| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3030698.9413 | -114042.3058 | -2916656.6355 | -324746.2557 | 20710839.6336 | -21035585.8893 |
| Total P&L (%) | -3030.6989 | -114.0423 | -2916.6566 | -324.7463 | 20710.8396 | -21035.5859 |
| Avg Daily Profit (%) | -1.4833 | -0.0558 | -1.4275 | 0 | 0.2616 | 0 |
| Buy And Hold Return (%) | 2821.4703 | 2821.4703 | 2821.4703 | 2821.4703 | 2821.4703 | 2821.4703 |
| Max Trade Drawdown | -3179072 | -207751 | -3003992 | -36752481 | -6106971 | -40199836 |
| Profit Factor | 0.1436 | 0.6997 | 0.0768 | 0.9941 | 2.6255 | 0.5034 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 33 | 14 | 19 | 27 | 13 | 14 |
| Losing Trades | 25 | 15 | 10 | 31 | 16 | 15 |
| Profitability (%) | 56.8966 | 48.2759 | 65.5172 | 46.5517 | 44.8276 | 48.2759 |
| Ratio Avg Win / Avg Loss | 0.1088 | 0.7496 | 0.0404 | 1.1414 | 3.2313 | 0.5394 |
| Largest Winning Trade | 37612 | 37612 | 30552 | 19843127 | 19843127 | 10296251 |
| Largest Losing Trade | -1512784 | -71867 | -1512784 | -29264971 | -3452896 | -29264971 |
| Avg Bars in Trades | 137 | 139 | 135 | 137 | 139 | 135 |
| Avg Bars in Winners | 67 | 71 | 64 | 165 | 194 | 138 |
| Avg Bars in Losers | 229 | 203 | 268 | 113 | 95 | 131 |
| Bars Traded | 7969 | 4053 | 3916 | 7969 | 4053 | 3916 |
| Profit Streak | 0 | 408.115 | 0 | 330.865 | 0 | 394.615 |
| Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -759383 | -580540 | -578821 | -759365 | 414174 | -580540 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562716800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759826733310,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 117,
"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": [
[
-3030698.941342466,
-114042.3058296303,
-2916656.6355128363,
-324746.2556860127,
20710839.633614648,
-21035585.889300667
],
[
-3030.698941,
-114.042306,
-2916.656636,
-324.746256,
20710.839634,
-21035.585889
],
[
-1.483274,
-0.055814,
-1.42746,
0,
0.261595,
0
],
[
2821.470343,
2821.470343,
2821.470343,
2821.470343,
2821.470343,
2821.470343
],
[
-3179072,
-207751,
-3003992,
-36752481,
-6106971,
-40199836
],
[
0.143621,
0.699664,
0.076789,
0.994106,
2.62546,
0.503419
],
[
58,
29,
29,
58,
29,
29
],
[
33,
14,
19,
27,
13,
14
],
[
25,
15,
10,
31,
16,
15
],
[
56.896552,
48.275862,
65.517241,
46.551724,
44.827586,
48.275862
],
[
0.108804,
0.74964,
0.040415,
1.141382,
3.231336,
0.539378
],
[
37612,
37612,
30552,
19843127,
19843127,
10296251
],
[
-1512784,
-71867,
-1512784,
-29264971,
-3452896,
-29264971
],
[
137,
139,
135,
137,
139,
135
],
[
67,
71,
64,
165,
194,
138
],
[
229,
203,
268,
113,
95,
131
],
[
7969,
4053,
3916,
7969,
4053,
3916
],
[
0,
408.114969,
0,
330.864969,
0,
394.614969
],
[
0,
2,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-759383,
-580540,
-578821,
-759365,
414174,
-580540
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1562716800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759826733310,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 47,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 117,
"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) |
|---|