| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2810725.5739 | -16074.9625 | -2794650.6114 | -118814.3656 | 130723600.8899 | -130842415.2554 |
| Total P&L (%) | -2810.7256 | -16.075 | -2794.6506 | -118.8144 | 130723.6009 | -130842.4153 |
| Avg Daily Profit (%) | -1.3754 | -0.0079 | -1.3676 | 0 | 0.3518 | 0 |
| Buy And Hold Return (%) | 4444.5094 | 4444.5094 | 4444.5094 | 4444.5094 | 4444.5094 | 4444.5094 |
| Max Trade Drawdown | -2880854 | -112464 | -2834426 | -203945380 | -24462795 | -184754608 |
| Profit Factor | 0.1718 | 0.9504 | 0.0896 | 0.9995 | 4.2498 | 0.3099 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 40 | 17 | 23 | 26 | 13 | 13 |
| Losing Trades | 23 | 14 | 9 | 37 | 18 | 19 |
| Profitability (%) | 63.4921 | 54.8387 | 71.875 | 41.2698 | 41.9355 | 40.625 |
| Ratio Avg Win / Avg Loss | 0.0988 | 0.7827 | 0.0351 | 1.4223 | 5.8844 | 0.453 |
| Largest Winning Trade | 44570 | 44570 | 39523 | 155348283 | 155348283 | 31992635 |
| Largest Losing Trade | -1278182 | -87418 | -1278182 | -160325123 | -20595875 | -160325123 |
| Avg Bars in Trades | 61 | 64 | 57 | 61 | 64 | 57 |
| Avg Bars in Winners | 24 | 27 | 22 | 81 | 88 | 73 |
| Avg Bars in Losers | 124 | 110 | 147 | 47 | 47 | 46 |
| Bars Traded | 3853 | 2009 | 1844 | 3853 | 2009 | 1844 |
| Profit Streak | 0 | 395.9406 | 0 | 311.9406 | 0 | 316.9406 |
| Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -730028 | -578831 | -577974 | -733196 | 482540 | -583868 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1568203200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759228464645,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 125,
"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": [
[
-2810725.573895606,
-16074.9624785636,
-2794650.6114170435,
-118814.3655539745,
130723600.88986279,
-130842415.25541675
],
[
-2810.725574,
-16.074962,
-2794.650611,
-118.814366,
130723.60089,
-130842.415255
],
[
-1.375447,
-0.007866,
-1.36758,
0,
0.351801,
0
],
[
4444.509422,
4444.509422,
4444.509422,
4444.509422,
4444.509422,
4444.509422
],
[
-2880854,
-112464,
-2834426,
-203945380,
-24462795,
-184754608
],
[
0.171759,
0.950387,
0.089572,
0.999483,
4.249846,
0.309915
],
[
63,
31,
32,
63,
31,
32
],
[
40,
17,
23,
26,
13,
13
],
[
23,
14,
9,
37,
18,
19
],
[
63.492063,
54.83871,
71.875,
41.269841,
41.935484,
40.625
],
[
0.098761,
0.782671,
0.03505,
1.422341,
5.884402,
0.452953
],
[
44570,
44570,
39523,
155348283,
155348283,
31992635
],
[
-1278182,
-87418,
-1278182,
-160325123,
-20595875,
-160325123
],
[
61,
64,
57,
61,
64,
57
],
[
24,
27,
22,
81,
88,
73
],
[
124,
110,
147,
47,
47,
46
],
[
3853,
2009,
1844,
3853,
2009,
1844
],
[
0,
395.940563,
0,
311.940563,
0,
316.940563
],
[
0,
4,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-730028,
-578831,
-577974,
-733196,
482540,
-583868
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1568203200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759228464645,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 125,
"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) |
|---|