| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -759504.5262 | 259505.3884 | -1019009.9146 | -29099.0366 | -17511207.9857 | 17482108.9491 |
| Total P&L (%) | -759.5045 | 259.5054 | -1019.0099 | -29.099 | -17511.208 | 17482.1089 |
| Avg Daily Profit (%) | -0.3717 | 0.127 | -0.4987 | -0.0168 | 0 | 0.2533 |
| Buy And Hold Return (%) | 6240.8885 | 6240.8885 | 6240.8885 | 6240.8885 | 6240.8885 | 6240.8885 |
| Max Trade Drawdown | -880646 | -88961 | -1030366 | -26646024 | -17571114 | -13000545 |
| Profit Factor | 0.5017 | 2.2674 | 0.2277 | 0.9992 | 0.232 | 2.127 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 63 | 33 | 30 | 37 | 18 | 19 |
| Losing Trades | 14 | 5 | 9 | 40 | 20 | 20 |
| Profitability (%) | 81.8182 | 86.8421 | 76.9231 | 48.0519 | 47.3684 | 48.7179 |
| Ratio Avg Win / Avg Loss | 0.1115 | 0.3435 | 0.0683 | 1.0803 | 0.2578 | 2.2389 |
| Largest Winning Trade | 53673 | 53673 | 24923 | 28358603 | 1567546 | 28358603 |
| Largest Losing Trade | -386059 | -88961 | -386059 | -8483621 | -8483621 | -3093520 |
| Avg Bars in Trades | 46 | 57 | 34 | 46 | 57 | 34 |
| Avg Bars in Winners | 17 | 23 | 10 | 14 | 14 | 14 |
| Avg Bars in Losers | 177 | 288 | 115 | 75 | 97 | 54 |
| Bars Traded | 3558 | 2202 | 1356 | 3558 | 2202 | 1356 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -622712 | -183157 | -577267 | -626146 | -581788 | 315815 |
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1569715200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759462203018,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 221,
"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": [
[
-759504.5261696449,
259505.388430721,
-1019009.9146003657,
-29099.0366211393,
-17511207.985685017,
17482108.94906387
],
[
-759.504526,
259.505388,
-1019.009915,
-29.099037,
-17511.207986,
17482.108949
],
[
-0.371668,
0.126991,
-0.498659,
-0.016827,
0,
0.253291
],
[
6240.888486,
6240.888486,
6240.888486,
6240.888486,
6240.888486,
6240.888486
],
[
-880646,
-88961,
-1030366,
-26646024,
-17571114,
-13000545
],
[
0.50172,
2.267404,
0.22773,
0.999241,
0.232001,
2.126954
],
[
77,
38,
39,
77,
38,
39
],
[
63,
33,
30,
37,
18,
19
],
[
14,
5,
9,
40,
20,
20
],
[
81.818182,
86.842105,
76.923077,
48.051948,
47.368421,
48.717949
],
[
0.111493,
0.343546,
0.068319,
1.08026,
0.257779,
2.238899
],
[
53673,
53673,
24923,
28358603,
1567546,
28358603
],
[
-386059,
-88961,
-386059,
-8483621,
-8483621,
-3093520
],
[
46,
57,
34,
46,
57,
34
],
[
17,
23,
10,
14,
14,
14
],
[
177,
288,
115,
75,
97,
54
],
[
3558,
2202,
1356,
3558,
2202,
1356
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-622712,
-183157,
-577267,
-626146,
-581788,
315815
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4087,
"evaluation_days": 2043.5,
"actual_first_datapoint_time": 1560211200000,
"first_datapoint_time": 1569715200000,
"last_datapoint_time": 1736726400000,
"evaluation_time": 1759462203018,
"expiration_time": 1742023152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 221,
"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) |
|---|