| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 129977.1352 | 87152.2282 | 42824.907 | 133467.0343 | 92858.1435 | 40608.8909 |
| Total P&L (%) | 129.9771 | 87.1522 | 42.8249 | 133.467 | 92.8581 | 40.6089 |
| Avg Daily Profit (%) | 0.4881 | 0.3273 | 0.1608 | 0.3189 | 0.2469 | 0.1281 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39133 | -49604 | -59819 | -71134 | -55129 | -87293 |
| Profit Factor | 1.3163 | 1.4475 | 1.1981 | 1.2595 | 1.383 | 1.1494 |
| Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
| Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
| Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
| Profitability (%) | 55.8824 | 52.9412 | 58.8235 | 55.8824 | 52.9412 | 58.8235 |
| Ratio Avg Win / Avg Loss | 1.0392 | 1.2866 | 0.8387 | 0.9943 | 1.2293 | 0.8045 |
| Largest Winning Trade | 20109 | 20109 | 20049 | 39819 | 39819 | 31255 |
| Largest Losing Trade | -23480 | -12367 | -23480 | -40461 | -21095 | -40461 |
| Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
| Avg Bars in Winners | 61 | 65 | 58 | 61 | 65 | 58 |
| Avg Bars in Losers | 60 | 58 | 61 | 60 | 58 | 61 |
| Bars Traded | 12464 | 6366 | 6098 | 12464 | 6366 | 6098 |
| 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 | 385924 | 302967 | 17812 | 261374 | 264062 | -82648 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714102200000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759356670394,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 199,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
129977.1351696312,
87152.2281645087,
42824.9070051225,
133467.034342852,
92858.1434889596,
40608.8908538925
],
[
129.977135,
87.152228,
42.824907,
133.467034,
92.858143,
40.608891
],
[
0.488067,
0.327259,
0.160808,
0.318885,
0.246928,
0.128058
],
[
10,
10,
10,
10,
10,
10
],
[
-39133,
-49604,
-59819,
-71134,
-55129,
-87293
],
[
1.316266,
1.44745,
1.198081,
1.259477,
1.38296,
1.149356
],
[
204,
102,
102,
204,
102,
102
],
[
114,
54,
60,
114,
54,
60
],
[
90,
48,
42,
90,
48,
42
],
[
55.882353,
52.941176,
58.823529,
55.882353,
52.941176,
58.823529
],
[
1.039157,
1.286622,
0.838657,
0.994324,
1.229297,
0.804549
],
[
20109,
20109,
20049,
39819,
39819,
31255
],
[
-23480,
-12367,
-23480,
-40461,
-21095,
-40461
],
[
61,
62,
59,
61,
62,
59
],
[
61,
65,
58,
61,
65,
58
],
[
60,
58,
61,
60,
58,
61
],
[
12464,
6366,
6098,
12464,
6366,
6098
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385924,
302967,
17812,
261374,
264062,
-82648
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714102200000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759356670394,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 199,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|