| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1975448.938 | 1901330.4188 | 74118.5192 | 8312901.7629 | 14262875.6333 | -5949973.8704 |
| Total P&L (%) | 1975.4489 | 1901.3304 | 74.1185 | 8312.9018 | 14262.8756 | -5949.9739 |
| Avg Daily Profit (%) | 0.9667 | 0.9304 | 0.0363 | 0.2171 | 0.2434 | 0 |
| Buy And Hold Return (%) | 3535.1351 | 3535.1351 | 3535.1351 | 3535.1351 | 3535.1351 | 3535.1351 |
| Max Trade Drawdown | -89939 | -138129 | -150827 | -20385481 | -4165544 | -20117086 |
| Profit Factor | 4.7565 | 8.6969 | 1.2658 | 1.2757 | 3.0203 | 0.7423 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 50 | 43.3333 | 56.6667 | 50 | 43.3333 | 56.6667 |
| Ratio Avg Win / Avg Loss | 4.7565 | 11.3728 | 0.968 | 1.2757 | 3.9497 | 0.5676 |
| Largest Winning Trade | 740059 | 740059 | 46775 | 12286389 | 12286389 | 7203159 |
| Largest Losing Trade | -76466 | -42882 | -76466 | -18734902 | -1431640 | -18734902 |
| Avg Bars in Trades | 63 | 86 | 39 | 63 | 86 | 39 |
| Avg Bars in Winners | 97 | 153 | 54 | 97 | 153 | 54 |
| Avg Bars in Losers | 29 | 36 | 20 | 29 | 36 | 20 |
| Bars Traded | 3796 | 2608 | 1188 | 3796 | 2608 | 1188 |
| Profit Streak | 0 | 411.5984 | 0 | 0 | 411.5984 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -318350 | -146024 | -311199 | -169925 | 357537 | -579961 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567598400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759328498861,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 139,
"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": [
[
1975448.9380127247,
1901330.4187719927,
74118.5192407319,
8312901.762914071,
14262875.63333973,
-5949973.870425653
],
[
1975.448938,
1901.330419,
74.118519,
8312.901763,
14262.875633,
-5949.97387
],
[
0.966699,
0.930428,
0.03627,
0.217135,
0.24337,
0
],
[
3535.135135,
3535.135135,
3535.135135,
3535.135135,
3535.135135,
3535.135135
],
[
-89939,
-138129,
-150827,
-20385481,
-4165544,
-20117086
],
[
4.756491,
8.696867,
1.265801,
1.275741,
3.020339,
0.74229
],
[
60,
30,
30,
60,
30,
30
],
[
30,
13,
17,
30,
13,
17
],
[
30,
17,
13,
30,
17,
13
],
[
50,
43.333333,
56.666667,
50,
43.333333,
56.666667
],
[
4.756491,
11.372827,
0.967965,
1.275741,
3.949674,
0.567634
],
[
740059,
740059,
46775,
12286389,
12286389,
7203159
],
[
-76466,
-42882,
-76466,
-18734902,
-1431640,
-18734902
],
[
63,
86,
39,
63,
86,
39
],
[
97,
153,
54,
97,
153,
54
],
[
29,
36,
20,
29,
36,
20
],
[
3796,
2608,
1188,
3796,
2608,
1188
],
[
0,
411.598366,
0,
0,
411.598366,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-318350,
-146024,
-311199,
-169925,
357537,
-579961
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567598400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759328498861,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 139,
"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) |
|---|