| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 137027.4492 | 87403.7428 | 49623.7064 | 155709.5826 | 124282.2495 | 31427.3331 |
| Total P&L (%) | 137.0274 | 87.4037 | 49.6237 | 155.7096 | 124.2822 | 31.4273 |
| Avg Daily Profit (%) | 0.5145 | 0.3282 | 0.1863 | 0.3532 | 0.3038 | 0.1027 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50098 | -34745 | -57000 | -110928 | -35826 | -111577 |
| Profit Factor | 1.4877 | 1.724 | 1.3097 | 1.3906 | 1.7906 | 1.1302 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Profitability (%) | 42.9825 | 42.1053 | 43.8596 | 42.9825 | 42.1053 | 43.8596 |
| Ratio Avg Win / Avg Loss | 1.9735 | 2.3705 | 1.6764 | 1.8447 | 2.4621 | 1.4466 |
| Largest Winning Trade | 40656 | 40656 | 26669 | 77020 | 77020 | 37871 |
| Largest Losing Trade | -15065 | -10141 | -15065 | -33754 | -17553 | -33754 |
| Avg Bars in Trades | 109 | 108 | 110 | 109 | 108 | 110 |
| Avg Bars in Winners | 168 | 167 | 169 | 168 | 167 | 169 |
| Avg Bars in Losers | 64 | 65 | 63 | 64 | 65 | 63 |
| Bars Traded | 12463 | 6185 | 6278 | 12463 | 6185 | 6278 |
| Profit Streak | 277.0754 | 277.0754 | 278.8671 | 277.0754 | 277.0754 | 278.8671 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367133 | -171929 | -175459 | 296116 | -172009 | -319081 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714008600000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759110515005,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 90,
"offset": 0,
"poles": 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": [
[
137027.4491924636,
87403.7428177906,
49623.7063746731,
155709.5825845362,
124282.2494565318,
31427.3331280045
],
[
137.027449,
87.403743,
49.623706,
155.709583,
124.282249,
31.427333
],
[
0.514541,
0.328203,
0.186338,
0.353171,
0.303767,
0.102671
],
[
10,
10,
10,
10,
10,
10
],
[
-50098,
-34745,
-57000,
-110928,
-35826,
-111577
],
[
1.48773,
1.723965,
1.309722,
1.39062,
1.790607,
1.130175
],
[
114,
57,
57,
114,
57,
57
],
[
49,
24,
25,
49,
24,
25
],
[
65,
33,
32,
65,
33,
32
],
[
42.982456,
42.105263,
43.859649,
42.982456,
42.105263,
43.859649
],
[
1.97352,
2.370451,
1.676445,
1.844699,
2.462084,
1.446624
],
[
40656,
40656,
26669,
77020,
77020,
37871
],
[
-15065,
-10141,
-15065,
-33754,
-17553,
-33754
],
[
109,
108,
110,
109,
108,
110
],
[
168,
167,
169,
168,
167,
169
],
[
64,
65,
63,
64,
65,
63
],
[
12463,
6185,
6278,
12463,
6185,
6278
],
[
277.075405,
277.075405,
278.867072,
277.075405,
277.075405,
278.867072
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367133,
-171929,
-175459,
296116,
-172009,
-319081
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714008600000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759110515005,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 90,
"offset": 0,
"poles": 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) |
|---|