| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3207892.0646 | 3050968.5561 | 156923.5085 | 121484450.0755 | 132457113.6331 | -10972663.5576 |
| Total P&L (%) | 3207.8921 | 3050.9686 | 156.9235 | 121484.4501 | 132457.1136 | -10972.6636 |
| Avg Daily Profit (%) | 1.57 | 1.4932 | 0.0768 | 0.3482 | 0.3525 | 0 |
| Buy And Hold Return (%) | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 |
| Max Trade Drawdown | -94319 | -93782 | -74445 | -215139481 | -160799869 | -122653445 |
| Profit Factor | 3.7977 | 5.0625 | 1.3967 | 1.2017 | 1.3263 | 0.9442 |
| Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
| Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
| Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
| Profitability (%) | 52.4324 | 47.8261 | 56.9892 | 52.4324 | 47.8261 | 56.9892 |
| Ratio Avg Win / Avg Loss | 3.4453 | 5.5227 | 1.0541 | 1.0902 | 1.4469 | 0.7126 |
| Largest Winning Trade | 1828880 | 1828880 | 55668 | 141639204 | 141639204 | 28685776 |
| Largest Losing Trade | -56970 | -49081 | -56970 | -89423842 | -84568881 | -89423842 |
| Avg Bars in Trades | 42 | 60 | 24 | 42 | 60 | 24 |
| Avg Bars in Winners | 48 | 71 | 29 | 48 | 71 | 29 |
| Avg Bars in Losers | 36 | 50 | 18 | 36 | 50 | 18 |
| Bars Traded | 7871 | 5557 | 2314 | 7871 | 5557 | 2314 |
| Profit Streak | 314.1734 | 332.6734 | 314.1734 | 314.1734 | 332.6734 | 314.1734 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -138124 | -144736 | -254042 | 397387 | 324683 | -579312 |
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563775200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759486181042,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 111,
"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": [
[
3207892.064624711,
3050968.5560964607,
156923.5085282515,
121484450.07553598,
132457113.63314492,
-10972663.557608962
],
[
3207.892065,
3050.968556,
156.923509,
121484.450076,
132457.113633,
-10972.663558
],
[
1.569995,
1.493194,
0.076801,
0.348247,
0.352491,
0
],
[
3160.606061,
3160.606061,
3160.606061,
3160.606061,
3160.606061,
3160.606061
],
[
-94319,
-93782,
-74445,
-215139481,
-160799869,
-122653445
],
[
3.797676,
5.062514,
1.39665,
1.201661,
1.326323,
0.944163
],
[
185,
92,
93,
185,
92,
93
],
[
97,
44,
53,
97,
44,
53
],
[
88,
48,
40,
88,
48,
40
],
[
52.432432,
47.826087,
56.989247,
52.432432,
47.826087,
56.989247
],
[
3.445315,
5.522743,
1.054075,
1.090167,
1.446898,
0.712576
],
[
1828880,
1828880,
55668,
141639204,
141639204,
28685776
],
[
-56970,
-49081,
-56970,
-89423842,
-84568881,
-89423842
],
[
42,
60,
24,
42,
60,
24
],
[
48,
71,
29,
48,
71,
29
],
[
36,
50,
18,
36,
50,
18
],
[
7871,
5557,
2314,
7871,
5557,
2314
],
[
314.173392,
332.673392,
314.173392,
314.173392,
332.673392,
314.173392
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-138124,
-144736,
-254042,
397387,
324683,
-579312
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 8173,
"evaluation_days": 2043.25,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563775200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759486181042,
"expiration_time": 1742022504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 111,
"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) |
|---|