| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3811869.8336 | -138694.8212 | -3673175.0125 | -136654.8498 | 505373473.8387 | -505510128.6885 |
| Total P&L (%) | -3811.8698 | -138.6948 | -3673.175 | -136.6549 | 505373.4738 | -505510.1287 |
| Avg Daily Profit (%) | -1.8656 | -0.0679 | -1.7977 | 0 | 0.4183 | 0 |
| Buy And Hold Return (%) | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 |
| Max Trade Drawdown | -3922059 | -184807 | -3802084 | -749411431 | -90655229 | -686512168 |
| Profit Factor | 0.1907 | 0.755 | 0.1137 | 0.9999 | 2.645 | 0.4313 |
| Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
| Winning Trades | 119 | 50 | 69 | 109 | 49 | 60 |
| Losing Trades | 101 | 60 | 41 | 111 | 61 | 50 |
| Profitability (%) | 54.0909 | 45.4545 | 62.7273 | 49.5455 | 44.5455 | 54.5455 |
| Ratio Avg Win / Avg Loss | 0.1619 | 0.906 | 0.0676 | 1.0182 | 3.2928 | 0.3594 |
| Largest Winning Trade | 35793 | 35793 | 25826 | 297182345 | 297182345 | 87828331 |
| Largest Losing Trade | -2063546 | -77503 | -2063546 | -595392602 | -77722532 | -595392602 |
| Avg Bars in Trades | 35 | 29 | 42 | 35 | 29 | 42 |
| Avg Bars in Winners | 19 | 23 | 16 | 36 | 32 | 39 |
| Avg Bars in Losers | 55 | 34 | 86 | 35 | 27 | 45 |
| Bars Traded | 7913 | 3243 | 4670 | 7913 | 3243 | 4670 |
| Profit Streak | 278.5153 | 278.5153 | 279.2653 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577746 | -581940 | -578420 | -578136 | 462354 | -580450 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564596000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759450923074,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 7,
"offset": 0,
"std": 4.68428
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 204,
"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": [
[
-3811869.8336383468,
-138694.8211662396,
-3673175.012472108,
-136654.8497909734,
505373473.83869207,
-505510128.6884834
],
[
-3811.869834,
-138.694821,
-3673.175012,
-136.65485,
505373.473839,
-505510.128688
],
[
-1.865592,
-0.06788,
-1.797712,
0,
0.41825,
0
],
[
2956.818182,
2956.818182,
2956.818182,
2956.818182,
2956.818182,
2956.818182
],
[
-3922059,
-184807,
-3802084,
-749411431,
-90655229,
-686512168
],
[
0.190747,
0.754976,
0.113683,
0.999886,
2.645015,
0.431267
],
[
220,
110,
110,
220,
110,
110
],
[
119,
50,
69,
109,
49,
60
],
[
101,
60,
41,
111,
61,
50
],
[
54.090909,
45.454545,
62.727273,
49.545455,
44.545455,
54.545455
],
[
0.161895,
0.905971,
0.067551,
1.018232,
3.292774,
0.359389
],
[
35793,
35793,
25826,
297182345,
297182345,
87828331
],
[
-2063546,
-77503,
-2063546,
-595392602,
-77722532,
-595392602
],
[
35,
29,
42,
35,
29,
42
],
[
19,
23,
16,
36,
32,
39
],
[
55,
34,
86,
35,
27,
45
],
[
7913,
3243,
4670,
7913,
3243,
4670
],
[
278.515313,
278.515313,
279.265313,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577746,
-581940,
-578420,
-578136,
462354,
-580450
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564596000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759450923074,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 7,
"offset": 0,
"std": 4.68428
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 204,
"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) |
|---|