| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -9442111.6081 | -46111.6644 | -9395999.9438 | -10737594.8321 | -66575004.616 | 55837409.784 |
| Total P&L (%) | -9442.1116 | -46.1117 | -9395.9999 | -10737.5948 | -66575.0046 | 55837.4098 |
| Avg Daily Profit (%) | -4.6209 | -0.0226 | -4.5984 | 0 | 0 | 0.3101 |
| Buy And Hold Return (%) | 3216.2636 | 3216.2636 | 3216.2636 | 3216.2636 | 3216.2636 | 3216.2636 |
| Max Trade Drawdown | -9674409 | -116841 | -9564663 | -107384353 | -69520823 | -54232219 |
| Profit Factor | 0.0431 | 0.7475 | 0.0298 | 0.9282 | 0.2045 | 1.8486 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 39 | 18 | 21 | 36 | 17 | 19 |
| Losing Trades | 32 | 18 | 14 | 35 | 19 | 16 |
| Profitability (%) | 54.9296 | 50 | 60 | 50.7042 | 47.2222 | 54.2857 |
| Ratio Avg Win / Avg Loss | 0.0353 | 0.7475 | 0.0199 | 0.9024 | 0.2285 | 1.5567 |
| Largest Winning Trade | 64942 | 20268 | 64942 | 67460329 | 6589117 | 67460329 |
| Largest Losing Trade | -9079831 | -53023 | -9079831 | -51298436 | -51298436 | -29767456 |
| Avg Bars in Trades | 77 | 17 | 138 | 77 | 17 | 138 |
| Avg Bars in Winners | 39 | 16 | 59 | 81 | 15 | 140 |
| Avg Bars in Losers | 122 | 17 | 256 | 72 | 18 | 136 |
| Bars Traded | 5468 | 619 | 4849 | 5468 | 619 | 4849 |
| Profit Streak | 448.1098 | 738.1098 | 448.1098 | 0 | 0 | 0 |
| Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -669764 | -579140 | -578529 | -671964 | -581582 | 469178 |
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565222400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759084685835,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 12,
"offset": 0,
"std": 4.1961
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 175,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-9442111.60814007,
-46111.6643848563,
-9395999.943755211,
-10737594.832065796,
-66575004.616048396,
55837409.78398261
],
[
-9442.111608,
-46.111664,
-9395.999944,
-10737.594832,
-66575.004616,
55837.409784
],
[
-4.620943,
-0.022567,
-4.598376,
0,
0,
0.310113
],
[
3216.263632,
3216.263632,
3216.263632,
3216.263632,
3216.263632,
3216.263632
],
[
-9674409,
-116841,
-9564663,
-107384353,
-69520823,
-54232219
],
[
0.043078,
0.747478,
0.029797,
0.928172,
0.204479,
1.84856
],
[
71,
36,
35,
71,
36,
35
],
[
39,
18,
21,
36,
17,
19
],
[
32,
18,
14,
35,
19,
16
],
[
54.929577,
50,
60,
50.704225,
47.222222,
54.285714
],
[
0.035346,
0.747478,
0.019865,
0.902389,
0.228535,
1.556682
],
[
64942,
20268,
64942,
67460329,
6589117,
67460329
],
[
-9079831,
-53023,
-9079831,
-51298436,
-51298436,
-29767456
],
[
77,
17,
138,
77,
17,
138
],
[
39,
16,
59,
81,
15,
140
],
[
122,
17,
256,
72,
18,
136
],
[
5468,
619,
4849,
5468,
619,
4849
],
[
448.10979,
738.10979,
448.10979,
0,
0,
0
],
[
5,
5,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-669764,
-579140,
-578529,
-671964,
-581582,
469178
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565222400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759084685835,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 12,
"offset": 0,
"std": 4.1961
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 175,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|