| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2659386.6494 | 24880.4494 | -2684267.0988 | -4783875.4981 | 21206107.849 | -25989983.3471 |
| Total P&L (%) | -2659.3866 | 24.8804 | -2684.2671 | -4783.8755 | 21206.1078 | -25989.9833 |
| Avg Daily Profit (%) | -1.3019 | 0.0122 | -1.3141 | 0 | 0.2628 | 0 |
| Buy And Hold Return (%) | 3037.7299 | 3037.7299 | 3037.7299 | 3037.7299 | 3037.7299 | 3037.7299 |
| Max Trade Drawdown | -2847837 | -142744 | -2798497 | -50357902 | -10361431 | -46463002 |
| Profit Factor | 0.2187 | 1.0604 | 0.1029 | 0.9355 | 1.9575 | 0.5008 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 35 | 16 | 19 | 29 | 15 | 14 |
| Losing Trades | 33 | 18 | 15 | 39 | 19 | 20 |
| Profitability (%) | 51.4706 | 47.0588 | 55.8824 | 42.6471 | 44.1176 | 41.1765 |
| Ratio Avg Win / Avg Loss | 0.2062 | 1.193 | 0.0812 | 1.2581 | 2.4795 | 0.7155 |
| Largest Winning Trade | 84540 | 84540 | 34370 | 17619742 | 17619742 | 16105892 |
| Largest Losing Trade | -1215176 | -67923 | -1215176 | -32351956 | -4286774 | -32351956 |
| Avg Bars in Trades | 174 | 173 | 175 | 174 | 173 | 175 |
| Avg Bars in Winners | 119 | 121 | 117 | 187 | 209 | 163 |
| Avg Bars in Losers | 233 | 220 | 248 | 165 | 145 | 183 |
| Bars Traded | 11870 | 5906 | 5964 | 11870 | 5906 | 5964 |
| Profit Streak | 332.6142 | 388.7809 | 332.6142 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -692722 | -496606 | -579066 | -695748 | 359111 | -584226 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1564660800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759517065459,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 74,
"offset": 235
}
}
} {
"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": [
[
-2659386.6494301884,
24880.4494068737,
-2684267.098837062,
-4783875.498133533,
21206107.848965477,
-25989983.347099014
],
[
-2659.386649,
24.880449,
-2684.267099,
-4783.875498,
21206.107849,
-25989.983347
],
[
-1.301917,
0.01218,
-1.314097,
0,
0.262824,
0
],
[
3037.729924,
3037.729924,
3037.729924,
3037.729924,
3037.729924,
3037.729924
],
[
-2847837,
-142744,
-2798497,
-50357902,
-10361431,
-46463002
],
[
0.218724,
1.06042,
0.102885,
0.93554,
1.957471,
0.500829
],
[
68,
34,
34,
68,
34,
34
],
[
35,
16,
19,
29,
15,
14
],
[
33,
18,
15,
39,
19,
20
],
[
51.470588,
47.058824,
55.882353,
42.647059,
44.117647,
41.176471
],
[
0.206226,
1.192972,
0.081225,
1.25814,
2.479463,
0.71547
],
[
84540,
84540,
34370,
17619742,
17619742,
16105892
],
[
-1215176,
-67923,
-1215176,
-32351956,
-4286774,
-32351956
],
[
174,
173,
175,
174,
173,
175
],
[
119,
121,
117,
187,
209,
163
],
[
233,
220,
248,
165,
145,
183
],
[
11870,
5906,
5964,
11870,
5906,
5964
],
[
332.614183,
388.78085,
332.614183,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-692722,
-496606,
-579066,
-695748,
359111,
-584226
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1564660800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759517065459,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 74,
"offset": 235
}
}
}
| # | 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) |
|---|