| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2689165.7124 | 2566150.1588 | 123015.5536 | 88168340.3506 | 62229517.2862 | 25938823.0644 |
| Total P&L (%) | 2689.1657 | 2566.1502 | 123.0156 | 88168.3404 | 62229.5173 | 25938.8231 |
| Avg Daily Profit (%) | 1.3161 | 1.2559 | 0.0602 | 0.3325 | 0.3154 | 0.2726 |
| Buy And Hold Return (%) | 3057.5621 | 3057.5621 | 3057.5621 | 3057.5621 | 3057.5621 | 3057.5621 |
| Max Trade Drawdown | -166791 | -95249 | -244027 | -4824769 | -4513877 | -4168672 |
| Profit Factor | 3.6176 | 6.3199 | 1.2257 | 4.1453 | 5.619 | 2.7816 |
| Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
| Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
| Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
| Profitability (%) | 39.0135 | 37.5 | 40.5405 | 39.0135 | 37.5 | 40.5405 |
| Ratio Avg Win / Avg Loss | 5.6551 | 10.5332 | 1.7977 | 6.4801 | 9.365 | 4.0797 |
| Largest Winning Trade | 1653311 | 1653311 | 63250 | 29541139 | 29541139 | 12157467 |
| Largest Losing Trade | -42823 | -28069 | -42823 | -3017657 | -3017657 | -1923466 |
| Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
| Avg Bars in Winners | 53 | 46 | 59 | 53 | 46 | 59 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 5928 | 2613 | 3315 | 5928 | 2613 | 3315 |
| Profit Streak | 0 | 0 | 336.5272 | 0 | 0 | 336.5272 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148210 | -148527 | -279887 | 486389 | 447609 | 419442 |
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563091200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759984747498,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.96196,
"nc": 0.1
}
}
} {
"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": [
[
2689165.7124428097,
2566150.1588454335,
123015.5535973743,
88168340.35057479,
62229517.286203064,
25938823.064371727
],
[
2689.165712,
2566.150159,
123.015554,
88168.340351,
62229.517286,
25938.823064
],
[
1.31607,
1.255867,
0.060203,
0.332508,
0.315425,
0.272582
],
[
3057.562077,
3057.562077,
3057.562077,
3057.562077,
3057.562077,
3057.562077
],
[
-166791,
-95249,
-244027,
-4824769,
-4513877,
-4168672
],
[
3.617622,
6.319939,
1.22573,
4.145328,
5.619009,
2.78163
],
[
223,
112,
111,
223,
112,
111
],
[
87,
42,
45,
87,
42,
45
],
[
136,
70,
66,
136,
70,
66
],
[
39.013453,
37.5,
40.540541,
39.013453,
37.5,
40.540541
],
[
5.655133,
10.533232,
1.797738,
6.480053,
9.365015,
4.079724
],
[
1653311,
1653311,
63250,
29541139,
29541139,
12157467
],
[
-42823,
-28069,
-42823,
-3017657,
-3017657,
-1923466
],
[
26,
23,
29,
26,
23,
29
],
[
53,
46,
59,
53,
46,
59
],
[
9,
9,
9,
9,
9,
9
],
[
5928,
2613,
3315,
5928,
2613,
3315
],
[
0,
0,
336.52717,
0,
0,
336.52717
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148210,
-148527,
-279887,
486389,
447609,
419442
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6130,
"evaluation_days": 2043.33,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1563091200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759984747498,
"expiration_time": 1742022720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.96196,
"nc": 0.1
}
}
}
| # | 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) |
|---|