| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2997837.2344 | 15322.8043 | -3013160.0387 | -98538.1051 | 17528036.7189 | -17626574.824 |
| Total P&L (%) | -2997.8372 | 15.3228 | -3013.16 | -98.5381 | 17528.0367 | -17626.5748 |
| Avg Daily Profit (%) | -1.4676 | 0.0075 | -1.4751 | -0.2066 | 0.2535 | 0 |
| Buy And Hold Return (%) | 2828.8107 | 2828.8107 | 2828.8107 | 2828.8107 | 2828.8107 | 2828.8107 |
| Max Trade Drawdown | -3187132 | -155507 | -3146349 | -24891592 | -4678636 | -25719123 |
| Profit Factor | 0.2479 | 1.0316 | 0.1394 | 0.9975 | 2.6122 | 0.3866 |
| Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
| Winning Trades | 202 | 99 | 103 | 162 | 80 | 82 |
| Losing Trades | 45 | 24 | 21 | 85 | 43 | 42 |
| Profitability (%) | 81.7814 | 80.4878 | 83.0645 | 65.587 | 65.0407 | 66.129 |
| Ratio Avg Win / Avg Loss | 0.0552 | 0.2501 | 0.0284 | 0.5234 | 1.404 | 0.198 |
| Largest Winning Trade | 26599 | 26599 | 15058 | 15711214 | 15711214 | 5839374 |
| Largest Losing Trade | -1688363 | -78981 | -1688363 | -16966839 | -2744633 | -16966839 |
| Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
| Avg Bars in Winners | 14 | 13 | 14 | 32 | 36 | 27 |
| Avg Bars in Losers | 201 | 211 | 190 | 79 | 80 | 77 |
| Bars Traded | 11949 | 6403 | 5546 | 11949 | 6403 | 5546 |
| Profit Streak | 291.2212 | 334.8879 | 291.2212 | 291.2212 | 334.8879 | 291.2212 |
| Trades During Streak | 8 | 13 | 4 | 8 | 13 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573968 | -530492 | -575168 | -576009 | 542955 | -577542 |
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562788800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759843115441,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.88008,
"nb": 0.12968,
"nc": 0.67887
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 42,
"a": 0.50424
}
}
} {
"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": [
[
-2997837.234407813,
15322.8042659,
-3013160.0386737133,
-98538.1051009552,
17528036.718856905,
-17626574.823957846
],
[
-2997.837234,
15.322804,
-3013.160039,
-98.538105,
17528.036719,
-17626.574824
],
[
-1.467607,
0.007501,
-1.475109,
-0.206645,
0.253523,
0
],
[
2828.81072,
2828.81072,
2828.81072,
2828.81072,
2828.81072,
2828.81072
],
[
-3187132,
-155507,
-3146349,
-24891592,
-4678636,
-25719123
],
[
0.247936,
1.031607,
0.139429,
0.997512,
2.612181,
0.386581
],
[
247,
123,
124,
247,
123,
124
],
[
202,
99,
103,
162,
80,
82
],
[
45,
24,
21,
85,
43,
42
],
[
81.781377,
80.487805,
83.064516,
65.587045,
65.04065,
66.129032
],
[
0.055233,
0.250087,
0.028427,
0.523386,
1.404047,
0.198005
],
[
26599,
26599,
15058,
15711214,
15711214,
5839374
],
[
-1688363,
-78981,
-1688363,
-16966839,
-2744633,
-16966839
],
[
48,
52,
44,
48,
52,
44
],
[
14,
13,
14,
32,
36,
27
],
[
201,
211,
190,
79,
80,
77
],
[
11949,
6403,
5546,
11949,
6403,
5546
],
[
291.221243,
334.88791,
291.221243,
291.221243,
334.88791,
291.221243
],
[
8,
13,
4,
8,
13,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573968,
-530492,
-575168,
-576009,
542955,
-577542
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 12256,
"evaluation_days": 2042.67,
"actual_first_datapoint_time": 1560225600000,
"first_datapoint_time": 1562788800000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759843115441,
"expiration_time": 1742020992000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.88008,
"nb": 0.12968,
"nc": 0.67887
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 137,
"offset": 42,
"a": 0.50424
}
}
}
| # | 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) |
|---|