| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3165068.2849 | 33465.9896 | -3198534.2746 | -80073.3208 | 96718122.1025 | -96798195.4233 |
| Total P&L (%) | -3165.0683 | 33.466 | -3198.5343 | -80.0733 | 96718.1221 | -96798.1954 |
| Avg Daily Profit (%) | -1.549 | 0.0164 | -1.5654 | -0.0789 | 0.337 | 0 |
| Buy And Hold Return (%) | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 | 3046.1988 |
| Max Trade Drawdown | -3253555 | -90398 | -3259760 | -250396415 | -89701636 | -195153571 |
| Profit Factor | 0.1866 | 1.0981 | 0.099 | 0.9997 | 1.8122 | 0.5154 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 74 | 35 | 39 | 46 | 25 | 21 |
| Losing Trades | 25 | 14 | 11 | 53 | 24 | 29 |
| Profitability (%) | 74.7475 | 71.4286 | 78 | 46.4646 | 51.0204 | 42 |
| Ratio Avg Win / Avg Loss | 0.063 | 0.4392 | 0.0279 | 1.1519 | 1.7397 | 0.7117 |
| Largest Winning Trade | 35879 | 35879 | 22743 | 192982290 | 192982290 | 81496029 |
| Largest Losing Trade | -1788685 | -84446 | -1788685 | -90272800 | -34163245 | -90272800 |
| Avg Bars in Trades | 56 | 66 | 47 | 56 | 66 | 47 |
| Avg Bars in Winners | 19 | 24 | 15 | 59 | 78 | 37 |
| Avg Bars in Losers | 167 | 172 | 161 | 54 | 53 | 54 |
| Bars Traded | 5630 | 3255 | 2375 | 5630 | 3255 | 2375 |
| Profit Streak | 291.1279 | 413.1279 | 291.1279 | 291.1279 | 413.1279 | 291.1279 |
| Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576060 | -446757 | -756615 | -579254 | 513752 | -763356 |
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760007847186,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 171,
"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": [
[
-3165068.284935026,
33465.9896398478,
-3198534.2745748744,
-80073.3207863598,
96718122.10248674,
-96798195.42327315
],
[
-3165.068285,
33.46599,
-3198.534275,
-80.073321,
96718.122102,
-96798.195423
],
[
-1.548976,
0.016378,
-1.565354,
-0.078914,
0.337048,
0
],
[
3046.19883,
3046.19883,
3046.19883,
3046.19883,
3046.19883,
3046.19883
],
[
-3253555,
-90398,
-3259760,
-250396415,
-89701636,
-195153571
],
[
0.18662,
1.098103,
0.099035,
0.999749,
1.812184,
0.515373
],
[
99,
49,
50,
99,
49,
50
],
[
74,
35,
39,
46,
25,
21
],
[
25,
14,
11,
53,
24,
29
],
[
74.747475,
71.428571,
78,
46.464646,
51.020408,
42
],
[
0.063047,
0.439241,
0.027933,
1.151885,
1.739696,
0.711706
],
[
35879,
35879,
22743,
192982290,
192982290,
81496029
],
[
-1788685,
-84446,
-1788685,
-90272800,
-34163245,
-90272800
],
[
56,
66,
47,
56,
66,
47
],
[
19,
24,
15,
59,
78,
37
],
[
167,
172,
161,
54,
53,
54
],
[
5630,
3255,
2375,
5630,
3255,
2375
],
[
291.127861,
413.127861,
291.127861,
291.127861,
413.127861,
291.127861
],
[
2,
6,
1,
2,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576060,
-446757,
-756615,
-579254,
513752,
-763356
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1760007847186,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 171,
"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) |
|---|