| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2887508.3596 | 2808937.4326 | 78570.927 | 26404477.7021 | 31347529.5211 | -4943051.819 |
| Total P&L (%) | 2887.5084 | 2808.9374 | 78.5709 | 26404.4777 | 31347.5295 | -4943.0518 |
| Avg Daily Profit (%) | 1.4132 | 1.3747 | 0.0385 | 0.2735 | 0.2819 | 0 |
| Buy And Hold Return (%) | 2647.0542 | 2647.0542 | 2647.0542 | 2647.0542 | 2647.0542 | 2647.0542 |
| Max Trade Drawdown | -155841 | -93316 | -62524 | -14987145 | -7900693 | -8616185 |
| Profit Factor | 6.1956 | 10.0436 | 1.3205 | 1.7042 | 2.6937 | 0.7396 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Profitability (%) | 54.8387 | 54.8387 | 54.8387 | 54.8387 | 54.8387 | 54.8387 |
| Ratio Avg Win / Avg Loss | 5.1022 | 8.2712 | 1.0875 | 1.4035 | 2.2184 | 0.6091 |
| Largest Winning Trade | 1591199 | 1591199 | 61732 | 14815649 | 14815649 | 4481306 |
| Largest Losing Trade | -57515 | -57515 | -45220 | -7707503 | -5633048 | -7707503 |
| Avg Bars in Trades | 126 | 203 | 50 | 126 | 203 | 50 |
| Avg Bars in Winners | 168 | 273 | 63 | 168 | 273 | 63 |
| Avg Bars in Losers | 75 | 117 | 34 | 75 | 117 | 34 |
| Bars Traded | 7850 | 6298 | 1552 | 7850 | 6298 | 1552 |
| Profit Streak | 408.5625 | 413.8125 | 0 | 408.5625 | 413.8125 | 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 | -272577 | -123008 | -306515 | -146503 | 555341 | -580190 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564185600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759541401362,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 152,
"offset": 0,
"std": 4.3857
}
}
} {
"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": [
[
2887508.3596075573,
2808937.4325759145,
78570.9270316437,
26404477.7021435,
31347529.521119285,
-4943051.818975779
],
[
2887.50836,
2808.937433,
78.570927,
26404.477702,
31347.529521,
-4943.051819
],
[
1.413194,
1.37474,
0.038454,
0.273463,
0.281855,
0
],
[
2647.054203,
2647.054203,
2647.054203,
2647.054203,
2647.054203,
2647.054203
],
[
-155841,
-93316,
-62524,
-14987145,
-7900693,
-8616185
],
[
6.195581,
10.043552,
1.320487,
1.704235,
2.693722,
0.739644
],
[
62,
31,
31,
62,
31,
31
],
[
34,
17,
17,
34,
17,
17
],
[
28,
14,
14,
28,
14,
14
],
[
54.83871,
54.83871,
54.83871,
54.83871,
54.83871,
54.83871
],
[
5.102243,
8.27116,
1.08746,
1.403488,
2.218359,
0.609119
],
[
1591199,
1591199,
61732,
14815649,
14815649,
4481306
],
[
-57515,
-57515,
-45220,
-7707503,
-5633048,
-7707503
],
[
126,
203,
50,
126,
203,
50
],
[
168,
273,
63,
168,
273,
63
],
[
75,
117,
34,
75,
117,
34
],
[
7850,
6298,
1552,
7850,
6298,
1552
],
[
408.562516,
413.812516,
0,
408.562516,
413.812516,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-272577,
-123008,
-306515,
-146503,
555341,
-580190
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564185600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759541401362,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 152,
"offset": 0,
"std": 4.3857
}
}
}
| # | 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) |
|---|