| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -3303633.6851 | -30904.0821 | -3272729.603 | -620946.6671 | 74720011.5443 | -75340958.2114 |
| Total P&L (%) | -3303.6337 | -30.9041 | -3272.7296 | -620.9467 | 74720.0115 | -75340.9582 |
| Avg Daily Profit (%) | -1.6167 | -0.0151 | -1.6015 | 0 | 0.3244 | 0 |
| Buy And Hold Return (%) | 4016.5391 | 4016.5391 | 4016.5391 | 4016.5391 | 4016.5391 | 4016.5391 |
| Max Trade Drawdown | -3455612 | -134770 | -3351315 | -117663759 | -16024586 | -110673663 |
| Profit Factor | 0.1368 | 0.9007 | 0.0692 | 0.9953 | 4.5649 | 0.3304 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 44 | 21 | 23 | 28 | 13 | 15 |
| Losing Trades | 19 | 10 | 9 | 35 | 18 | 17 |
| Profitability (%) | 69.8413 | 67.7419 | 71.875 | 44.4444 | 41.9355 | 46.875 |
| Ratio Avg Win / Avg Loss | 0.0591 | 0.4289 | 0.0271 | 1.2442 | 6.3207 | 0.3744 |
| Largest Winning Trade | 36832 | 36832 | 27678 | 82716886 | 82716886 | 15235824 |
| Largest Losing Trade | -2083419 | -83797 | -2083419 | -94398504 | -10906740 | -94398504 |
| Avg Bars in Trades | 59 | 62 | 57 | 59 | 62 | 57 |
| Avg Bars in Winners | 23 | 25 | 22 | 77 | 98 | 59 |
| Avg Bars in Losers | 143 | 140 | 147 | 45 | 36 | 55 |
| Bars Traded | 3773 | 1939 | 1834 | 3773 | 1939 | 1834 |
| Profit Streak | 334.985 | 406.985 | 334.985 | 0 | 0 | 0 |
| Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -727841 | -577178 | -577009 | -732549 | 482416 | -582025 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567857600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759534707282,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 178,
"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": [
[
-3303633.685148661,
-30904.0821324295,
-3272729.603016232,
-620946.6671052908,
74720011.54428819,
-75340958.21139349
],
[
-3303.633685,
-30.904082,
-3272.729603,
-620.946667,
74720.011544,
-75340.958211
],
[
-1.616655,
-0.015123,
-1.601531,
0,
0.324365,
0
],
[
4016.539141,
4016.539141,
4016.539141,
4016.539141,
4016.539141,
4016.539141
],
[
-3455612,
-134770,
-3351315,
-117663759,
-16024586,
-110673663
],
[
0.136811,
0.900743,
0.06916,
0.995348,
4.564936,
0.330354
],
[
63,
31,
32,
63,
31,
32
],
[
44,
21,
23,
28,
13,
15
],
[
19,
10,
9,
35,
18,
17
],
[
69.84127,
67.741935,
71.875,
44.444444,
41.935484,
46.875
],
[
0.059078,
0.428925,
0.027063,
1.244185,
6.320681,
0.374402
],
[
36832,
36832,
27678,
82716886,
82716886,
15235824
],
[
-2083419,
-83797,
-2083419,
-94398504,
-10906740,
-94398504
],
[
59,
62,
57,
59,
62,
57
],
[
23,
25,
22,
77,
98,
59
],
[
143,
140,
147,
45,
36,
55
],
[
3773,
1939,
1834,
3773,
1939,
1834
],
[
334.985038,
406.985038,
334.985038,
0,
0,
0
],
[
4,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-727841,
-577178,
-577009,
-732549,
482416,
-582025
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1567857600000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759534707282,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 178,
"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) |
|---|