| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2735231.8058 | -192.9927 | -2735038.8131 | -87681.67 | 93055606.7028 | -93143288.3728 |
| Total P&L (%) | -2735.2318 | -0.193 | -2735.0388 | -87.6817 | 93055.6067 | -93143.2884 |
| Avg Daily Profit (%) | -1.3385 | -0.0001 | -1.3384 | -0.1024 | 0.3351 | 0 |
| Buy And Hold Return (%) | 6442.5631 | 6442.5631 | 6442.5631 | 6442.5631 | 6442.5631 | 6442.5631 |
| Max Trade Drawdown | -2869487 | -119281 | -2824632 | -157119863 | -38131120 | -118988742 |
| Profit Factor | 0.1649 | 0.9994 | 0.076 | 0.9995 | 3.0368 | 0.2721 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 48 | 24 | 24 | 40 | 21 | 19 |
| Losing Trades | 19 | 9 | 10 | 27 | 12 | 15 |
| Profitability (%) | 71.6418 | 72.7273 | 70.5882 | 59.7015 | 63.6364 | 55.8824 |
| Ratio Avg Win / Avg Loss | 0.0653 | 0.3748 | 0.0317 | 0.6747 | 1.7353 | 0.2148 |
| Largest Winning Trade | 50642 | 50642 | 17969 | 113078942 | 113078942 | 13125992 |
| Largest Losing Trade | -1278182 | -86535 | -1278182 | -95249846 | -16240879 | -95249846 |
| Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
| Avg Bars in Winners | 14 | 15 | 12 | 52 | 51 | 53 |
| Avg Bars in Losers | 159 | 142 | 173 | 59 | 48 | 68 |
| Bars Traded | 3699 | 1655 | 2044 | 3699 | 1655 | 2044 |
| Profit Streak | 290.0565 | 409.5565 | 290.0565 | 290.0565 | 409.5565 | 290.0565 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -698004 | -576516 | -577538 | -699551 | 650748 | -579444 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1570406400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759756878386,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 237,
"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": [
[
-2735231.8058299515,
-192.9927361135,
-2735038.8130938383,
-87681.6700453058,
93055606.70276396,
-93143288.37280929
],
[
-2735.231806,
-0.192993,
-2735.038813,
-87.68167,
93055.606703,
-93143.288373
],
[
-1.338503,
-9.4e-5,
-1.338409,
-0.102423,
0.335126,
0
],
[
6442.563143,
6442.563143,
6442.563143,
6442.563143,
6442.563143,
6442.563143
],
[
-2869487,
-119281,
-2824632,
-157119863,
-38131120,
-118988742
],
[
0.164886,
0.999388,
0.07598,
0.999495,
3.036787,
0.272132
],
[
67,
33,
34,
67,
33,
34
],
[
48,
24,
24,
40,
21,
19
],
[
19,
9,
10,
27,
12,
15
],
[
71.641791,
72.727273,
70.588235,
59.701493,
63.636364,
55.882353
],
[
0.065267,
0.37477,
0.031658,
0.674659,
1.735307,
0.214841
],
[
50642,
50642,
17969,
113078942,
113078942,
13125992
],
[
-1278182,
-86535,
-1278182,
-95249846,
-16240879,
-95249846
],
[
55,
50,
60,
55,
50,
60
],
[
14,
15,
12,
52,
51,
53
],
[
159,
142,
173,
59,
48,
68
],
[
3699,
1655,
2044,
3699,
1655,
2044
],
[
290.056463,
409.556463,
290.056463,
290.056463,
409.556463,
290.056463
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-698004,
-576516,
-577538,
-699551,
650748,
-579444
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1570406400000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759756878386,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 71,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 237,
"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) |
|---|