 | 1.4204 | 2.1206 | 1.036 |
| Largest Winning Trade | 41734 | 41734 | 26773 | 81923 | 81923 | 31915 |
| Largest Losing Trade | -19456 | -9613 | -19456 | -48620 | -15169 | -48620 |
| Avg Bars in Trades | 76 | 74 | 78 | 76 | 74 | 78 |
| Avg Bars in Winners | 102 | 107 | 98 | 102 | 107 | 98 |
| Avg Bars in Losers | 52 | 47 | 57 | 52 | 47 | 57 |
| Bars Traded | 12561 | 6134 | 6427 | 12561 | 6134 | 6427 |
| Profit Streak | 0 | 282.6376 | 0 | 0 | 282.6376 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371828 | 182009 | -795 | 259267 | 181644 | -467487 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713956400000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759600085627,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 128,
"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": [
[
130602.3175136094,
86193.2317344998,
44409.0857791094,
134813.2805902329,
123969.1836829822,
10844.0969072506
],
[
130.602318,
86.193232,
44.409086,
134.813281,
123.969184,
10.844097
],
[
0.490415,
0.323658,
0.166757,
0.321051,
0.303241,
0.038667
],
[
10,
10,
10,
10,
10,
10
],
[
-61761,
-44118,
-46622,
-135595,
-41500,
-103962
],
[
1.38124,
1.658426,
1.209809,
1.288292,
1.743593,
1.036038
],
[
164,
82,
82,
164,
82,
82
],
[
78,
37,
41,
78,
37,
41
],
[
86,
45,
41,
86,
45,
41
],
[
47.560976,
45.121951,
50,
47.560976,
45.121951,
50
],
[
1.522906,
2.017004,
1.209809,
1.420424,
2.120587,
1.036038
],
[
41734,
41734,
26773,
81923,
81923,
31915
],
[
-19456,
-9613,
-19456,
-48620,
-15169,
-48620
],
[
76,
74,
78,
76,
74,
78
],
[
102,
107,
98,
102,
107,
98
],
[
52,
47,
57,
52,
47,
57
],
[
12561,
6134,
6427,
12561,
6134,
6427
],
[
0,
282.637565,
0,
0,
282.637565,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371828,
182009,
-795,
259267,
181644,
-467487
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713956400000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759600085627,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 128,
"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) |
|---|