| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2865693.3804 | -72164.0466 | -2793529.3338 | -99262.6051 | 23027845.836 | -23127108.4411 |
| Total P&L (%) | -2865.6934 | -72.164 | -2793.5293 | -99.2626 | 23027.8458 | -23127.1084 |
| Avg Daily Profit (%) | -1.4023 | -0.0353 | -1.367 | -0.24 | 0.2667 | 0 |
| Buy And Hold Return (%) | 5661.1203 | 5661.1203 | 5661.1203 | 5661.1203 | 5661.1203 | 5661.1203 |
| Max Trade Drawdown | -2951211 | -204322 | -2839415 | -37294524 | -6627071 | -34295218 |
| Profit Factor | 0.1614 | 0.8094 | 0.0807 | 0.9977 | 3.7356 | 0.3436 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 58 | 28 | 30 | 48 | 25 | 23 |
| Losing Trades | 23 | 12 | 11 | 33 | 15 | 18 |
| Profitability (%) | 71.6049 | 70 | 73.1707 | 59.2593 | 62.5 | 56.0976 |
| Ratio Avg Win / Avg Loss | 0.064 | 0.3469 | 0.0296 | 0.6859 | 2.2414 | 0.2689 |
| Largest Winning Trade | 44999 | 44999 | 19550 | 19776730 | 19776730 | 6441784 |
| Largest Losing Trade | -1542081 | -76169 | -1542081 | -23941861 | -3537824 | -23941861 |
| Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
| Avg Bars in Winners | 18 | 19 | 18 | 35 | 37 | 34 |
| Avg Bars in Losers | 116 | 119 | 112 | 61 | 69 | 55 |
| Bars Traded | 3746 | 1971 | 1774 | 3746 | 1971 | 1774 |
| Profit Streak | 0 | 413.8014 | 0 | 0 | 413.8014 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -593977 | -576799 | -577738 | -595577 | 587543 | -579951 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1570968000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759994043966,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 68,
"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": [
[
-2865693.3804202694,
-72164.0465888805,
-2793529.3338313885,
-99262.605111565,
23027845.836022366,
-23127108.44113393
],
[
-2865.69338,
-72.164047,
-2793.529334,
-99.262605,
23027.845836,
-23127.108441
],
[
-1.402346,
-0.035314,
-1.367032,
-0.239976,
0.266742,
0
],
[
5661.120264,
5661.120264,
5661.120264,
5661.120264,
5661.120264,
5661.120264
],
[
-2951211,
-204322,
-2839415,
-37294524,
-6627071,
-34295218
],
[
0.161391,
0.809394,
0.080651,
0.997726,
3.735622,
0.343633
],
[
81,
40,
41,
81,
40,
41
],
[
58,
28,
30,
48,
25,
23
],
[
23,
12,
11,
33,
15,
18
],
[
71.604938,
70,
73.170732,
59.259259,
62.5,
56.097561
],
[
0.064,
0.346883,
0.029572,
0.685937,
2.241373,
0.26893
],
[
44999,
44999,
19550,
19776730,
19776730,
6441784
],
[
-1542081,
-76169,
-1542081,
-23941861,
-3537824,
-23941861
],
[
46,
49,
43,
46,
49,
43
],
[
18,
19,
18,
35,
37,
34
],
[
116,
119,
112,
61,
69,
55
],
[
3746,
1971,
1774,
3746,
1971,
1774
],
[
0,
413.801435,
0,
0,
413.801435,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-593977,
-576799,
-577738,
-595577,
587543,
-579951
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1570968000000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759994043966,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 68,
"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) |
|---|