| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 294304.6213 | 281443.1759 | 12861.4455 | 617429.1679 | 611675.3217 | 5753.8462 |
| Total P&L (%) | 294.3046 | 281.4432 | 12.8614 | 617.4292 | 611.6753 | 5.7538 |
| Avg Daily Profit (%) | 0.3739 | 0.3576 | 0.0163 | 0.2507 | 0.2496 | 0.0071 |
| Buy And Hold Return (%) | 266.9465 | 266.9465 | 266.9465 | 266.9465 | 266.9465 | 266.9465 |
| Max Trade Drawdown | -58767 | -49640 | -20445 | -364695 | -331053 | -95960 |
| Profit Factor | 2.9362 | 3.5023 | 1.3254 | 1.9098 | 2.1641 | 1.0376 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
| Profitability (%) | 67.7966 | 65.5172 | 70 | 67.7966 | 65.5172 | 70 |
| Ratio Avg Win / Avg Loss | 1.3947 | 1.8433 | 0.568 | 0.9072 | 1.139 | 0.4447 |
| Largest Winning Trade | 105042 | 105042 | 8334 | 275168 | 275168 | 27199 |
| Largest Losing Trade | -46516 | -46516 | -10818 | -320589 | -320589 | -36063 |
| Avg Bars in Trades | 300 | 590 | 19 | 300 | 590 | 19 |
| Avg Bars in Winners | 138 | 271 | 18 | 138 | 271 | 18 |
| Avg Bars in Losers | 640 | 1198 | 21 | 640 | 1198 | 21 |
| Bars Traded | 17727 | 17138 | 589 | 17727 | 17138 | 589 |
| Profit Streak | 0 | 383.9251 | 0 | 0 | 383.9251 | 0 |
| Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -297482 | -129863 | -335400 | -172676 | 355553 | -527159 |
{
"trading_pair": "FTM_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 18890,
"evaluation_days": 787.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669431600000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1759126326656,
"expiration_time": 1741629888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 36,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 196,
"offset": 128,
"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": [
[
294304.6213380205,
281443.1758519312,
12861.4454860893,
617429.1679029698,
611675.3216682139,
5753.8462347557
],
[
294.304621,
281.443176,
12.861445,
617.429168,
611.675322,
5.753846
],
[
0.37392,
0.357579,
0.016341,
0.25067,
0.249644,
0.007108
],
[
266.946485,
266.946485,
266.946485,
266.946485,
266.946485,
266.946485
],
[
-58767,
-49640,
-20445,
-364695,
-331053,
-95960
],
[
2.936233,
3.502344,
1.325386,
1.909816,
2.164103,
1.037562
],
[
59,
29,
30,
59,
29,
30
],
[
40,
19,
21,
40,
19,
21
],
[
19,
10,
9,
19,
10,
9
],
[
67.79661,
65.517241,
70,
67.79661,
65.517241,
70
],
[
1.394711,
1.843339,
0.568023,
0.907163,
1.139002,
0.444669
],
[
105042,
105042,
8334,
275168,
275168,
27199
],
[
-46516,
-46516,
-10818,
-320589,
-320589,
-36063
],
[
300,
590,
19,
300,
590,
19
],
[
138,
271,
18,
138,
271,
18
],
[
640,
1198,
21,
640,
1198,
21
],
[
17727,
17138,
589,
17727,
17138,
589
],
[
0,
383.925077,
0,
0,
383.925077,
0
],
[
0,
6,
0,
0,
6,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-297482,
-129863,
-335400,
-172676,
355553,
-527159
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 18890,
"evaluation_days": 787.08,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669431600000,
"last_datapoint_time": 1736733600000,
"evaluation_time": 1759126326656,
"expiration_time": 1741629888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 36,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 196,
"offset": 128,
"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) |
|---|