| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2491983.9911 | 2475070.5885 | 16913.4025 | 12193726.0505 | 23144450.2752 | -10950724.2247 |
| Total P&L (%) | 2491.984 | 2475.0706 | 16.9134 | 12193.7261 | 23144.4503 | -10950.7242 |
| Avg Daily Profit (%) | 1.2196 | 1.2113 | 0.0083 | 0.2358 | 0.267 | 0 |
| Buy And Hold Return (%) | 3133.472 | 3133.472 | 3133.472 | 3133.472 | 3133.472 | 3133.472 |
| Max Trade Drawdown | -104515 | -71971 | -131992 | -6962160 | -4405520 | -11024108 |
| Profit Factor | 4.6182 | 10.2508 | 1.0402 | 1.3248 | 2.8405 | 0.5614 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 46.1538 | 41.0256 | 51.2821 | 46.1538 | 41.0256 | 51.2821 |
| Ratio Avg Win / Avg Loss | 5.3879 | 14.7356 | 0.9881 | 1.5456 | 4.0831 | 0.5333 |
| Largest Winning Trade | 1434349 | 1434349 | 87262 | 6907870 | 6907870 | 4221682 |
| Largest Losing Trade | -54448 | -37582 | -54448 | -4631269 | -2916063 | -4631269 |
| Avg Bars in Trades | 100 | 94 | 107 | 100 | 94 | 107 |
| Avg Bars in Winners | 164 | 167 | 162 | 164 | 167 | 162 |
| Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
| Bars Traded | 7873 | 3684 | 4190 | 7873 | 3684 | 4190 |
| Profit Streak | 329.7601 | 396.0101 | 0 | 329.7601 | 396.0101 | 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 | -184418 | -146232 | -525381 | -32314 | 414951 | -580591 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564682400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759644872955,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 208,
"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": [
[
2491983.9910516916,
2475070.5885401643,
16913.4025115282,
12193726.050517257,
23144450.275196437,
-10950724.224679183
],
[
2491.983991,
2475.070589,
16.913403,
12193.726051,
23144.450275,
-10950.724225
],
[
1.219618,
1.21134,
0.008278,
0.235769,
0.267022,
0
],
[
3133.47203,
3133.47203,
3133.47203,
3133.47203,
3133.47203,
3133.47203
],
[
-104515,
-71971,
-131992,
-6962160,
-4405520,
-11024108
],
[
4.618205,
10.250831,
1.040157,
1.324796,
2.84045,
0.561396
],
[
78,
39,
39,
78,
39,
39
],
[
36,
16,
20,
36,
16,
20
],
[
42,
23,
19,
42,
23,
19
],
[
46.153846,
41.025641,
51.282051,
46.153846,
41.025641,
51.282051
],
[
5.387905,
14.73557,
0.988149,
1.545596,
4.083147,
0.533326
],
[
1434349,
1434349,
87262,
6907870,
6907870,
4221682
],
[
-54448,
-37582,
-54448,
-4631269,
-2916063,
-4631269
],
[
100,
94,
107,
100,
94,
107
],
[
164,
167,
162,
164,
167,
162
],
[
46,
44,
49,
46,
44,
49
],
[
7873,
3684,
4190,
7873,
3684,
4190
],
[
329.760104,
396.010104,
0,
329.760104,
396.010104,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-184418,
-146232,
-525381,
-32314,
414951,
-580591
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1564682400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759644872955,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 208,
"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) |
|---|